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LMND

Lemonade Inc
Chart
48.31 USD
Latest Week 2026-07-31
Financial ServicesInsurance - Property & CasualtyMID
Snapshot 2026-07-26 · 1.0w · Fresh
0.14
OS Score
10.0%
Value
19.0%
Quality
85.0%
Momentum
4/9
F-Score
0.138
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
0 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
10.0%ile
P/S
5.6×
P/B
8.9×
FCF Yield
0.009
SH Yield
-0.008
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
91.00000000
/100 — 1=cheapest
VC2 (Trending Value)
94.00000000
/100
VC3 (Buyback)
94.00000000
/100
VC2 score of 94.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
19.0%ile
ROE
-0.268
ROA
-0.071
Net Margin
-0.169
Op Margin
-0.163
GPA
0.200
D/E
2.78
Current
1.06
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.470
Stability
0.368
lower=better
Accruals
-0.086
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.78 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
-35.5%
12M Return
50.4%
12-1 Mom
47.2%
Risk-Adj
0.55
Vol 252d
86.1%
Vol 60d
178.8%
↑ Expanding
Max DD 12M
-44.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 47% is very strong — a clear uptrend. Near-term vol (179%) is expanding vs long-term (86%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.14
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
3.4%
P/B z-score
0.10
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
RILYL BRC Group Holdings, Inc. 99.0% 95.0% 88.0% 95.0%
UVE Universal Insurance Holdings Inc 99.0% 97.0% 92.0% 92.0%
IFS Intercorp Financial Services Inc 99.0% 98.0% 83.0% 90.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 90.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 90.0%
SBFG SB Financial Group Inc 98.0% 96.0% 93.0% 76.0%
BBDO Banco Bradesco S/A ADR 98.0% 97.0% 92.0% 79.0%
IX Orix Corp Ads 98.0% 97.0% 82.0% 91.0%
Factor Interactions
Hot but Volatile
Strong momentum (85th) but high volatility (86%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (179%) significantly exceeds 252-day (86%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
21.8% avg (4 factors)
Quality
F
23.4% avg (8 factors)
Momentum
C
56.1% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.140—8—
Value %ile0.100—8—
Quality %ile0.190—8—
Momentum %ile0.850—8—
F-Score4.000—8—
Confidence0.812—8—
Volatility0.861—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
5.63
Price / Book
8.92
Price / Cash Flow
153.49
FCF Yield
0.9%
Sales Yield (1/P·S)
0.1847
Shareholder Yield
Div + net buyback / mktcap
-0.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-26.8%
Return on Assets
-7.1%
Net Margin
-16.9%
Operating Margin
-16.3%
Gross Profit / Assets
Novy-Marx GPA
20.0%
Debt / Equity
2.78
Current Ratio
1.06
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.086
MomentumPrice trend strength over different horizons
6M Return
-35.5%
12M Return
50.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
47.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.55
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
47.0%
Earnings Stability (CV)
Lower = more stable
0.368
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Buyback Yield
-0.8%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
91
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
94
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
94
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity