Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/30b53385-b669-47ad-ac24-a87ce4cb1be9/
LC
LendingClub CorpSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
OS 0.840
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
21.7%
◐
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
RAM 1.07
V
Value Analysis
Cheapness relative to fundamentals
81.0%ile
P/E
11.5×
P/S
1.6×
P/B
1.3×
E/P
0.0873
FCF Yield
-2.342
EBITDA/EV
0.217
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
24.00000000
/100
VC3 (Buyback)
24.00000000
/100
P/E of 11.5x places this firmly in deep value territory. Negative FCF yield (-234.2%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
20.0%ile
ROE
0.115
ROA
0.015
Net Margin
0.135
Op Margin
0.154
GPA
0.073
D/E
6.84
Current
0.08
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.084
Earn Growth
2.460
Stability
0.607
lower=better
Accruals
0.267
lower=better
5yr Consist
No
Highly leveraged with D/E of 6.84 — returns are being amplified by debt. Accruals ratio of 0.267 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
87.0%ile
6M Return
-11.7%
12M Return
61.8%
12-1 Mom
57.0%
Risk-Adj
1.07
Vol 252d
53.3%
Vol 60d
119.8%
↑ Expanding
Max DD 12M
-34.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 57% is very strong — a clear uptrend. Near-term vol (120%) is expanding vs long-term (53%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.84
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
50.9%
Sector Quality %ile
4.0%
P/E z-score
-0.12
P/B z-score
-0.06
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (81th value) with strong momentum (87th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (81th value) but weak quality (20th). Classic value trap risk.
Hot but Volatile
Strong momentum (87th) but high volatility (53%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (120%) significantly exceeds 252-day (53%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.2% avg (7 factors)
Quality
F
21.9% avg (8 factors)
Momentum
B
68.6% avg (4 factors)
Risk
F
27.9% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.840 | —1 | — | |
| Value %ile | 0.810 | —1 | — | |
| Quality %ile | 0.200 | —1 | — | |
| Momentum %ile | 0.870 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.533 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.46
Earnings Yield (E/P)
0.0873
Price / Sales
1.55
Price / Book
1.32
FCF Yield
-234.2%
EBITDA / EV
21.7%
Sales Yield (1/P·S)
1.0639
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.5%
Return on Assets
1.5%
Net Margin
13.5%
Operating Margin
15.4%
Gross Profit / Assets
Novy-Marx GPA
7.3%
Debt / Equity
6.84
Current Ratio
0.08
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.267
MomentumPrice trend strength over different horizons
6M Return
-11.7%
12M Return
61.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
57.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.07
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.4%
Earnings Growth (YoY)
246.0%
Earnings Stability (CV)
Lower = more stable
0.607
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
Buyback Yield
0.0%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
24
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
24
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