Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/45964d19-9bd0-486c-a778-6a75b22ff8ab/
LUV
Southwest Airlines CompanySnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.830
↗
Trending Value
✗
◆
Quality × Value
QV 0.665
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
14.1%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 25%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.63
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
65.0%ile
P/E
29.0×
P/S
0.8×
P/B
3.4×
E/P
0.0427
FCF Yield
0.191
EBITDA/EV
0.100
SH Yield
0.141
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
33.00000000
/100 — 1=cheapest
VC2 (Trending Value)
24.00000000
/100
VC3 (Buyback)
24.00000000
/100
FCF yield of 19.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
0.119
ROA
0.028
Net Margin
0.028
Op Margin
0.040
GPA
0.162
D/E
3.27
Current
0.48
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.047
Earn Growth
0.496
Stability
0.996
lower=better
Accruals
-0.054
lower=better
5yr Consist
No
Highly leveraged with D/E of 3.27 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
69.0%ile
6M Return
9.7%
12M Return
32.9%
12-1 Mom
24.8%
Risk-Adj
0.55
Vol 252d
45.2%
Vol 60d
104.7%
↑ Expanding
Max DD 12M
-30.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 25% is very strong — a clear uptrend. Near-term vol (105%) is expanding vs long-term (45%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.83
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
67.3%
Sector Quality %ile
64.5%
P/E z-score
-0.11
P/B z-score
-0.05
Sector Avg OS
52.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 14.1% backed by 19.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (105%) significantly exceeds 252-day (45%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
68.9% avg (7 factors)
Quality
F
29.0% avg (8 factors)
Momentum
C
56.2% avg (4 factors)
Risk
D
41.3% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.830 | —1 | — | |
| Value %ile | 0.650 | —0 | — | |
| Quality %ile | 0.680 | —0 | — | |
| Momentum %ile | 0.690 | —0 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.452 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
28.97
Earnings Yield (E/P)
0.0427
Price / Sales
0.82
Price / Book
3.44
Price / Cash Flow
9.86
FCF Yield
19.1%
EBITDA / EV
10.0%
Sales Yield (1/P·S)
1.0623
Shareholder Yield
Div + net buyback / mktcap
14.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.9%
Return on Assets
2.8%
Net Margin
2.8%
Operating Margin
4.0%
Gross Profit / Assets
Novy-Marx GPA
16.2%
Debt / Equity
3.27
Current Ratio
0.48
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.054
External Financing
Net issuance — lower=better
0.106
MomentumPrice trend strength over different horizons
6M Return
9.7%
12M Return
32.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
24.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.55
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.7%
Earnings Growth (YoY)
49.6%
Earnings Stability (CV)
Lower = more stable
0.996
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
1.5%
Buyback Yield
12.6%
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
33
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