Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4ac763c4-1a6f-4b19-9a50-05bf5774776c/
DAL
Delta Air Lines IncSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.779
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 14.2
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +10%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 70%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.91
V
Value Analysis
Cheapness relative to fundamentals
82.0%ile
P/E
14.2×
P/S
0.8×
P/B
2.6×
E/P
0.0742
FCF Yield
0.177
EBITDA/EV
0.118
SH Yield
0.011
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
20.00000000
/100
VC3 (Buyback)
15.00000000
/100
FCF yield of 17.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
74.0%ile
ROE
0.181
ROA
0.046
Net Margin
0.058
Op Margin
0.077
GPA
0.216
D/E
2.96
Current
0.42
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.103
Earn Growth
-0.119
Stability
0.733
lower=better
Accruals
-0.048
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.96 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
25.8%
12M Return
56.9%
12-1 Mom
70.3%
Risk-Adj
1.91
Vol 252d
36.9%
Vol 60d
85.0%
↑ Expanding
Max DD 12M
-21.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 70% is very strong — a clear uptrend. Risk-adjusted momentum of 1.91 is excellent — strong returns relative to volatility. Near-term vol (85%) is expanding vs long-term (37%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
86.2%
Sector Quality %ile
73.1%
P/E z-score
-0.40
P/B z-score
-0.05
Sector Avg OS
51.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (82th) and quality (74th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (82th value) with strong momentum (88th). The market is starting to recognise the value.
Leveraged Returns
Strong ROE (18%) boosted by high leverage (D/E 3.0). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (85%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
68.7% avg (7 factors)
Quality
D
37.0% avg (8 factors)
Momentum
A
84.8% avg (4 factors)
Risk
C
55.2% 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. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —8 | — | |
| Value %ile | 0.820 | —8 | — | |
| Quality %ile | 0.740 | —8 | — | |
| Momentum %ile | 0.880 | —8 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —8 | — | |
| Volatility | 0.369 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.16
Earnings Yield (E/P)
0.0742
Price / Sales
0.82
Price / Book
2.56
Price / Cash Flow
6.88
FCF Yield
17.7%
EBITDA / EV
11.8%
Sales Yield (1/P·S)
0.9583
Shareholder Yield
Div + net buyback / mktcap
1.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
18.1%
Return on Assets
4.6%
Net Margin
5.8%
Operating Margin
7.7%
Gross Profit / Assets
Novy-Marx GPA
21.6%
Debt / Equity
2.96
Current Ratio
0.42
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.048
MomentumPrice trend strength over different horizons
6M Return
25.8%
12M Return
56.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
70.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.91
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.3%
Earnings Growth (YoY)
-11.9%
Earnings Stability (CV)
Lower = more stable
0.733
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
1.1%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
20
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
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