Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4d5d2a07-b602-4294-9d24-0d94627162c6/
LWAY
Lifeway Foods IncSnapshot 2026-07-26 · 0.4w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
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
16.0%ile
P/E
31.0×
P/S
2.0×
P/B
5.2×
E/P
0.0449
FCF Yield
0.111
EBITDA/EV
0.054
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
89.00000000
/100 — 1=cheapest
VC2 (Trending Value)
90.00000000
/100
VC3 (Buyback)
91.00000000
/100
P/E of 31.0x is premium-priced — the market is paying up for expected growth. FCF yield of 11.1% is strong — the business generates significant free cash relative to price. VC2 score of 90.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
64.0%ile
ROE
0.166
ROA
0.124
Net Margin
0.065
Op Margin
0.091
GPA
0.543
D/E
0.33
Current
2.14
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.219
Earn Growth
0.479
Stability
0.475
lower=better
Accruals
-0.004
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.33.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
34.0%ile
6M Return
38.4%
12M Return
15.0%
12-1 Mom
11.0%
Risk-Adj
0.22
Vol 252d
49.2%
Vol 60d
102.1%
↑ Expanding
Max DD 12M
-46.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (102%) is expanding vs long-term (49%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.16
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 212 peers
Sector Value %ile
9.9%
Sector Quality %ile
62.0%
P/E z-score
0.00
P/B z-score
-0.07
Sector Avg OS
52.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (102%) significantly exceeds 252-day (49%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
47.1% avg (7 factors)
Quality
B
63.4% avg (8 factors)
Momentum
C
53.5% avg (4 factors)
Risk
D
34.6% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.160 | —1 | — | |
| Value %ile | 0.160 | —8 | — | |
| Quality %ile | 0.640 | —0 | — | |
| Momentum %ile | 0.340 | —0 | — | |
| F-Score | 4.000 | —8 | — | |
| Confidence | 0.929 | —8 | — | |
| Volatility | 0.492 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
31.03
Earnings Yield (E/P)
0.0449
Price / Sales
2.03
Price / Book
5.15
Price / Cash Flow
30.10
FCF Yield
11.1%
EBITDA / EV
5.4%
Sales Yield (1/P·S)
0.4912
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.6%
Return on Assets
12.4%
Net Margin
6.5%
Operating Margin
9.1%
Gross Profit / Assets
Novy-Marx GPA
54.3%
Debt / Equity
0.33
Current Ratio
2.14
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.004
MomentumPrice trend strength over different horizons
6M Return
38.4%
12M Return
15.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
11.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.22
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
21.9%
Earnings Growth (YoY)
47.9%
Earnings Stability (CV)
Lower = more stable
0.475
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
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
89
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
90
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
91
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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