Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5e21d8ad-68db-417b-aef8-905d1e6d9f48/
DLTH
Duluth Holdings IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
#34.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 10.00000000
📐
EBITDA/EV
11.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
Val 95th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
95.0%ile
P/S
0.2×
P/B
0.7×
FCF Yield
0.224
EBITDA/EV
0.117
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
10.00000000
/100
VC3 (Buyback)
10.00000000
/100
FCF yield of 22.4% is strong — the business generates significant free cash relative to price. VC2 score of 10.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
25.0%ile
ROE
-0.097
ROA
-0.041
Net Margin
-0.029
Op Margin
-0.016
GPA
0.749
D/E
1.40
Current
1.59
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.098
Stability
1.522
lower=better
Accruals
-0.101
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
89.0%ile
6M Return
10.7%
12M Return
72.0%
12-1 Mom
68.9%
Risk-Adj
0.70
Vol 252d
98.1%
Vol 60d
173.9%
↑ Expanding
Max DD 12M
-48.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 69% is very strong — a clear uptrend. Near-term vol (174%) is expanding vs long-term (98%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.9
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 500 peers
Sector Value %ile
95.0%
Sector Quality %ile
29.9%
P/B z-score
-0.46
Sector Avg OS
54.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (95th value) with strong momentum (89th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (95th value) but weak quality (25th). Classic value trap risk.
Hot but Volatile
Strong momentum (89th) but high volatility (98%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (174%) significantly exceeds 252-day (98%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
73.4% avg (5 factors)
Quality
D
40.7% avg (8 factors)
Momentum
B
73.4% avg (4 factors)
Risk
F
0.0% 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 | 0.900 | —1 | — | |
| Value %ile | 0.950 | —1 | — | |
| Quality %ile | 0.250 | —1 | — | |
| Momentum %ile | 0.890 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.856 | —1 | — | |
| Volatility | 0.981 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.20
Price / Book
0.68
Price / Cash Flow
4.74
FCF Yield
22.4%
EBITDA / EV
11.7%
Sales Yield (1/P·S)
3.9856
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-9.7%
Return on Assets
-4.1%
Net Margin
-2.9%
Operating Margin
-1.6%
Gross Profit / Assets
Novy-Marx GPA
74.9%
Debt / Equity
1.40
Current Ratio
1.59
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.101
MomentumPrice trend strength over different horizons
6M Return
10.7%
12M Return
72.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
68.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.70
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-9.8%
Earnings Stability (CV)
Lower = more stable
1.522
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
10
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
34
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
Yes
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