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LLY

Eli Lilly and Company
Chart
€1,008.00
Latest Week 2026-06-05
HealthcareDrug Manufacturers - GeneralMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.39
OS Score
3.0%
Value
92.0%
Quality
81.0%
Momentum
7/9
F-Score
0.166
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 21%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
3.0%ile
P/E
35.6×
P/S
12.5×
P/B
28.9×
E/P
0.0281
FCF Yield
0.011
EBITDA/EV
0.040
SH Yield
0.012
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
98.00000000
/100 — 1=cheapest
VC2 (Trending Value)
97.00000000
/100
VC3 (Buyback)
98.00000000
/100
P/E of 35.6x is premium-priced — the market is paying up for expected growth. VC2 score of 97.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
92.0%ile
ROE
0.810
ROA
0.217
Net Margin
0.350
Op Margin
0.473
GPA
0.513
Current
1.50
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.447
Earn Growth
0.955
Stability
0.314
lower=better
Accruals
0.041
lower=better
5yr Consist
Yes
ROE of 81% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
16.3%
12M Return
50.7%
12-1 Mom
20.8%
Risk-Adj
0.54
Vol 252d
38.6%
Vol 60d
78.6%
↑ Expanding
Max DD 12M
-23.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 21% is very strong — a clear uptrend. Near-term vol (79%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.39
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare · 79 peers
Sector Value %ile
3.8%
Sector Quality %ile
88.8%
P/E z-score
0.71
P/B z-score
4.88
Sector Avg OS
49.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MED MEDICLIN Aktiengesellschaft 99.0% 97.0% 83.0% 79.0%
DRW8 Drägerwerk AG & Co. KGaA 96.0% 93.0% 62.0% 78.0%
DRW3 Drägerwerk AG & Co. KGaA 95.0% 85.0% 62.0% 80.0%
AJ91 DocCheck AG 95.0% 82.0% 88.0% 70.0%
CBHD Coloplast A/S 94.0% 98.0% 91.0% 22.0%
M12 M1 Kliniken AG 93.0% 70.0% 89.0% 76.0%
BRM Bristol-Myers Squibb Company 92.0% 61.0% 98.0% 74.0%
NOV Novo Nordisk A/S 91.0% 98.0% 78.0% 20.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (92th) and momentum (81th) but expensive (3th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (92th) but expensive (3th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (79%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
19.2% avg (7 factors)
Quality
A
83.3% avg (7 factors)
Momentum
B
61.8% avg (4 factors)
Risk
C
52.3% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.390—0—
Value %ile0.030—1—
Quality %ile0.920—1—
Momentum %ile0.810—1—
F-Score7.000—1—
Confidence0.939—1—
Volatility0.386—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
35.63
Earnings Yield (E/P)
0.0281
Price / Sales
12.47
Price / Book
28.87
Price / Cash Flow
43.98
FCF Yield
1.1%
EBITDA / EV
4.0%
Sales Yield (1/P·S)
0.0770
Shareholder Yield
Div + net buyback / mktcap
1.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
81.0%
Return on Assets
21.7%
Net Margin
35.0%
Operating Margin
47.3%
Gross Profit / Assets
Novy-Marx GPA
51.3%
Current Ratio
1.50
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.041
MomentumPrice trend strength over different horizons
6M Return
16.3%
12M Return
50.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
20.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.54
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
44.7%
Earnings Growth (YoY)
95.5%
Earnings Stability (CV)
Lower = more stable
0.314
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
0.6%
Buyback Yield
0.6%
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
98
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
97
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
98
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity