Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7bbbd9d8-1073-4399-b28b-9bf280506cf4/
LNC
Lincoln National CorporationSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 4.00000000
📐
EBITDA/EV
39.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.2%
💰
High Yield
Div 6.2%
🚀
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
94.0%ile
P/E
4.0×
P/S
0.4×
P/B
0.7×
E/P
0.2531
FCF Yield
0.042
EBITDA/EV
0.391
SH Yield
0.062
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 4.0x places this firmly in deep value territory. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
17.0%ile
ROE
0.169
ROA
0.004
Net Margin
0.091
Op Margin
0.108
GPA
0.016
D/E
38.77
Current
18.36
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.016
Earn Growth
0.296
Stability
2.112
lower=better
Accruals
0.004
lower=better
5yr Consist
No
Highly leveraged with D/E of 38.77 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
30.0%ile
6M Return
-16.8%
12M Return
9.2%
12-1 Mom
12.5%
Risk-Adj
0.45
Vol 252d
27.5%
Vol 60d
63.6%
↑ Expanding
Max DD 12M
-28.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (64%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.7
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
88.2%
Sector Quality %ile
2.6%
P/E z-score
-0.48
P/B z-score
-0.08
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (94th value) but weak quality (17th). Classic value trap risk.
Leveraged Returns
Strong ROE (17%) boosted by high leverage (D/E 38.8). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (64%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
88.8% avg (7 factors)
Quality
D
38.0% avg (8 factors)
Momentum
D
36.6% avg (4 factors)
Risk
B
70.8% 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 weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.700 | —1 | — | |
| Value %ile | 0.940 | —1 | — | |
| Quality %ile | 0.170 | —1 | — | |
| Momentum %ile | 0.300 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.275 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.95
Earnings Yield (E/P)
0.2531
Price / Sales
0.36
Price / Book
0.67
Price / Cash Flow
28.06
FCF Yield
4.2%
EBITDA / EV
39.1%
Sales Yield (1/P·S)
3.2317
Shareholder Yield
Div + net buyback / mktcap
6.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.9%
Return on Assets
0.4%
Net Margin
9.1%
Operating Margin
10.8%
Gross Profit / Assets
Novy-Marx GPA
1.6%
Debt / Equity
38.77
Current Ratio
18.36
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.004
MomentumPrice trend strength over different horizons
6M Return
-16.8%
12M Return
9.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
12.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.45
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.6%
Earnings Growth (YoY)
29.6%
Earnings Stability (CV)
Lower = more stable
2.112
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
6.2%
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
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
76
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