Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7bbbd9d8-1073-4399-b28b-9bf280506cf4/
LNC
Lincoln National CorporationSnapshot 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
OS 0.850
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.4
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
28.8%
◐
Veiled Value
✗
▣
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
92.0%ile
P/E
4.6×
P/S
0.4×
P/B
0.8×
E/P
0.2577
FCF Yield
0.031
EBITDA/EV
0.288
SH Yield
-0.061
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
18.00000000
/100
VC3 (Buyback)
19.00000000
/100
P/E of 4.6x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
28.0%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
68.0%ile
6M Return
3.9%
12M Return
23.0%
12-1 Mom
8.0%
Risk-Adj
0.27
Vol 252d
29.6%
Vol 60d
68.4%
↑ Expanding
Max DD 12M
-28.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (68%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.85
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
84.0%
Sector Quality %ile
7.0%
P/E z-score
-0.45
P/B z-score
-0.07
Sector Avg OS
85.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (92th value) but weak quality (28th). 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 (68%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
76.0% avg (7 factors)
Quality
D
38.0% avg (8 factors)
Momentum
D
44.2% avg (4 factors)
Risk
B
67.3% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.850 | —8 | — | |
| Value %ile | 0.920 | —8 | — | |
| Quality %ile | 0.280 | —3 | — | |
| Momentum %ile | 0.680 | —0 | — | |
| F-Score | 3.000 | —8 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.296 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
4.58
Earnings Yield (E/P)
0.2577
Price / Sales
0.42
Price / Book
0.77
Price / Cash Flow
32.55
FCF Yield
3.1%
EBITDA / EV
28.8%
Sales Yield (1/P·S)
2.3848
Shareholder Yield
Div + net buyback / mktcap
-6.1%
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
3.9%
12M Return
23.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
8.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.27
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
4.4%
Buyback Yield
-10.4%
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
8
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
18
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
19
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