Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7c49d7fe-e7a7-4a08-9810-fb9be3dcef1b/
LTM
LATAM Airlines Group S.A.Snapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
✗
◆
Quality × Value
QV 0.894
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.2
◇
VC2 Cheapest
✗
📐
EBITDA/EV
16.8%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +16%
🔄
Shareholder Yield
4.1%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 39%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
86.0%ile
P/E
9.2×
P/S
1.0×
P/B
8.0×
E/P
0.1200
FCF Yield
0.250
EBITDA/EV
0.168
SH Yield
0.041
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
13.00000000
/100
VC3 (Buyback)
15.00000000
/100
P/E of 9.2x places this firmly in deep value territory. FCF yield of 25.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
93.0%ile
ROE
0.869
ROA
0.090
Net Margin
0.112
Op Margin
0.170
GPA
0.239
D/E
8.68
Current
0.67
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.158
Earn Growth
0.627
Stability
0.430
lower=better
Accruals
-0.101
lower=better
5yr Consist
No
ROE of 87% is exceptional. Highly leveraged with D/E of 8.68 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
77.0%ile
6M Return
-10.8%
12M Return
31.2%
12-1 Mom
39.4%
Risk-Adj
0.98
Vol 252d
40.0%
Vol 60d
94.3%
↑ Expanding
Max DD 12M
-28.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 39% is very strong — a clear uptrend. Near-term vol (94%) is expanding vs long-term (40%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
90.8%
Sector Quality %ile
97.2%
P/E z-score
-0.43
P/B z-score
-0.05
Sector Avg OS
51.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (86th) and quality (93th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (86th value) with strong momentum (77th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 16% with P/E of 9×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 4.1% backed by 25.0% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (87%) boosted by high leverage (D/E 8.7). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (94%) significantly exceeds 252-day (40%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.4% avg (7 factors)
Quality
C
52.0% avg (8 factors)
Momentum
C
56.9% avg (4 factors)
Risk
C
50.0% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.960 | —7 | — | |
| Value %ile | 0.860 | —7 | — | |
| Quality %ile | 0.930 | —7 | — | |
| Momentum %ile | 0.770 | —7 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.400 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.15
Earnings Yield (E/P)
0.1200
Price / Sales
1.03
Price / Book
7.95
Price / Cash Flow
4.30
FCF Yield
25.0%
EBITDA / EV
16.8%
Sales Yield (1/P·S)
0.7062
Shareholder Yield
Div + net buyback / mktcap
4.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
86.9%
Return on Assets
9.0%
Net Margin
11.2%
Operating Margin
17.0%
Gross Profit / Assets
Novy-Marx GPA
23.9%
Debt / Equity
8.68
Current Ratio
0.67
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.101
MomentumPrice trend strength over different horizons
6M Return
-10.8%
12M Return
31.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
39.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.98
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
15.8%
Earnings Growth (YoY)
62.7%
Earnings Stability (CV)
Lower = more stable
0.430
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.3%
Buyback Yield
3.8%
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
13
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
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