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LII

Lennox International Inc
Chart
$508.43
Latest Week 2026-06-05
IndustrialsBuilding Products & EquipmentLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.08
OS Score
8.0%
Value
69.0%
Quality
20.0%
Momentum
4/9
F-Score
0.235
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 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
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
8.0%ile
P/E
22.7×
P/S
3.4×
P/B
14.7×
E/P
0.0440
FCF Yield
0.050
EBITDA/EV
0.059
SH Yield
0.012
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
91.00000000
/100 — 1=cheapest
VC2 (Trending Value)
88.00000000
/100
VC3 (Buyback)
88.00000000
/100
VC2 score of 88.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
69.0%ile
ROE
0.645
ROA
0.182
Net Margin
0.149
Op Margin
0.195
GPA
0.405
D/E
2.54
Current
1.57
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.020
Earn Growth
-0.025
Stability
0.320
lower=better
Accruals
-0.006
lower=better
5yr Consist
Yes
ROE of 65% is exceptional. Highly leveraged with D/E of 2.54 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
20.0%ile
6M Return
-0.1%
12M Return
-7.0%
12-1 Mom
-4.7%
Risk-Adj
-0.14
Vol 252d
33.5%
Vol 60d
72.7%
↑ Expanding
Max DD 12M
-33.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (73%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.08
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 500 peers
Sector Value %ile
11.0%
Sector Quality %ile
68.5%
P/E z-score
-0.21
P/B z-score
-0.04
Sector Avg OS
53.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CMRE Costamare Inc 99.0% 95.0% 87.0% 91.0%
ESEA Euroseas Ltd 99.0% 97.0% 96.0% 89.0%
ZTO ZTO Express (Cayman) Inc 99.0% 98.0% 93.0% 81.0%
GSL Global Ship Lease Inc 99.0% 98.0% 89.0% 88.0%
DAC Danaos Corporation 98.0% 97.0% 86.0% 86.0%
NMM Navios Maritime Partners LP Unit 98.0% 97.0% 78.0% 91.0%
DLX Deluxe Corporation 98.0% 93.0% 81.0% 89.0%
CDLR Cadeler A/S 97.0% 93.0% 91.0% 70.0%
Factor Interactions
Leveraged Returns
Strong ROE (65%) boosted by high leverage (D/E 2.5). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (73%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
38.8% avg (7 factors)
Quality
B
68.8% avg (8 factors)
Momentum
F
27.9% avg (4 factors)
Risk
B
60.8% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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
FactorCurrentStreakTrendSpark
OS Composite0.080—1—
Value %ile0.080—1—
Quality %ile0.690—0—
Momentum %ile0.200—1—
F-Score4.000—1—
Confidence1.000—1—
Volatility0.335—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
22.72
Earnings Yield (E/P)
0.0440
Price / Sales
3.38
Price / Book
14.66
Price / Cash Flow
21.98
FCF Yield
5.0%
EBITDA / EV
5.9%
Sales Yield (1/P·S)
0.2724
Shareholder Yield
Div + net buyback / mktcap
1.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
64.5%
Return on Assets
18.2%
Net Margin
14.9%
Operating Margin
19.5%
Gross Profit / Assets
Novy-Marx GPA
40.5%
Debt / Equity
2.54
Current Ratio
1.57
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.006
MomentumPrice trend strength over different horizons
6M Return
-0.1%
12M Return
-7.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-4.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.14
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-2.0%
Earnings Growth (YoY)
-2.5%
Earnings Stability (CV)
Lower = more stable
0.320
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
1.2%
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
91
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
88
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
88
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