Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/97a19aeb-e65f-4151-8662-32498cda8c81/
LDX
Lumos Diagnostics Holdings LimitedSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
0 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
✗
🌱
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
6.0%ile
P/S
6.3×
P/B
12.9×
FCF Yield
-0.111
SH Yield
-0.078
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
92.00000000
/100 — 1=cheapest
VC2 (Trending Value)
94.00000000
/100
VC3 (Buyback)
94.00000000
/100
Negative FCF yield (-11.1%) — the business is currently cash-consumptive. VC2 score of 94.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
1.0%ile
ROE
-1.167
ROA
-0.345
Net Margin
-0.575
Op Margin
-0.627
GPA
0.380
Current
0.74
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.123
5yr Consist
No
F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
93.0%ile
6M Return
-70.5%
12M Return
29.2%
12-1 Mom
76.9%
Risk-Adj
0.78
Vol 252d
99.2%
Vol 60d
171.3%
↑ Expanding
Max DD 12M
-73.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 77% is very strong — a clear uptrend. Near-term vol (171%) is expanding vs long-term (99%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.15
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 145 peers
Sector Value %ile
13.7%
Sector Quality %ile
4.1%
P/B z-score
0.43
Sector Avg OS
45.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Hot but Volatile
Strong momentum (93th) but high volatility (99%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (171%) significantly exceeds 252-day (99%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
14.7% avg (4 factors)
Quality
F
14.3% avg (6 factors)
Momentum
C
52.6% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.150 | —7 | — | |
| Value %ile | 0.060 | —7 | — | |
| Quality %ile | 0.010 | —7 | — | |
| Momentum %ile | 0.930 | —7 | — | |
| F-Score | 1.000 | —7 | — | |
| Confidence | 0.378 | —3 | — | |
| Volatility | 0.992 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
6.35
Price / Book
12.88
FCF Yield
-11.1%
Sales Yield (1/P·S)
0.1482
Shareholder Yield
Div + net buyback / mktcap
-7.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-116.7%
Return on Assets
-34.5%
Net Margin
-57.5%
Operating Margin
-62.7%
Gross Profit / Assets
Novy-Marx GPA
38.0%
Current Ratio
0.74
MomentumPrice trend strength over different horizons
6M Return
-70.5%
12M Return
29.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
76.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.78
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
12.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
Buyback Yield
-7.8%
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
92
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
94
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
94
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity