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HLF

Herbalife Nutrition Ltd
Chart
11.99 USD
Latest Week 2026-07-17
Consumer DefensivePackaged FoodsSMALL
Snapshot 2026-07-12 · 0.9w · Fresh
0.94
OS Score
97.0%
Value
66.0%
Quality
66.0%
Momentum
#65.00000000
TV Rank
5/9
F-Score
0.800
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.800
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 7
📐
EBITDA/EV
57.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 97%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
5.7×
P/S
0.3×
E/P
0.4662
FCF Yield
0.480
EBITDA/EV
0.577
SH Yield
0.005
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 5.7x places this firmly in deep value territory. FCF yield of 48.0% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
66.0%ile
ROE
-0.543
ROA
0.083
Net Margin
0.047
Op Margin
0.098
GPA
1.356
D/E
-7.50
Current
1.23
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.037
Earn Growth
-0.145
Stability
0.781
lower=better
Accruals
-0.072
lower=better
5yr Consist
No
Conservative balance sheet with D/E of -7.50.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
66.0%ile
6M Return
-12.2%
12M Return
29.2%
12-1 Mom
18.8%
Risk-Adj
0.29
Vol 252d
65.1%
Vol 60d
162.0%
↑ Expanding
Max DD 12M
-42.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (162%) is expanding vs long-term (65%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 217 peers
Sector Value %ile
96.3%
Sector Quality %ile
65.6%
P/E z-score
-0.43
Sector Avg OS
51.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ABEV Ambev SA ADR 99.0% 98.0% 98.0% 75.0%
SENEA Seneca Foods Corp A 98.0% 94.0% 80.0% 92.0%
VFF Village Farms International Inc 98.0% 97.0% 74.0% 88.0%
SENEB Seneca Foods Corp B 98.0% 93.0% 79.0% 92.0%
KOF Coca-Cola Femsa SAB de CV ADR 96.0% 99.0% 77.0% 65.0%
PRDO Perdoceo Education Corp 96.0% 86.0% 89.0% 76.0%
NATR Natures Sunshine Products Inc 95.0% 84.0% 85.0% 83.0%
CCEP Coca-Cola European Partners PLC 94.0% 82.0% 94.0% 69.0%
Factor Interactions
Volatility Expanding
60-day vol (162%) significantly exceeds 252-day (65%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.9% avg (6 factors)
Quality
C
54.3% avg (8 factors)
Momentum
D
44.6% avg (4 factors)
Risk
F
8.2% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.940—6—
Value %ile0.970—6—
Quality %ile0.660—0—
Momentum %ile0.660—0—
F-Score5.000—0—
Confidence0.861—6—
Volatility0.651—6—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.68
Earnings Yield (E/P)
0.4662
Price / Sales
0.27
Price / Cash Flow
3.05
FCF Yield
48.0%
EBITDA / EV
57.7%
Sales Yield (1/P·S)
4.7363
Shareholder Yield
Div + net buyback / mktcap
0.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-54.3%
Return on Assets
8.3%
Net Margin
4.7%
Operating Margin
9.8%
Gross Profit / Assets
Novy-Marx GPA
135.6%
Debt / Equity
-7.50
Current Ratio
1.23
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.072
MomentumPrice trend strength over different horizons
6M Return
-12.2%
12M Return
29.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
18.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.29
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.7%
Earnings Growth (YoY)
-14.5%
Earnings Stability (CV)
Lower = more stable
0.781
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Buyback Yield
0.5%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
65
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
Show all
Op Income
OCF
CapEx
Equity