Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a17b57bc-d9ec-41a9-87c7-35ac7044b7b9/

LITB

LightInTheBox Holding Co Ltd ARD
Chart
$3.66
Latest Week 2026-06-05
Consumer CyclicalInternet RetailNANO
Snapshot 2026-06-07 · 0.0w · Fresh
0.79
OS Score
64.0%
Value
63.0%
Quality
64.0%
Momentum
6/9
F-Score
0.635
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.635
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 3.5
◇
VC2 Cheapest
✗
📐
EBITDA/EV
52.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.16
V
Value Analysis
Cheapness relative to fundamentals
64.0%ile
P/E
3.5×
P/S
0.1×
E/P
0.2835
FCF Yield
0.333
EBITDA/EV
0.529
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
36.00000000
/100 — 1=cheapest
VC2 (Trending Value)
36.00000000
/100
VC3 (Buyback)
36.00000000
/100
P/E of 3.5x places this firmly in deep value territory. FCF yield of 33.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
63.0%ile
ROE
-3.345
ROA
0.148
Net Margin
0.041
Op Margin
0.039
GPA
2.372
D/E
-23.54
Current
0.40
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.006
Earn Growth
5.421
Stability
0.913
lower=better
Accruals
0.050
lower=better
5yr Consist
No
Conservative balance sheet with D/E of -23.54.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
64.0%ile
6M Return
93.7%
12M Return
207.6%
12-1 Mom
115.1%
Risk-Adj
1.16
Vol 252d
99.2%
Vol 60d
202.2%
↑ Expanding
Max DD 12M
-50.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 115% is very strong — a clear uptrend. Near-term vol (202%) is expanding vs long-term (99%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.79
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
50.3%
Sector Quality %ile
65.5%
P/E z-score
-0.30
Sector Avg OS
54.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BWMX Betterware de México, S.A.P.I. de C.V. 99.0% 98.0% 93.0% 95.0%
HTHT Huazhu Group Ltd 98.0% 96.0% 94.0% 79.0%
M Macy’s Inc 98.0% 97.0% 81.0% 90.0%
SBH Sally Beauty Holdings Inc 98.0% 95.0% 92.0% 84.0%
CYD China Yuchai International Limited 98.0% 99.0% 71.0% 97.0%
KSS Kohl's Corporation 98.0% 98.0% 74.0% 90.0%
FLXS Flexsteel Industries Inc 98.0% 93.0% 79.0% 91.0%
STRT Strattec Security Corporation 97.0% 95.0% 82.0% 76.0%
Factor Interactions
Volatility Expanding
60-day vol (202%) significantly exceeds 252-day (99%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.2% avg (6 factors)
Quality
C
46.2% avg (8 factors)
Momentum
A
88.5% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.790—1—
Value %ile0.640—0—
Quality %ile0.630—0—
Momentum %ile0.640—0—
F-Score6.000—0—
Confidence0.909—1—
Volatility0.992—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.53
Earnings Yield (E/P)
0.2835
Price / Sales
0.14
Price / Cash Flow
5.30
FCF Yield
33.3%
EBITDA / EV
52.9%
Sales Yield (1/P·S)
12.2346
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-334.5%
Return on Assets
14.8%
Net Margin
4.1%
Operating Margin
3.9%
Gross Profit / Assets
Novy-Marx GPA
237.2%
Debt / Equity
-23.54
Current Ratio
0.40
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.050
MomentumPrice trend strength over different horizons
6M Return
93.7%
12M Return
207.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
115.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.16
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.6%
Earnings Growth (YoY)
542.1%
Earnings Stability (CV)
Lower = more stable
0.913
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
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
36
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
36
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
36
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
Yes
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