Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b4d518c4-9e59-48a9-a3d0-ed8f52787ecb/

LEVI

Levi Strauss & Co Class A
Chart
$22.53
Latest Week 2026-06-05
Consumer CyclicalApparel ManufacturingMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.9
OS Score
67.0%
Value
89.0%
Quality
78.0%
Momentum
7/9
F-Score
0.772
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
✗
◆
Quality × Value
QV 0.772
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 14.4
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.4%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 33%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
67.0%ile
P/E
14.4×
P/S
1.4×
P/B
4.0×
E/P
0.0697
FCF Yield
0.100
EBITDA/EV
0.092
SH Yield
0.024
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
33.00000000
/100 — 1=cheapest
VC2 (Trending Value)
29.00000000
/100
VC3 (Buyback)
30.00000000
/100
FCF yield of 10.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.280
ROA
0.094
Net Margin
0.095
Op Margin
0.107
GPA
0.610
D/E
1.98
Current
1.58
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.041
Earn Growth
0.737
Stability
0.631
lower=better
Accruals
-0.013
lower=better
5yr Consist
No
ROE of 28% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
78.0%ile
6M Return
2.4%
12M Return
32.5%
12-1 Mom
33.3%
Risk-Adj
0.81
Vol 252d
41.2%
Vol 60d
91.9%
↑ Expanding
Max DD 12M
-25.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 33% is very strong — a clear uptrend. Near-term vol (92%) is expanding vs long-term (41%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.9
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
54.5%
Sector Quality %ile
91.4%
P/E z-score
-0.18
P/B z-score
0.06
Sector Avg OS
54.5%
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%
SBH Sally Beauty Holdings Inc 98.0% 95.0% 92.0% 84.0%
KSS Kohl's Corporation 98.0% 98.0% 74.0% 90.0%
HTHT Huazhu Group Ltd 98.0% 96.0% 94.0% 79.0%
M Macy’s Inc 98.0% 97.0% 81.0% 90.0%
CYD China Yuchai International Limited 98.0% 99.0% 71.0% 97.0%
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 (92%) significantly exceeds 252-day (41%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
63.0% avg (7 factors)
Quality
C
59.9% avg (8 factors)
Momentum
C
58.2% avg (4 factors)
Risk
C
48.0% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.900—1—
Value %ile0.670—0—
Quality %ile0.890—1—
Momentum %ile0.780—1—
F-Score7.000—1—
Confidence0.986—1—
Volatility0.412—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.35
Earnings Yield (E/P)
0.0697
Price / Sales
1.37
Price / Book
4.02
Price / Cash Flow
12.60
FCF Yield
10.0%
EBITDA / EV
9.2%
Sales Yield (1/P·S)
0.7052
Shareholder Yield
Div + net buyback / mktcap
2.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
28.0%
Return on Assets
9.4%
Net Margin
9.5%
Operating Margin
10.7%
Gross Profit / Assets
Novy-Marx GPA
61.0%
Debt / Equity
1.98
Current Ratio
1.58
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.013
MomentumPrice trend strength over different horizons
6M Return
2.4%
12M Return
32.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
33.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.81
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.1%
Earnings Growth (YoY)
73.7%
Earnings Stability (CV)
Lower = more stable
0.631
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
2.4%
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
33
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
29
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
30
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