Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b655b184-01ab-4705-a6f2-77f02dc13c5d/
LW
Lamb Weston Holdings IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.680
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.5%
💰
High Yield
Div 3.5%
🚀
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
68.0%ile
P/E
19.5×
P/S
0.9×
P/B
3.2×
E/P
0.0512
FCF Yield
0.135
EBITDA/EV
0.091
SH Yield
0.035
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
25.00000000
/100 — 1=cheapest
VC2 (Trending Value)
20.00000000
/100
VC3 (Buyback)
20.00000000
/100
FCF yield of 13.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
0.164
ROA
0.041
Net Margin
0.046
Op Margin
0.093
GPA
0.181
D/E
3.05
Current
1.46
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.020
Earn Growth
-0.182
Stability
0.721
lower=better
Accruals
-0.092
lower=better
5yr Consist
No
Highly leveraged with D/E of 3.05 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
12.0%ile
6M Return
-28.2%
12M Return
-22.1%
12-1 Mom
-22.3%
Risk-Adj
-0.45
Vol 252d
49.3%
Vol 60d
102.3%
↑ Expanding
Max DD 12M
-39.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -22% signals a downtrend — price is moving against you. Near-term vol (102%) is expanding vs long-term (49%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.62
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 236 peers
Sector Value %ile
59.9%
Sector Quality %ile
70.5%
P/E z-score
-0.20
P/B z-score
-0.10
Sector Avg OS
50.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Falling Knife
Weak momentum (12th) despite looking cheap (68th value). Wait for momentum to stabilise.
Leveraged Returns
Strong ROE (16%) boosted by high leverage (D/E 3.0). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (102%) significantly exceeds 252-day (49%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
65.3% avg (7 factors)
Quality
D
41.9% avg (8 factors)
Momentum
F
7.1% avg (4 factors)
Risk
D
34.4% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.620 | —0 | — | |
| Value %ile | 0.680 | —0 | — | |
| Quality %ile | 0.680 | —0 | — | |
| Momentum %ile | 0.120 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.986 | —1 | — | |
| Volatility | 0.493 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
19.54
Earnings Yield (E/P)
0.0512
Price / Sales
0.90
Price / Book
3.21
Price / Cash Flow
6.00
FCF Yield
13.5%
EBITDA / EV
9.1%
Sales Yield (1/P·S)
0.6649
Shareholder Yield
Div + net buyback / mktcap
3.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.4%
Return on Assets
4.1%
Net Margin
4.6%
Operating Margin
9.3%
Gross Profit / Assets
Novy-Marx GPA
18.1%
Debt / Equity
3.05
Current Ratio
1.46
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.092
MomentumPrice trend strength over different horizons
6M Return
-28.2%
12M Return
-22.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-22.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.45
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.0%
Earnings Growth (YoY)
-18.2%
Earnings Stability (CV)
Lower = more stable
0.721
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
3.5%
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
25
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
20
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
20
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