Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b6d0763e-2e05-4cda-9b87-cac513714ec4/
LTH
Life Time Group Holdings IncSnapshot 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
3 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
Rev +13%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 40%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.12
V
Value Analysis
Cheapness relative to fundamentals
27.0%ile
P/E
24.4×
P/S
3.1×
P/B
2.9×
E/P
0.0437
FCF Yield
0.141
EBITDA/EV
0.066
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
76.00000000
/100 — 1=cheapest
VC2 (Trending Value)
79.00000000
/100
VC3 (Buyback)
78.00000000
/100
FCF yield of 14.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
86.0%ile
ROE
0.120
ROA
0.048
Net Margin
0.125
Op Margin
0.190
GPA
0.221
D/E
1.52
Current
0.53
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.127
Earn Growth
0.859
Stability
0.404
lower=better
Accruals
-0.062
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
83.0%ile
6M Return
42.5%
12M Return
44.9%
12-1 Mom
40.3%
Risk-Adj
1.12
Vol 252d
35.9%
Vol 60d
84.0%
↑ Expanding
Max DD 12M
-15.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 40% is very strong — a clear uptrend. Near-term vol (84%) is expanding vs long-term (36%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.64
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 486 peers
Sector Value %ile
20.9%
Sector Quality %ile
89.3%
P/E z-score
-0.13
P/B z-score
-0.08
Sector Avg OS
50.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (86th) and momentum (83th) but expensive (27th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (86th) but expensive (27th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (84%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
54.1% avg (7 factors)
Quality
C
47.2% avg (8 factors)
Momentum
A
78.5% avg (4 factors)
Risk
C
56.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.640 | —0 | — | |
| Value %ile | 0.270 | —5 | — | |
| Quality %ile | 0.860 | —8 | — | |
| Momentum %ile | 0.830 | —7 | — | |
| F-Score | 7.000 | —8 | — | |
| Confidence | 0.929 | —8 | — | |
| Volatility | 0.359 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
24.43
Earnings Yield (E/P)
0.0437
Price / Sales
3.06
Price / Book
2.93
Price / Cash Flow
10.64
FCF Yield
14.1%
EBITDA / EV
6.6%
Sales Yield (1/P·S)
0.2292
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.0%
Return on Assets
4.8%
Net Margin
12.5%
Operating Margin
19.0%
Gross Profit / Assets
Novy-Marx GPA
22.1%
Debt / Equity
1.52
Current Ratio
0.53
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.062
MomentumPrice trend strength over different horizons
6M Return
42.5%
12M Return
44.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
40.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.12
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
12.7%
Earnings Growth (YoY)
85.9%
Earnings Stability (CV)
Lower = more stable
0.404
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
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
76
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
79
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
78
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