Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c338f383-6633-448f-8f64-baed2c877070/
LDOS
Leidos Holdings IncSnapshot 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.830
↗
Trending Value
✗
◆
Quality × Value
QV 0.855
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.8
💎
Deep Value
P/E 9.9
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
5.7%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.91
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
88.0%ile
P/E
9.9×
P/S
0.8×
P/B
2.8×
E/P
0.1023
FCF Yield
0.103
EBITDA/EV
0.117
SH Yield
0.057
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
14.00000000
/100
P/E of 9.9x places this firmly in deep value territory. FCF yield of 10.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
83.0%ile
ROE
0.283
ROA
0.092
Net Margin
0.082
Op Margin
0.122
GPA
0.197
D/E
2.06
Current
1.40
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.023
Earn Growth
0.066
Stability
0.098
lower=better
Accruals
-0.037
lower=better
5yr Consist
Yes
ROE of 28% is exceptional. Highly leveraged with D/E of 2.06 — returns are being amplified by debt. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
10.0%ile
6M Return
-41.0%
12M Return
-30.6%
12-1 Mom
-37.0%
Risk-Adj
-1.17
Vol 252d
31.7%
Vol 60d
70.2%
↑ Expanding
Max DD 12M
-48.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -37% signals a downtrend — price is moving against you. Near-term vol (70%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.83
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
89.6%
Sector Quality %ile
74.5%
P/E z-score
-0.17
P/B z-score
-0.09
Sector Avg OS
51.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (88th) and quality (83th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (88th). Strong fundamental improvement in a cheap stock.
Falling Knife
Weak momentum (10th) despite looking cheap (88th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 5.7% backed by 10.3% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (28%) boosted by high leverage (D/E 2.1). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (70%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
77.7% avg (7 factors)
Quality
C
52.4% avg (8 factors)
Momentum
F
0.0% avg (4 factors)
Risk
B
63.8% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.830 | —8 | — | |
| Value %ile | 0.880 | —8 | — | |
| Quality %ile | 0.830 | —8 | — | |
| Momentum %ile | 0.100 | —8 | — | |
| F-Score | 8.000 | —8 | — | |
| Confidence | 0.929 | —8 | — | |
| Volatility | 0.317 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.93
Earnings Yield (E/P)
0.1023
Price / Sales
0.81
Price / Book
2.81
Price / Cash Flow
7.08
FCF Yield
10.3%
EBITDA / EV
11.7%
Sales Yield (1/P·S)
0.8394
Shareholder Yield
Div + net buyback / mktcap
5.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
28.3%
Return on Assets
9.2%
Net Margin
8.2%
Operating Margin
12.2%
Gross Profit / Assets
Novy-Marx GPA
19.7%
Debt / Equity
2.06
Current Ratio
1.40
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.037
External Financing
Net issuance — lower=better
0.047
MomentumPrice trend strength over different horizons
6M Return
-41.0%
12M Return
-30.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-37.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.17
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.3%
Earnings Growth (YoY)
6.6%
Earnings Stability (CV)
Lower = more stable
0.098
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Dividend Yield
1.5%
Buyback Yield
4.2%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
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