Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d4e9af52-c5f8-473a-9110-57dbcd7c3f9e/
UAL
United Airlines Holdings IncSnapshot 2026-07-19 · 0.4w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.920
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 10.7
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 28%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.96
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
91.0%ile
P/E
10.7×
P/S
0.6×
P/B
2.2×
E/P
0.0898
FCF Yield
0.251
EBITDA/EV
0.139
SH Yield
0.002
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
13.00000000
/100
VC3 (Buyback)
11.00000000
/100
P/E of 10.7x places this firmly in deep value territory. FCF yield of 25.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
93.0%ile
ROE
0.209
ROA
0.041
Net Margin
0.056
Op Margin
0.087
GPA
0.484
D/E
4.06
Current
0.78
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.085
Earn Growth
0.057
Stability
0.256
lower=better
Accruals
-0.064
lower=better
5yr Consist
Yes
ROE of 21% is exceptional. Highly leveraged with D/E of 4.06 — 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
72.0%ile
6M Return
1.7%
12M Return
25.1%
12-1 Mom
28.3%
Risk-Adj
0.60
Vol 252d
47.0%
Vol 60d
110.4%
↑ Expanding
Max DD 12M
-26.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 28% is very strong — a clear uptrend. Near-term vol (110%) is expanding vs long-term (47%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
93.8%
Sector Quality %ile
97.2%
P/E z-score
-0.41
P/B z-score
-0.06
Sector Avg OS
51.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (91th) and quality (93th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (91th value) with strong momentum (72th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (91th). Strong fundamental improvement in a cheap stock.
Leveraged Returns
Strong ROE (21%) boosted by high leverage (D/E 4.1). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (110%) significantly exceeds 252-day (47%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.1% avg (7 factors)
Quality
D
43.6% avg (8 factors)
Momentum
C
53.0% avg (4 factors)
Risk
D
38.4% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.970 | —7 | — | |
| Value %ile | 0.910 | —7 | — | |
| Quality %ile | 0.930 | —7 | — | |
| Momentum %ile | 0.720 | —6 | — | |
| F-Score | 8.000 | —7 | — | |
| Confidence | 0.970 | —7 | — | |
| Volatility | 0.470 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.71
Earnings Yield (E/P)
0.0898
Price / Sales
0.60
Price / Book
2.24
Price / Cash Flow
4.20
FCF Yield
25.1%
EBITDA / EV
13.9%
Sales Yield (1/P·S)
1.0318
Shareholder Yield
Div + net buyback / mktcap
0.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.9%
Return on Assets
4.1%
Net Margin
5.6%
Operating Margin
8.7%
Gross Profit / Assets
Novy-Marx GPA
48.4%
Debt / Equity
4.06
Current Ratio
0.78
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.064
MomentumPrice trend strength over different horizons
6M Return
1.7%
12M Return
25.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
28.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.60
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.5%
Earnings Growth (YoY)
5.7%
Earnings Stability (CV)
Lower = more stable
0.256
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Buyback Yield
0.2%
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
8
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
13
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
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