Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d4e9af52-c5f8-473a-9110-57dbcd7c3f9e/
UAL
United Airlines Holdings IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.945
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.6
💎
Deep Value
P/E 9.4
◇
VC2 Cheapest
✗
📐
EBITDA/EV
16.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 18%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/E
9.4×
P/S
0.6×
P/B
2.2×
E/P
0.1061
FCF Yield
0.307
EBITDA/EV
0.163
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
14.00000000
/100
P/E of 9.4x places this firmly in deep value territory. FCF yield of 30.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%ile
ROE
0.231
ROA
0.045
Net Margin
0.061
Op Margin
0.090
GPA
0.480
D/E
4.10
Current
0.70
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.047
Earn Growth
0.002
Stability
0.298
lower=better
Accruals
-0.072
lower=better
5yr Consist
Yes
ROE of 23% is exceptional. Highly leveraged with D/E of 4.10 — 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
71.0%ile
6M Return
0.7%
12M Return
25.5%
12-1 Mom
18.2%
Risk-Adj
0.42
Vol 252d
43.4%
Vol 60d
99.6%
↑ Expanding
Max DD 12M
-26.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (100%) is expanding vs long-term (43%) — 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
94.6%
Sector Quality %ile
99.2%
P/E z-score
-0.45
P/B z-score
-0.05
Sector Avg OS
53.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (93th) and quality (96th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (93th value) with strong momentum (71th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (93th). Strong fundamental improvement in a cheap stock.
Leveraged Returns
Strong ROE (23%) boosted by high leverage (D/E 4.1). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (100%) significantly exceeds 252-day (43%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
75.6% avg (7 factors)
Quality
D
44.8% avg (8 factors)
Momentum
C
48.3% avg (4 factors)
Risk
D
44.3% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.970 | —1 | — | |
| Value %ile | 0.930 | —1 | — | |
| Quality %ile | 0.960 | —1 | — | |
| Momentum %ile | 0.710 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.434 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.43
Earnings Yield (E/P)
0.1061
Price / Sales
0.57
Price / Book
2.18
Price / Cash Flow
3.63
FCF Yield
30.7%
EBITDA / EV
16.3%
Sales Yield (1/P·S)
1.1713
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.1%
Return on Assets
4.5%
Net Margin
6.1%
Operating Margin
9.0%
Gross Profit / Assets
Novy-Marx GPA
48.0%
Debt / Equity
4.10
Current Ratio
0.70
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.072
MomentumPrice trend strength over different horizons
6M Return
0.7%
12M Return
25.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
18.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.42
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.7%
Earnings Growth (YoY)
0.2%
Earnings Stability (CV)
Lower = more stable
0.298
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Dividend Yield
0.0%
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
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