Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d8139850-aa26-4aab-ac2f-da4189f5b769/

LLOY

Lloyds Banking Group plc
Chart
£99.16
Latest Week 2026-06-05
Financial ServicesBanks - RegionalMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.36
OS Score
30.0%
Value
27.0%
Quality
82.0%
Momentum
6/9
F-Score
0.285
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
Div 0.0%
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 29%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.06
V
Value Analysis
Cheapness relative to fundamentals
30.0%ile
P/E
1147.6×
P/S
282.8×
P/B
120.8×
E/P
0.0009
FCF Yield
0.000
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
72.00000000
/100 — 1=cheapest
VC2 (Trending Value)
66.00000000
/100
VC3 (Buyback)
68.00000000
/100
P/E of 1147.6x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-0.0%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
27.0%ile
ROE
0.105
ROA
0.005
Net Margin
0.246
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.077
Earn Growth
0.085
Stability
0.255
lower=better
Accruals
-0.001
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
3.6%
12M Return
29.0%
12-1 Mom
28.7%
Risk-Adj
1.06
Vol 252d
27.1%
Vol 60d
62.7%
↑ Expanding
Max DD 12M
-17.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 29% is very strong — a clear uptrend. Near-term vol (63%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.36
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 186 peers
Sector Value %ile
19.3%
Sector Quality %ile
22.5%
P/E z-score
-0.16
P/B z-score
-0.09
Sector Avg OS
58.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
VTAS Volta Finance Limited 98.0% 87.0% 80.0% 99.0%
FSG Foresight Group Holdings Limited 98.0% 99.0% 99.0% 69.0%
STAN Standard Chartered PLC 97.0% 91.0% 74.0% 90.0%
BGEO Lion Finance Group PLC 97.0% 96.0% 68.0% 88.0%
STB Secure Trust Bank PLC 97.0% 90.0% 73.0% 92.0%
CRE Conduit Holdings Limited 97.0% 96.0% 84.0% 73.0%
DFCH Distribution Finance Capital Holdings plc 96.0% 92.0% 71.0% 86.0%
BPM B.P. Marsh & Partners PLC 96.0% 87.0% 86.0% 72.0%
Factor Interactions
Volatility Expanding
60-day vol (63%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
4.4% avg (6 factors)
Quality
C
47.9% avg (4 factors)
Momentum
C
57.6% avg (4 factors)
Risk
B
71.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.360—0—
Value %ile0.300—1—
Quality %ile0.270—1—
Momentum %ile0.820—1—
F-Score6.000—0—
Confidence0.758—1—
Volatility0.271—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1147.60
Earnings Yield (E/P)
0.0009
Price / Sales
282.80
Price / Book
120.80
Price / Cash Flow
1017.77
FCF Yield
-0.0%
Sales Yield (1/P·S)
0.0035
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.5%
Return on Assets
0.5%
Net Margin
24.6%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.001
External Financing
Net issuance — lower=better
0.002
MomentumPrice trend strength over different horizons
6M Return
3.6%
12M Return
29.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
28.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.06
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.7%
Earnings Growth (YoY)
8.5%
Earnings Stability (CV)
Lower = more stable
0.255
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
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
72
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
66
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
68
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
Yes
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
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Op Income
OCF
CapEx
Equity