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CLF Cleveland-Cliffs Inc.

Basic Materials

14.25 Close 10/30
Since 2024-12-02 +11.1%
Open
14.07
High
14.26
Low
13.80
Prev close
14.26
Volume
14.7M
Amplitude
3.23%
P/B
1.4
Revenue YoY (TTM)
+7.8%
52W 7.73 15.35

Is Cleveland-Cliffs Inc. a buy? Fundamentals and valuation first

As of 2026-10-30

Momentum: Strong, Risk / liquidity: Good.

Valuation Neutral Price / book is Fair, but Free-cash-flow yield is Average.
TTM P/E -15.83 N/A
Price / book 1.43 48th percentile Fair
Free-cash-flow yield (%) -5.96 31th percentile Average
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Neutral All 3 indicators are Average.
ROE, TTM (%) -8.32 32th percentile Average
Operating margin, TTM (%) -1.01 34th percentile Average
FCF margin, TTM (%) -2.42 35th percentile Average
Quality Factor Investing: A US Quality Value Backtest
Growth Neutral Revenue growth, TTM YoY is Good, but Diluted EPS growth, TTM YoY is Average.
Revenue growth, TTM YoY (%) 7.79 55th percentile Good
Diluted EPS growth, TTM YoY (%) -73.53 27th percentile Average
Momentum Strong 60-day return is Top; 240-day return is Good.
60-day return (%) 16.52 90th percentile Top
240-day return (%) 32.81 80th percentile Good
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Good 20-day dollar volume is Top, but 60-day annualized volatility is Average.
20-day dollar volume 335,058,991 95th percentile Top
60-day annualized volatility (%) 62.41 65th percentile Average
Factor Investing Explained: 10 Classic Factors in US Stocks

Cleveland-Cliffs Inc. (CLF) today

2 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From Cleveland-Cliffs Inc. to every stock like it

AI finds several complementary traits of Cleveland-Cliffs Inc. across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like Cleveland-Cliffs Inc.

Cleveland-Cliffs Inc. (CLF) peers and tracking

Watchlist

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Cleveland-Cliffs Inc. (CLF) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

Top-quintile 6-month momentum

Active · now 86.84%

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest
27 historical occurrences (since 2016-07-05)

Average forward return after Top-quintile 6-month momentum

20-day: Win 55.6%, Sample 27, Median +2.43%, Excess +2.53%, Beat mkt rate 48.1%

60-day: Win 50%, Sample 26, Median -1.63%, Excess +0.5%, Beat mkt rate 46.2%

120-day: Win 38.5%, Sample 26, Median -18.46%, Excess -5.56%, Beat mkt rate 34.6%

120 days after: historical avg -0.33%

20-day +4.03%
60-day +3.82%
120-day -0.33%
20-day
60-day
120-day
Win
55.6%
50%
38.5%
Sample
27
26
26
Median
+2.43%
-1.63%
-18.46%
Excess
+2.53%
+0.5%
-5.56%
Beat mkt rate
48.1%
46.2%
34.6%

Over 26 occurrences, 120-day forward avg declined 0.33%, lagged the market by 5.56 pts; win rate 38.5%.

EPS surprise beat

Active · now 30.84%

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest
30 historical occurrences (since 2015-02-02)

Average forward return after EPS surprise beat

20-day: Win 42.3%, Sample 26, Median -2.32%, Excess -4.44%, Beat mkt rate 46.2%

60-day: Win 53.8%, Sample 26, Median +5.75%, Excess +6.87%, Beat mkt rate 50%

120-day: Win 50%, Sample 26, Median +1.91%, Excess +17.45%, Beat mkt rate 50%

120 days after: historical avg +24.2%

20-day -3.48%
60-day +11.47%
120-day +24.2%
20-day
60-day
120-day
Win
42.3%
53.8%
50%
Sample
26
26
26
Median
-2.32%
+5.75%
+1.91%
Excess
-4.44%
+6.87%
+17.45%
Beat mkt rate
46.2%
50%
50%

Over 26 occurrences, 120-day forward avg gained 24.2%, beat the market by 17.45 pts; win rate 50%.

More history: Market-wide momentum baseline, Signals not active now

Market-wide momentum baseline

Across 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

14 times historically; 60-day forward avg +11.26%, win rate 57.1%, beating the market by +7.61 pts on average.

Filed revenue acceleration

Pending

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.