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EL The Estée Lauder Companies Inc.

Consumer Defensive

104.77 -4.45 -4.08% Close 11/2
Since 2024-12-02 +47.9%
Open
113.00
High
113.50
Low
103.24
Prev close
109.23
Volume
8.5M
Amplitude
9.39%
P/E
222.9
P/B
10.4
Revenue YoY (TTM)
+5.1%
52W 66.22 121.64

Is The Estée Lauder Companies Inc. a buy? Fundamentals and valuation first

As of 2026-10-30

Quality: Good, Momentum: Strong, Risk / liquidity: Good; Valuation: Pricey, Growth: Weak.

Valuation Pricey Free-cash-flow yield is Good, but TTM P/E is Expensive.
TTM P/E 222.92 97th percentile Expensive
Price / book 10.42 93th percentile Expensive
Free-cash-flow yield (%) 3.32 59th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Good All 3 indicators are Good.
ROE, TTM (%) 4.78 53th percentile Good
Operating margin, TTM (%) 10.55 57th percentile Good
FCF margin, TTM (%) 8.74 59th percentile Good
Quality Factor Investing: A US Quality Value Backtest
Growth Weak Revenue growth, TTM YoY is Average; Diluted EPS growth, TTM YoY is Lagging.
Revenue growth, TTM YoY (%) 5.08 48th percentile Average
Diluted EPS growth, TTM YoY (%) -115.61 17th percentile Lagging
Momentum Strong 60-day return is Top; 240-day return is Good.
60-day return (%) 28.21 95th percentile Top
240-day return (%) 25.65 75th 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 331,069,919 95th percentile Top
60-day annualized volatility (%) 46.98 53th percentile Average
Factor Investing Explained: 10 Classic Factors in US Stocks

The Estée Lauder Companies Inc. (EL) today

1 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 The Estée Lauder Companies Inc. to every stock like it

AI finds several complementary traits of The Estée Lauder Companies Inc. across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

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The Estée Lauder Companies Inc. (EL) peers and tracking

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The Estée Lauder Companies Inc. (EL) 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 88.03%

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
18 historical occurrences (since 2017-06-09)

Average forward return after Top-quintile 6-month momentum

20-day: Win 50%, Sample 18, Median -0.37%, Excess -0.88%, Beat mkt rate 33.3%

60-day: Win 64.7%, Sample 17, Median +8.69%, Excess -2.1%, Beat mkt rate 52.9%

120-day: Win 64.7%, Sample 17, Median +13.77%, Excess +2.26%, Beat mkt rate 58.8%

120 days after: historical avg +7.22%

20-day +0.18%
60-day +1.55%
120-day +7.22%
20-day
60-day
120-day
Win
50%
64.7%
64.7%
Sample
18
17
17
Median
-0.37%
+8.69%
+13.77%
Excess
-0.88%
-2.1%
+2.26%
Beat mkt rate
33.3%
52.9%
58.8%

Over 17 occurrences, 120-day forward avg gained 7.22%, beat the market by 2.26 pts; win rate 64.7%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 127-11.4% -17.7% 11.8% -17.3%
20-40 91+7.1% -12.2% 29.7% -10%
40-60 175-18.8% -31.6% 22.3% -19.5%
60-80 211-11.2% -21.1% 47.9% -28.2%
80-100 You are here578-0.9% -18.7% 38.9% -24.4%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 222.92, placing it in the 100.0 own-history percentile, inside the 80-100 bucket.

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

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
Insufficient data
(23d)
-16.9%
Win rate 9.6% Excess -11.6%
146d
Now
+4.9%
Win rate 61.7% Excess -5.9%
488d
60-day momentum down
+2.5%
Win rate 39.3% Excess +0.2%
168d
-4.9%
Win rate 29.1% Excess -8.3%
134d
-13.9%
Win rate 32.1% Excess -28.9%
343d

Currently in “Expensive (own-history top third) × 60-day momentum up”: across 488 historical days, 120-day forward avg gained 4.9%, win rate 61.7%, lagged the market by 5.9%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

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.

21 times historically; 60-day forward avg +1.17%, win rate 66.7%, beating the market by -0.21 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.

7 times historically; 60-day forward avg -3.02%, win rate 57.1%, beating the market by +0.7 pts on average.

EPS surprise beat

Pending

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

PEAD: Post-Earnings Announcement Drift Backtest

41 times historically; 60-day forward avg +1.7%, win rate 57.1%, beating the market by -1.52 pts on average.

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.