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LEVI Levi Strauss & Co.

Consumer Cyclical

19.48

Close 10/13

Open
19.43
High
19.73
Low
19.33
Prev close
19.24
Volume
5.8M
P/E
13.0
P/B
3.1
52W 17.72 25.70
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Is Levi Strauss & Co. a buy? Fundamentals and valuation first

As of 2026-10-13

Valuation: Fair, Quality: Good, Risk / liquidity: Good.

Valuation Fair Free-cash-flow yield is Good, but Price / book is Pricey.
TTM P/E 12.99 32th percentile Fair
Price / book 3.11 72th percentile Pricey
Free-cash-flow yield (%) 8.76 79th percentile Good
Quality Good ROE, TTM is Top; FCF margin, TTM is Good.
ROE, TTM (%) 24.42 85th percentile Top
Operating margin, TTM (%) 13.03 62th percentile Good
FCF margin, TTM (%) 9.87 61th percentile Good
Growth Neutral Diluted EPS growth, TTM YoY is Good, but Revenue growth, TTM YoY is Average.
Revenue growth, TTM YoY (%) 5.1 48th percentile Average
Diluted EPS growth, TTM YoY (%) -1.32 55th percentile Good
Momentum Neutral All 2 indicators are Average.
60-day return (%) -18.04 25th percentile Average
240-day return (%) -6.62 47th percentile Average
Risk / liquidity Good 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 95,216,185 87th percentile Top
60-day annualized volatility (%) 28.68 32th percentile Good

Levi Strauss & Co. (LEVI) today

1 quant signals active · As of 2026-10-13

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.

Levi Strauss & Co. (LEVI) peers and tracking

Watchlist

This page refreshes daily after the close. Add Levi Strauss & Co. to your watchlist to track signal changes on your next visit.

Levi Strauss & Co. (LEVI) quant signal backtests

Signals active now

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

EPS surprise beat

Active · now 34.04%

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

25 historical occurrences (since 2019-07-09)
Average forward return after EPS surprise beat。20-day: Win 54.2%, Sample 24, Median +2.49%, Excess -0.54%, Beat mkt rate 54.2%；60-day: Win 45.8%, Sample 24, Median -2.67%, Excess -3.01%, Beat mkt rate 29.2%；120-day: Win 47.8%, Sample 23, Median -4.36%, Excess -6.4%, Beat mkt rate 34.8%

120 days after: historical avg +1.4%

20-day +0.94%
60-day +1.47%
120-day +1.4%
20-day
60-day
120-day
Win
54.2%
45.8%
47.8%
Sample
24
24
23
Median
+2.49%
-2.67%
-4.36%
Excess
-0.54%
-3.01%
-6.4%
Beat mkt rate
54.2%
29.2%
34.8%

Over 23 occurrences, 120-day forward avg gained 1.4%, lagged the market by 6.4 pts; win rate 47.8%.

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 43+60.3% +61.5% 100% +36.5%
20-40 You are here95+35.1% +38.6% 86.3% +12.3%
40-60 76+30.5% +29% 100% +7.8%
60-80 111+17% +19% 79.3% -1.9%
80-100 322+9.2% +11.9% 73.9% -7.6%

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 12.99, placing it in the 24.4 own-history percentile, inside the 20-40 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
+10.7%
Win rate 83.7% Excess +3.4%
43d
+8.4%
Win rate 78.4% Excess -1.4%
134d
+5.6%
Win rate 58.3% Excess -3.3%
240d
60-day momentum down
Now
+13.4%
Win rate 88.8% Excess +4%
143d
+28.8%
Win rate 98.1% Excess +12%
52d
+11.9%
Win rate 60.6% Excess +4.7%
155d

Currently in “Cheap (own-history bottom third) × 60-day momentum down”: across 143 historical days, 120-day forward avg gained 13.4%, win rate 88.8%, beat the market by 4%.

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 98,272 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.50%, a 58.4% positive-return rate, and +3.15 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.

9 times historically; 60-day forward avg +8.57%, win rate 66.7%, beating the market by +3.08 pts on average.

Top-quintile 6-month momentum

Pending

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

12 times historically; 60-day forward avg +11.64%, win rate 66.7%, beating the market by +4.98 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.

Continue researching Levi Strauss & Co. with the evidence above.

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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.