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LITE Lumentum Holdings Inc.

Technology

684.40 -156.30 -18.59% Close 11/2
Since 2024-12-02 +873.4%
Open
800.02
High
800.12
Low
679.00
Prev close
840.70
Volume
15M
Amplitude
14.41%
P/B
16.2
Revenue YoY (TTM)
+83.2%
52W 184.20 1,143

Is Lumentum Holdings Inc. a buy? Fundamentals and valuation first

As of 2026-10-30

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

Valuation Pricey Free-cash-flow yield is Good, but Price / book is Expensive.
TTM P/E -9.04 N/A
Price / book 16.24 95th percentile Expensive
Free-cash-flow yield (%) 0.73 50th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Neutral FCF margin, TTM is Good, but ROE, TTM is Lagging.
ROE, TTM (%) -149.34 8th percentile Lagging
Operating margin, TTM (%) 17.14 68th percentile Good
FCF margin, TTM (%) 18.26 74th percentile Good
Quality Factor Investing: A US Quality Value Backtest
Growth Neutral Revenue growth, TTM YoY is Top, but Diluted EPS growth, TTM YoY is Lagging.
Revenue growth, TTM YoY (%) 83.22 91th percentile Top
Diluted EPS growth, TTM YoY (%) -40,515.83 0th percentile Lagging
Momentum Strong 240-day return is Top; 60-day return is Good.
60-day return (%) 0.32 69th percentile Good
240-day return (%) 262.14 99th percentile Top
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 4,632,769,726 100th percentile Top
60-day annualized volatility (%) 89.6 79th percentile Average
Factor Investing Explained: 10 Classic Factors in US Stocks

Lumentum Holdings Inc. (LITE) 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 Lumentum Holdings Inc. to every stock like it

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

Screen stocks like Lumentum Holdings Inc.

Lumentum Holdings Inc. (LITE) peers and tracking

Watchlist

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Lumentum Holdings Inc. (LITE) quant signal backtests

Signals active now

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

Filed revenue acceleration

Active · now 83.22%

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

8 historical occurrences (since 2019-08-27)

Average forward return after Filed revenue acceleration

20-day: Win 75%, Sample 8, Median +13.83%, Excess +15.44%, Beat mkt rate 75%

60-day: Win 71.4%, Sample 7, Median +67.77%, Excess +50.08%, Beat mkt rate 85.7%

120-day: Win 85.7%, Sample 7, Median +61.61%, Excess +126.1%, Beat mkt rate 85.7%

120 days after: historical avg +135.26%

20-day +16.49%
60-day +53.79%
120-day +135.26%
20-day
60-day
120-day
Win
75%
71.4%
85.7%
Sample
8
7
7
Median
+13.83%
+67.77%
+61.61%
Excess
+15.44%
+50.08%
+126.1%
Beat mkt rate
75%
85.7%
85.7%

Over 7 occurrences, 120-day forward avg gained 135.26%, beat the market by 126.1 pts; win rate 85.7%.

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.

18 times historically; 60-day forward avg +13.71%, win rate 52.9%, beating the market by +11.94 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.

Momentum Trading Strategy: A 12-1 Momentum Backtest

22 times historically; 60-day forward avg +13.26%, win rate 65%, beating the market by +11.36 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

35 times historically; 60-day forward avg +16.1%, win rate 66.7%, beating the market by +12.96 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.