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LMT Lockheed Martin Corporation

Industrials

636.95 Close 10/30
Since 2024-12-02 +28.3%
Open
649.94
High
657.00
Low
636.28
Prev close
643.59
Volume
1.9M
Amplitude
3.22%
P/E
22.6
P/B
14.6
Revenue YoY (TTM)
+7.9%
52W 437.25 692.00

Is Lockheed Martin Corporation a buy? Fundamentals and valuation first

As of 2026-10-30

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

Valuation Pricey Free-cash-flow yield is Good, but Price / book is Expensive.
TTM P/E 22.63 58th percentile Pricey
Price / book 14.62 95th percentile Expensive
Free-cash-flow yield (%) 5.7 69th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Good ROE, TTM is Top; Operating margin, TTM is Good.
ROE, TTM (%) 64.72 93th percentile Top
Operating margin, TTM (%) 11.77 59th percentile Good
FCF margin, TTM (%) 10.59 62th percentile Good
Quality Factor Investing: A US Quality Value Backtest
Growth Good All 2 indicators are Good.
Revenue growth, TTM YoY (%) 7.87 56th percentile Good
Diluted EPS growth, TTM YoY (%) 57.17 78th percentile Good
Momentum Strong All 2 indicators are Top.
60-day return (%) 9.97 86th percentile Top
240-day return (%) 40.34 83th percentile Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Strong 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 864,408,731 99th percentile Top
60-day annualized volatility (%) 30.64 35th percentile Good
Factor Investing Explained: 10 Classic Factors in US Stocks

Lockheed Martin Corporation (LMT) 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 Lockheed Martin Corporation to every stock like it

AI finds several complementary traits of Lockheed Martin Corporation across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

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Lockheed Martin Corporation (LMT) peers and tracking

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Lockheed Martin Corporation (LMT) 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 80.9%

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
13 historical occurrences (since 2017-08-10)

Average forward return after Top-quintile 6-month momentum

20-day: Win 66.7%, Sample 12, Median +2.74%, Excess -1.54%, Beat mkt rate 41.7%

60-day: Win 58.3%, Sample 12, Median +2.18%, Excess -3.54%, Beat mkt rate 33.3%

120-day: Win 50%, Sample 12, Median +0.64%, Excess -7.69%, Beat mkt rate 41.7%

120 days after: historical avg +0.41%

20-day +0.63%
60-day -1.23%
120-day +0.41%
20-day
60-day
120-day
Win
66.7%
58.3%
50%
Sample
12
12
12
Median
+2.74%
+2.18%
+0.64%
Excess
-1.54%
-3.54%
-7.69%
Beat mkt rate
41.7%
33.3%
41.7%

Over 12 occurrences, 120-day forward avg gained 0.41%, lagged the market by 7.69 pts; win rate 50%.

EPS surprise beat

Active · now 5.98%

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

PEAD: Post-Earnings Announcement Drift Backtest
28 historical occurrences (since 2015-01-27)

Average forward return after EPS surprise beat

20-day: Win 62.5%, Sample 24, Median +1.85%, Excess -0.7%, Beat mkt rate 41.7%

60-day: Win 70.8%, Sample 24, Median +3.96%, Excess +1.81%, Beat mkt rate 58.3%

120-day: Win 60.9%, Sample 23, Median +1.46%, Excess +1.76%, Beat mkt rate 43.5%

120 days after: historical avg +7.34%

20-day +0.96%
60-day +3.8%
120-day +7.34%
20-day
60-day
120-day
Win
62.5%
70.8%
60.9%
Sample
24
24
23
Median
+1.85%
+3.96%
+1.46%
Excess
-0.7%
+1.81%
+1.76%
Beat mkt rate
41.7%
58.3%
43.5%

Over 23 occurrences, 120-day forward avg gained 7.34%, beat the market by 1.76 pts; win rate 60.9%.

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)
0-20 397+14% +14.3% 86.1% 0%
20-40 287+14.4% +7.8% 81.5% -5.1%
40-60 138+4.2% +3.2% 68.8% -4.1%
60-80 You are here545+5.8% +4.6% 62.2% -9.7%
80-100 86+21.5% +22% 100% +5.6%

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 22.63, placing it in the 73.8 own-history percentile, inside the 60-80 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
-2.3%
Win rate 29.6% Excess -14.4%
216d
+7.9%
Win rate 75.4% Excess +3.1%
175d
Now
-2.1%
Win rate 34.9% Excess -6.9%
410d
60-day momentum down
+12.6%
Win rate 86.5% Excess +1.7%
408d
+2.4%
Win rate 52.2% Excess -2.2%
113d
+10.4%
Win rate 62.5% Excess +2.8%
251d

Currently in “Expensive (own-history top third) × 60-day momentum up”: across 410 historical days, 120-day forward avg declined 2.1%, win rate 34.9%, lagged the market by 6.9%.

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.

18 times historically; 60-day forward avg +5.71%, win rate 72.2%, beating the market by +4.61 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.