Leidos Holdings, Inc. (LDOS)
Quantitative Summary
DeterministicAt 11.7x earnings — a 82% discount to the sector average of 65.0x — LDOS is in the lower valuation range. Financial health metrics are strong: Piotroski 7/9, Altman Z 3.8 (above 3.0 safe zone threshold). DCF fair value of $592 implies 276% upside from current prices based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedLeidos Holdings demonstrates robust fundamental quality characterized by a substantial 7.8% ROIC-WACC spread, indicating efficient capital deployment well above the cost of equity. The DuPont decomposition reveals that an ROE of 29.2% is primarily engineered through high leverage (Equity Multiplier of 2.72x) and solid asset turnover rather than expansive margins, which sit at a modest 8.4%. This structural profile is reinforced by strong financial health metrics: a Piotroski F-Score of 7/9 signals robust operational stability, while an Altman Z-Score of 4.0 places the firm in a safe zone regarding bankruptcy risk. Conversely, the Beneish M-Score of -2.60 suggests low probability of earnings manipulation, though the negative Profitability Factor (RMW) of -0.463 highlights underlying weakness in profitability relative to industry peers.
Valuation metrics present a stark divergence between market pricing and intrinsic value models. The current P/E ratio of 14.3x trades at a significant discount compared to the sector average of 57.8x, suggesting the stock is priced for distress or stagnation rather than growth potential. A DCF analysis implies a fair value of $608 with an upside of 291.1%, driven by assumptions that contradict the observed implied FCF growth rate of -1.9% over the last decade; this discrepancy indicates the market may be pricing in persistent cash flow contraction, while the model assumes recovery or structural changes not yet reflected in recent performance data.
Risk-reward dynamics are further illuminated by factor tilts and insider behavior. The stock exhibits a positive Value Factor (HML) alpha of 0.330 but suffers from negative profitability momentum, creating a mixed signal for value-oriented strategies. Furthermore, net insider selling totaling $576,635 over the past ninety days introduces a cautionary note regarding management confidence at current levels. While the Fama-French Alpha of 11.03% suggests strong historical risk-adjusted returns, the combination of weak profitability trends and active insider offloading warrants scrutiny before assuming continued outperformance relative to its low valuation multiples.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
DCF Sandbox
Interactive5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.
The growth rate the market implicitly expects over the next 10 years to justify today's price. Compare with historical growth of 3% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 6% | 8% | 10% |
|---|---|---|---|
| 2% | $785 | $501 | $360 |
| 3% | $1030 | $592 | $405 |
| 4% | $1520 | $729 | $465 |
Center = base case. Green = >10% upside, Red = >10% downside vs $126.82.
Pre-computed DCF: WACC=8.0%, terminal growth 3%. Fair value $592 (+275.8%). Not investment advice.
Valuation Context
Currently trading 6% above its 5-year average P/E of 12.9x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedLeidos Holdings, Inc. is currently trading at $125.55 within the technology sector. Without specific data regarding Simple Moving Average (SMA) envelopes or their calculated boundaries, a definitive assessment of where this price sits relative to those statistical bands cannot be made. Consequently, it remains impossible to evaluate the degree of deviation from recent averages or determine if the security is exhibiting signs of being overextended in either direction. In the absence of these comparative metrics, any discussion on mean-reversion potential relies entirely on hypothetical scenarios rather than observable technical facts. The current price level alone does not reveal whether the stock is approaching a historical support zone within an SMA channel or if it has breached resistance levels that might trigger a corrective pullback. Technical analysis typically requires observing the relationship between the asset's spot price and its moving averages to gauge momentum shifts or potential reversal points. Since this specific relational data is missing, no conclusion can be drawn regarding whether the market structure suggests an imminent bounce toward the mean or a continued drift away from it. Investors must await further clarification on the position of $125.55 relative to defined moving average envelopes before forming views on short-term volatility patterns. The lack of envelope context means that while the absolute price is known, its strategic significance within a trend-following framework remains undefined until those additional parameters are established and analyzed against current market conditions.
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-03-16 | $0.4300 | 0.0% |
| 2025-12-15 | $0.4300 | +7.5% |
| 2025-09-15 | $0.4000 | 0.0% |
| 2025-06-16 | $0.4000 | 0.0% |
| 2025-03-14 | $0.4000 | 0.0% |
| 2024-12-16 | $0.4000 | +5.3% |
| 2024-09-13 | $0.3800 | 0.0% |
| 2024-06-14 | $0.3800 | 0.0% |
| 2024-03-14 | $0.3800 | 0.0% |
| 2023-12-14 | $0.3800 | +5.6% |
| 2023-09-14 | $0.3600 | 0.0% |
| 2023-06-14 | $0.3600 | 0.0% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like ONEV or ONEO, the fund manager is mechanically forced to buy or sell LDOS shares regardless of Leidos Holdings, Inc.'s individual fundamentals. We estimate $2.7B of passive capital is structurally linked to LDOS through 8 tracked ETFs. Index rebalances and ETF creation/redemption cycles can create noticeable volume spikes unrelated to company news.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in Leidos Holdings, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Leidos Holdings, Inc. (LDOS) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies CATERPILLAR INC (CAT) as the most exposed collateral stock, sharing 2 ETFs with LDOS. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 28 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
LDOS Ownership Dynamics
Passive funds hold 1 in every 7 LDOS shares, reducing daily market volatility.
Leidos Holdings, Inc. (LDOS) exerts measurable gravity on the passive index market, currently representing 0.5% of the ONEV (ONEV) and 0.3% of the ONEO (ONEO). Across 28 tracked ETFs, approximately 18M shares (14.5% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.
ETFs with Highest LDOS Exposure
Float lock-up computed from 28 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
LDOS Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for Leidos Holdings, Inc. over the past year sits near $186.38 (13% of 252-day volume). The current price of $126.82 sits 32.0% below the POC — suggesting potential mean-reversion upside if institutional demand reasserts at this level. The highly concentrated volume profile (13% at POC) indicates strong consensus on fair value — institutional participants have repeatedly transacted near this price.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
LDOS Capital Efficiency
How efficiently does Leidos Holdings, Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Leidos Holdings, Inc. converts 68% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. The positive ROIC-WACC spread of 7.6% confirms that reinvested capital creates shareholder value.
Capital efficiency = Free Cash Flow ÷ EBITDA. Reinvestment = (EBITDA − FCF) ÷ EBITDA. Metrics from latest annual filings. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-14 | 21 | $124.17 | $2,607.57 |
| 2026-05-13 | 19,553 | $128.39 | $2.5M |
| 2026-04-16 | 111 | $159.04 | $17,653.44 |
| 2026-04-15 | 3 | $156.17 | $468.51 |
| 2026-03-26 | 6,583 | $158.88 | $1.0M |
| 2026-03-25 | 13 | $158.99 | $2,066.87 |
| 2026-03-24 | 5 | $162.54 | $812.7 |
| 2026-03-13 | 4,877 | $173.81 | $847,671.37 |
| 2026-03-11 | 288 | $172.51 | $49,682.88 |
| 2026-03-10 | 2,350 | $179.54 | $421,919 |
| 2026-02-27 | 7,733 | $175.86 | $1.4M |
| 2026-02-23 | 158 | $173.50 | $27,413 |
| 2026-02-20 | 153 | $176.27 | $26,969.31 |
| 2026-02-11 | 6,196 | $194.72 | $1.2M |
| 2026-02-04 | 45 | $189.79 | $8,540.55 |
| 2026-01-29 | 29 | $187.77 | $5,445.33 |
| 2026-01-09 | 11,851 | $195.22 | $2.3M |
| 2025-12-11 | 43 | $188.31 | $8,097.33 |
| 2025-11-24 | 188 | $186.49 | $35,060.12 |
| 2025-11-13 | 5 | $193.02 | $965.1 |
| 2025-10-30 | 69 | $188.16 | $12,983.04 |
| 2025-10-22 | 11 | $193.16 | $2,124.76 |
| 2025-10-20 | 1,717 | $184.51 | $316,803.67 |
| 2025-10-15 | 1 | $187.27 | $187.27 |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| GD | 0.551 | 0.598 | Moderate |
| JLL | 0.461 | 0.557 | Moderate |
| J | 0.443 | 0.435 | Moderate |
| MLM | 0.434 | 0.466 | Moderate |
| CBRE | 0.428 | 0.535 | Moderate |
| HII | 0.422 | 0.439 | Moderate |
| VMC | 0.420 | 0.467 | Moderate |
| LHX | 0.374 | 0.425 | Moderate |
| RPD | 0.371 | 0.464 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare LDOS to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.