Northrop Grumman Corporation
NOC · Industrials · · USDFahodi Score STRONG SELL Short-term (Swing)
20
/ 100
Technical
0
Trend & RS
26
Momentum
41
Fundamental (0%)
76
Macro
24
Liquidity
66
| Component | Score | Weight |
|---|---|---|
| Technical | 0.0 | 40% |
| Trend & RS | 26.5 | 20% |
| Momentum | 40.8 | 20% |
| Fundamental | 76.4 | 0% |
| Macro | 23.8 | 15% |
| Liquidity | 65.8 | 5% |
Trade Setup
| Entry | 513.16 |
| Stop Loss | 483.37 (5.8%) |
| Target 1 (1:1) | 542.97 (+5.8%) |
| Target 2 (2:1) | 572.76 (+11.6%) |
| ATR(14) | 14.90 (2.9%) |
| Risk per Share | 29.80 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 67.2 | +0.69 | |
| Momentum | 40.8 | -0.37 | |
| Quality | 44.6 | -0.22 | |
| Composite | 50.9 | ||
Quality Scores
Piotroski F-Score
6
/9 —
Average
✓
✓
✗
✗
✓
✗
✓
✓
✓
1. Positive Net Income
2. Positive Roa
3. Positive Cfo
4. Quality Earnings
5. Lower Leverage
6. Higher Liquidity
7. No Dilution
8. Higher Gross Margin
9. Higher Asset Turnover
Altman Z-Score
4.31
—
Safe Zone
Distress <1.81Grey 1.81–2.99>2.99 Safe
Valuation vs Peers Overvalued
| Metric | Stock | Sector | vs Peers |
|---|---|---|---|
| P/E Ratio | 16.6 | 18.0 | Inline |
| P/B Ratio | 4.0 | 3.0 | Above |
| Dividend Yield | 1.9% | 2.0% | Below avg |
Comparing against Industrials median multiples.
Trading at a premium to sector peers — verify growth justifies premium.
Intrinsic Value (DCF) Fairly Valued
Intrinsic Value
478.15
vs
Market Price
525.25
Upside
-9.0%
| Margin of Safety | -9.8% |
| Stage 1 PV (5yr FCF) | 16,894,368,881 |
| Terminal Value PV | 51,034,141,046 |
| Total Enterprise Value | 67,928,509,927 |
Assumptions
| Base FCF | 3,600,482,409 |
| Growth Rate (5yr) | 6.7% |
| Terminal Growth | 2.5% |
| Discount Rate (WACC) | 9.0% |
2-stage DCF: 5yr projected FCF + Gordon Growth terminal value. Estimates only — adjust growth and WACC for your own assumptions.
Position Sizing — Kelly Criterion
2.88%
Recommended Size
6.26%
Full Kelly
3.13%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 20/100. Estimated win rate 46%, avg win 6.2%, avg loss 4.6%. This is analytical output, not a recommendation to trade.
RECOVERY
Regime: RECOVERY (40% confidence) — position size reduced 8%
Signal Summary STRONG SELL
0
Bullish Signals
4
Bearish Signals
42.83
RSI(14)
5.9913
MACD
Relative Strength (RS) WEAK RS
16
/ 99
RS Rating
O'Neil filter: <80
| RS vs SPY | → FLAT (-5.8% vs SPY 3M) |
| RS vs Sector | UNDERPERFORMING (Industrials) |
| RS New High | No (57d since high) |
| Sector Outperformance | -8.0% (3M) |
RS Line — stock / SPY (90 bars)
← older
newer →
RS vs SPY
50-day SMA of RS
WEAK RS:
Underperformer — the stock is lagging the market. Avoid until RS trend reverses upward.
Technical Indicators
| Indicator | Value | Signal |
|---|---|---|
| Rsi | 42.83 | NEUTRAL |
| Macd | 5.9913 | BEARISH |
| Ma Cross | 518.92 / 584.27 | DEATH CROSS |
| Trend Short | BELOW SMA50 | |
| Trend Long | BELOW SMA200 | |
| Bollinger | MIDDLE | |
| Volume | 0.11x | LOW |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 774.00 |
| Bollinger Upper | 584.51 |
| SMA(200) | 584.27 |
| SMA(50) | 518.92 |
| SMA(20) | 531.4 |
| Current Price | 525.25 |
| Bollinger Lower | 478.29 |
| 52-Week Low | 470.06 |
| ATR(14) | 14.9 |
Advanced Technical Analysis
Click to expand
Wyckoff Phase & Volume Spread Analysis
Wyckoff Phase
MARKDOWN
Confidence
100%
Acc: 0.0 |
Dist: 0.0 |
Markup: 0.0 |
Markdown: 2.0
Volume Spread Analysis (last 5 bars)
| Date | Signal | Vol | Description |
|---|---|---|---|
| 2026-11-02 | Normal | 0.75x | Normal bar — no special VSA pattern |
| 2026-11-03 | Normal | 0.76x | Normal bar — no special VSA pattern |
| 2026-11-04 | Normal | 1.68x | Normal bar — no special VSA pattern |
| 2026-11-05 | Normal | 1.3x | Normal bar — no special VSA pattern |
| 2026-11-06 | No Demand | 0.11x | Low volume, narrow spread, weak close — no buying interest |
Ichimoku Cloud NEUTRAL
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 544.36 | Above Kijun |
| Kijun-sen (26) | 522.80 | Base line |
| Senkou A | 533.58 | Leading span A |
| Senkou B | 522.80 | Leading span B |
| Cloud | 522.80 – 533.58 | Bullish (Green) |
| Price vs Cloud | 513.16 | Below Cloud |
| Chikou Span | 478.00 | Bullish |
| Alignment Score | 3/4 | NEUTRAL |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE OFF
No squeeze
Momentum:
BEARISH
BB: 478.29 – 584.51 | KC: 508.0 – 554.81
Divergences (last 60 bars)
No significant divergences detected in the last 60 bars.
Anchored VWAP
VWAP: 517.81
Anchor: 2026-10-02 (52w Low)
BELOW AVWAP
-0.9%
Heikin-Ashi Trend
BEARISH
Full data via /api/advanced/NOC
Valuation
| Metric | Value |
|---|---|
| Market Cap | 74.62B |
| P/E (TTM) | 16.58 |
| Forward P/E | N/A |
| P/B | 3.99 |
| EPS | 31.68 |
Financial Health
| Metric | Value |
|---|---|
| Revenue Growth | 6.7% |
| Profit Margin | 10.4% |
| ROE | 26.1% |
| Debt/Equity | 93.13 |
| Current Ratio | 1.23 |
| Dividend Yield | 1.9% |
| Payout Ratio | N/A |
| Beta | -0.14 |
Trading Data
525.25
Open
525.25
Day High
525.25
Day Low
1.34M
Volume (1.5x avg)
Price Chart (90 Days)
Candlesticks (green=up, red=down)
SMA 20
SMA 50
Bollinger Bands (upper/lower)
Volume (green=buying, red=selling)