Northrop Grumman Corporation
NOC · Industrials · · USDFahodi Score HOLD Long-term (Investment)
52
/ 100
Technical
25
Trend & RS
36
Momentum
47
Fundamental
67
Macro
22
Liquidity
66
| Component | Score | Weight |
|---|---|---|
| Technical | 25.0 | 10% |
| Trend & RS | 36.5 | 10% |
| Momentum | 46.7 | 5% |
| Fundamental | 66.7 | 40% |
| Macro | 22.5 | 15% |
| Liquidity | 65.8 | 20% |
Trade Setup
| Entry | 525.25 |
| Stop Loss | 495.01 (5.8%) |
| Target 1 (1:1) | 555.49 (+5.8%) |
| Target 2 (2:1) | 585.73 (+11.5%) |
| ATR(14) | 15.12 (2.9%) |
| Risk per Share | 30.24 |
| Reward:Risk | 2:1 |
ATR-based levels. Adjust for support/resistance zones.
Factor Profile
| Factor | Score | Z | Bar |
|---|---|---|---|
| Value | 68.7 | +0.75 | |
| Momentum | 46.7 | -0.13 | |
| Quality | 44.6 | -0.22 | |
| Composite | 53.3 | ||
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
Insufficient Data
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) | 16,894,370,434 |
| Terminal Value PV | 51,034,145,750 |
| Total Enterprise Value | 67,928,516,184 |
Assumptions
| Base FCF | 3,600,482,740 |
| 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
4.6%
Recommended Size
33.73%
Full Kelly
16.87%
Half Kelly
5.0%
Max Cap (Moderate)
Kelly inputs derived from quant score 52/100. Estimated win rate 56%, avg win 8.1%, avg loss 4.0%. Position was capped at the moderate risk maximum. This is analytical output, not a recommendation to trade.
RECOVERY
Regime: RECOVERY (40% confidence) — position size reduced 8%
Signal Summary STRONG SELL
1
Bullish Signals
3
Bearish Signals
47.68
RSI(14)
8.7224
MACD
Relative Strength (RS) WEAK RS
16
/ 99
RS Rating
O'Neil filter: <80
| RS vs SPY | → FLAT (-2.7% vs SPY 3M) |
| RS vs Sector | UNDERPERFORMING (Industrials) |
| RS New High | No (56d since high) |
| Sector Outperformance | -5.8% (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 | 47.68 | NEUTRAL |
| Macd | 8.7224 | BEARISH |
| Ma Cross | 519.51 / 585.01 | DEATH CROSS |
| Trend Short | ABOVE SMA50 | |
| Trend Long | BELOW SMA200 | |
| Bollinger | MIDDLE | |
| Volume | 1.27x | NORMAL |
Key Levels
| Level | Price |
|---|---|
| 52-Week High | 774.00 |
| Bollinger Upper | 587.05 |
| SMA(200) | 585.01 |
| SMA(50) | 519.51 |
| SMA(20) | 529.78 |
| Current Price | 525.25 |
| Bollinger Lower | 472.5 |
| 52-Week Low | 470.06 |
| ATR(14) | 15.12 |
Advanced Technical Analysis
Click to expand
Wyckoff Phase & Volume Spread Analysis
Wyckoff Phase
Insufficient data for Wyckoff analysis.
Volume Spread Analysis (last 5 bars)
| Date | Signal | Vol | Description |
|---|---|---|---|
| 2026-10-30 | Normal | 0.93x | Normal bar — no special VSA pattern |
| 2026-11-02 | Normal | 0.74x | Normal bar — no special VSA pattern |
| 2026-11-03 | Normal | 0.74x | Normal bar — no special VSA pattern |
| 2026-11-04 | Normal | 1.64x | Normal bar — no special VSA pattern |
| 2026-11-05 | Normal | 1.27x | Normal bar — no special VSA pattern |
Ichimoku Cloud NEUTRAL
| Line | Value | Status |
|---|---|---|
| Tenkan-sen (9) | 546.89 | Above Kijun |
| Kijun-sen (26) | 522.80 | Base line |
| Senkou A | 534.85 | Leading span A |
| Senkou B | 522.80 | Leading span B |
| Cloud | 522.80 – 534.85 | Bullish (Green) |
| Price vs Cloud | 525.25 | Inside Cloud |
| Chikou Span | 482.00 | Bullish |
| Alignment Score | 3/4 | NEUTRAL |
TTM Squeeze & Divergences
TTM Squeeze
SQUEEZE OFF
No squeeze
Momentum:
BEARISH
BB: 472.5 – 587.05 | KC: 506.82 – 552.74
Divergences (last 60 bars)
No significant divergences detected in the last 60 bars.
Anchored VWAP
VWAP: 517.82
Anchor: 2026-10-02 (52w Low)
ABOVE AVWAP
+1.4%
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)