LyondellBasell Industries NV (LYB)

LYB Quantitative Snapshot

Academic risk and quality models computed from LYB's own filings and price history, not from analyst opinion.

Piotroski F-Score

2 / 9

Weak: only 2 of 9 fundamental-health tests pass, which is the range associated with deteriorating fundamentals.

Altman Z-Score

1.93

Altman Z in the 1.81 to 2.99 grey zone, the band where the model gives no clear bankruptcy verdict.

Beneish M-Score

-2.43

Beneish M below the -1.78 flag threshold, so the earnings-manipulation model finds nothing unusual in the accruals and margin trends.

Sloan Accrual Ratio

-0.088

Share of earnings coming from accruals rather than cash. Higher values historically precede weaker future returns.

Market Regime (HMM)

Bull · 45% confidence

Hidden Markov model fitted to two years of returns, separating bull, bear and sideways states by their own drift and volatility.

Forecast Volatility (30d)

34.8%

GARCH(1,1) 30-day annualised forecast, above the current 31.4% reading.

Market Beta (5-factor)

-0.19

Fama-French 5-factor market beta. The five factors explain 7% of this stock's return variance; the rest is idiosyncratic.

Own 5-Year Median P/E

11.3

The stock’s own historical valuation anchor, which is a fairer comparison than a sector average for a company with a persistent premium or discount.

Model inputs as of 2026-10-13.