Lumentum (LITE) is a communications equipment company in the Information Technology sector. Listed on the NASDAQ, Lumentum is a component of the S&P 500 index. As of 2026-06-10, the stock is trading at $853.26.
Key Metrics & Risk
Based on 5-year historical data from Yahoo Finance (daily returns, annualized using 252 trading days).
| Metric | Value |
|---|---|
| Latest Price | $853.26 |
| Latest Date | 2026-06-10 |
| Expected Return (Annualized) | 65.43% |
| Risk / Std Dev (Annualized) | 59.94% |
| Sharpe Ratio (rf=4.5%) | 1.02 |
S&P 500 Context
- Sector: Information Technology
- Sub-Industry: Communications Equipment
- Exchange: NASDAQ
- Index: S&P 500 Component
Risk/Return Profile
The stock shows an annualized expected return of 65.43% with an annualized volatility of 59.94%. The Sharpe ratio of 1.02 (assuming 4.5% risk-free rate) indicates attractive risk-adjusted returns relative to the risk-free rate.
Modern Portfolio Theory Positioning
This stock is plotted on the S&P 500 Modern Portfolio Theory chart which visualizes the risk/return trade-off across all S&P 500 components. The chart uses Sharpe ratio as the color dimension, allowing quick identification of stocks with superior risk-adjusted performance.
Fundamentals
| Metric | Value |
|---|---|
| Market Cap | 66.38B |
| Enterprise Value | 61.32B |
| Trailing P/E | 149.17 |
| Forward P/E | 47.14 |
| Price to Book | 71.96 |
| Price to Sales | 26.68 |
| EV/Revenue | 24.64 |
| EV/EBITDA | 120.52 |
| Profitability | | | Profit Margin | 17.68% | | Operating Margin | 21.77% | | ROE | 22.83% | | ROA | 2.89% |
| Growth | | | Revenue Growth | 90.1% |
| Financial Health | | | Total Revenue | 2.49B | | Total Debt | 3.31B | | Total Cash | 3.17B | | Free Cash Flow | 0.09B | | Operating Cash Flow | 0.45B |
| Price & Technical | | | 52W High | $1085.68$ | | 52W Low | $81.93$ | | 50-Day Avg | $889.89$ | | 200-Day Avg | $485.84$ | | Beta | 1.48 | | Shares Outstanding | 0.08B | | Float Shares | 0.07B | | Insider Holdings | 0.77% | | Institutional Holdings | 105.05% | | Short Ratio | 1.65 | | Short % of Float | 14.54% |
| Analyst Targets | | | Target High | $1400.0$ | | Target Low | $600.0$ | | Target Mean | $1113.01$ | | Target Median | $1115.0$ | | # of Analysts | 24 | | Recommendation | buy |
Disclaimer
This analysis is for educational purposes only and does not constitute financial advice. Past performance is not indicative of future results. Always conduct your own research or consult a qualified financial advisor before making investment decisions.