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40

LI

🛍️ Consumer Cyclical

Li Auto Inc.

Conservative #879Aggressive #781Moderate RiskHigh 84
$17.90-2.98%
Day High$17.91
Day Low$17.42
Volume3.6M
Mkt Cap$18.1B
52W Low $1652W High $33
Market Cap
$18.7B
P/E Ratio
16.8
Sector avg: 36.9
Rev Growth
16.6%
Sector avg: 6.3%
Earnings Growth
-31.4%
Profit Margin
5.6%
Sector avg: -6.5%
Debt/Equity
0.23

Why This Score

LI scores 40.1 on the Conservative profile, blending a fundamental score (80% weight, emphasizing quality and stability (84% of fundamental weight)) with a machine-learning signal (20% weight) trained on 82 features across 30 years of data.

Strengths
  • High conviction (84/100) — fundamental and ML signals agree on this stock.
Risk Factors
  • Signal divergence: Fundamental and ML signals disagree by a significant margin, reducing confidence.
  • Above-average volatility (10.4%) may not suit conservative risk tolerance.

Net penalties of -14.0 points significantly impact the ranking. Without these adjustments, LI would rank considerably higher.

Score Breakdown

Overall Score40.1
Fundamental Score44.4
ML Score73.0

Score by Horizon

3 Month
76.2
6 Month
85.2
Primary
1 Year
89.7

Quality Assessment

C
Quality Grade
Average quality — moderate profitability or leverage
Country Risk:
Score penalty of points applied for domicile risk

Position Sizing

Suggested Allocation
5%
Confidence
high

Score Composition Waterfall

How each component affects the final score
Backtested Scoring Levers (IC-calibrated from 30y ElasticNet)
Weinstein (12.1%)
0
Declining
Sentiment (2.5%)
37
Negative
Analyst (6.4%)
58
Neutral
Tradability (post-hoc)
98
Grade A
Base
38.1
SHAP
+1.6
Factors
+1.2
Conviction
+1.1
Divergence
-2.0
Final
40.1
Positive adjustment
Negative adjustment
Base blend
Final score

Factor Breakdown

63AVG
Value70
Quality55
Growth45
Stability90
Investment55

Signal SegmentsComputed from ML features

Fundamental (Valuation, Quality, Growth)49.0
Technical (Momentum, Weinstein, Volatility)37.0
External (Sentiment, Analyst, Macro)74.0
Scores below 50 indicate weakness in that segment relative to the universe.

Data Quality

Score
Features
Confidence
Feature Coverage96%

Growth Estimates

Short-term
+7.6% to +13.4%
Medium-term
+11.1% to +19.7%
Long-term
+18.3% to +30.3%

ML Model Core Features100 trained inputs → ML Score: 73

These features are direct inputs to the machine learning model. The model was trained on these signals alongside 100 features (including 12 momentum/technical indicators) to produce the ML percentile score.

Analyst Intelligence
Consensus Score58.3/100
Target Upside+17.1%
Coverage15 analysts
Market Sentiment
Sentiment Score37.3/100
News Volume2 articles
Technical Stage
Weinstein Stage4 — Declining
12M Momentum-0.4%
6M Momentum-0.2%
Volatility+0.1%
Momentum & Technical
Momentum Acceleration-19.0%
Momentum ConsistencyModerate (0.52)
Relative Strength vs Sector-41.0%
Trend Strength (ADX Proxy)Strong (3.8)
Momentum Quality-0.234
Momentum BreadthNarrow
Macro Regime
Bull RegimeYes
High Vol RegimeNo
S&P 500 Return+25.0%
Yield Curve-0.1bp

Sector-Relative AnalysisIn-model features

Value Trap Signal
9%
Low risk
Sector RevGr Rank
P87
Revenue growth vs Consumer Cyclical peers
Sector PE Rank
P72
Valuation vs Consumer Cyclical peers
Sector FCF Rank
P99
Free cash flow vs Consumer Cyclical peers
Growth Deviation
+0.8σ
Z-score vs sector median
Stagnation Flag
NO
Not flagged

Analysis Signals

Scoring Factors
Fundamental score of 44 relative to sector peers44/100
Machine learning ensemble ranks this stock at the 73th percentileP73
Blended score: 80% fundamental (44) + 20% ML (73) = 50.150.1
Risk assessment: low. Low vol 0.1%; Drawdown 41% → 0.0ptLow
Earnings quality grade C: mixed earnings quality, some red flags. Score adjusted by 0 pointsGrade C
SHAP feature alignment: +1.6pt (features align with model priorities)SHAP
Conviction adj: +1.1pt (conviction=N/A)Conviction
Divergence penalty: -2.0pt (ML 29pt higher)Divergence
Risk Factors
Country risk: China (12pt penalty, source: data_provider)Country

Sector Peer Comparison(Consumer Cyclical — Rank #82 of 114 stocks)

StockScoreP/ERev GrowthMarginMkt Cap
LI40.116.816.6%5.6%$18.7B
MAR76.937.24.3%9.9%$93.0B
ULTA75.526.20.8%10.6%$31.0B
ABNB75.530.110.3%20.5%$81.8B
ORLY73.132.55.7%14.3%$77.0B
HAS73.016.7-17.3%9.3%$14.1B
GTX71.611.83.1%8.6%$4.0B
ROST71.530.73.7%9.9%$66.4B
DPZ71.121.95.1%12.4%$13.7B
CART69.719.911.0%13.5%$9.9B
EBAY69.618.31.7%19.3%$39.7B
GNTX68.314.30.6%17.5%$5.2B
MCRI66.217.24.4%18.6%$1.8B
CASY65.541.07.3%3.4%$25.2B
AMZN65.527.712.4%10.8%$2.2T
TXRH65.227.616.0%8.1%$12.2B
Sector Average47.436.96.3%-6.5%

Company Overviewvia FMP

Li Auto Inc. operates in the energy vehicle market in the People's Republic of China. It designs, develops, manufactures, and sells premium smart electric vehicles. The company's product line comprises MPVs and sport utility vehicles. It offers sales and after sales management, and technology development and corporate management services, as well as purchases manufacturing equipment. The company offers its products through online and offline channels. The company was formerly known as Leading Ideal Inc. and changed its name to Li Auto Inc. in July 2020. Li Auto Inc. was founded in 2015 and is headquartered in Beijing, the People's Republic of China.

CEO
Xiang Li
Employees
32,248
Beta
0.60
Industry
Auto - Manufacturers
FMP-Identified Peers

Technical Picturecomputed from daily prices

RSI (14)
51.2
Neutral
Trend
Bullish
10-day vs 50-day MA
From 52W High
-46%
High: $33.12
From 52W Low
+13.9%
Low: $15.71
Moving Averages
10-Day
$18.40
Below
20-Day
$18.10
Below
50-Day
$17.30
Above
200-Day
$22.80
Below
60-Day Support
$15.71
60-Day Resistance
$19.32
Weinstein Stage Analysisbased on 200-day SMA framework
Stage 4 — DecliningScore: 0/100

Stock is in a downtrend below the 200-day moving average. Price is below both the 50-day and 200-day SMAs, indicating sustained selling pressure.

Unfavorable technical position; wait for Stage 1 basing
Price vs 200 SMA
-21.5%
200 SMA Slope (60d)
-10.17%
Falling
Volume Ratio
0.54x
10d avg vs 50d avg
Days in Stage
100
Confidence: 90%
Recent Gap Down

Financial Statementslast 4 quarters via FMP

MetricQ3 2025Q2 2025Q1 2025Q4 2024
Revenue$27.4B$30.4B$26.0B$42.0B
Gross Profit$4.5B$6.1B$5.3B$8.5B
Operating Income$-1.3B$541M$274M$3.3B
Net Income$-626M$1.1B$652M$3.4B
EPS (Diluted)$-0.62$1.02$0.61$3.18
Gross Margin16.3%20.1%20.5%20.2%
Operating Margin-4.7%1.8%1.1%8.0%
Net Margin-2.3%3.6%2.5%8.1%

Why This Stock

Consumer CyclicalP/E ratio of 16.8Revenue growth 16.6%Earnings quality grade AValuation below sector median (P/E 16.8)

Tradability FilterGrade A — 98/100Score impact: -27.0pt

Volume
100
4.3M avg/day
Dollar Vol
100
$79M/day
Float
100
544M shares
Mkt Cap
84
$18.7B
Range
100
111% spread
Composite Liquidity Score98/100
FDCBA

Multi-Year Range Analysis

Sideways: 0/100
YearLowHighRangeStatus
2021$15.98$37.4580.4%Wide
2022$12.52$41.49107.3%Wide
2023$19.81$47.3382%Wide
2024$17.44$46.4490.8%Wide
2025$16.11$33.1269.1%Wide
3-Year Range
98.4%
Narrow Years
0 / 5
Sideways Penalty
None

Growth Projection Adjustment

0.7x dampening
weinstein basing

Growth estimates have been dampened based on technical and fundamental signals. This is a post-hoc adjustment to prevent overly optimistic projections for stocks showing declining momentum or deteriorating fundamentals.

Free Float
53.9%
Outstanding Shares
1.0B
Bid-Ask Spread
111.0%
Institutional Tradable
Yes

Scores are generated by a multi-stage ML pipeline combining fundamental analysis, ensemble predictions, and structural risk signals. All data is for research purposes only and does not constitute financial advice. Past performance does not guarantee future results.