Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/00931c75-277b-4bf8-81ce-70dd6e848532/
HESM
Hess Midstream Partners LPSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
QV 0.874
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 13.4
◇
VC2 Cheapest
✗
📐
EBITDA/EV
14.0%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
15.1%
💰
High Yield
Div 7.9%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.82
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
78.0%ile
P/E
13.4×
P/S
3.0×
P/B
9.6×
E/P
0.1155
FCF Yield
0.160
EBITDA/EV
0.140
SH Yield
0.151
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
30.00000000
/100 — 1=cheapest
VC2 (Trending Value)
21.00000000
/100
VC3 (Buyback)
23.00000000
/100
FCF yield of 16.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
0.712
ROA
0.085
Net Margin
0.226
Op Margin
0.629
GPA
0.262
D/E
7.61
Current
0.92
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.073
Earn Growth
0.475
Stability
0.226
lower=better
Accruals
-0.154
lower=better
5yr Consist
Yes
ROE of 71% is exceptional. Highly leveraged with D/E of 7.61 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
27.0%ile
6M Return
18.6%
12M Return
9.1%
12-1 Mom
8.7%
Risk-Adj
0.38
Vol 252d
22.5%
Vol 60d
41.2%
↑ Expanding
Max DD 12M
-24.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (41%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 226 peers
Sector Value %ile
52.4%
Sector Quality %ile
99.6%
P/E z-score
-0.41
P/B z-score
-0.06
Sector Avg OS
69.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (78th) and quality (98th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 15.1% backed by 16.0% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (71%) boosted by high leverage (D/E 7.6). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (41%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.8% avg (7 factors)
Quality
B
63.0% avg (8 factors)
Momentum
C
45.9% avg (4 factors)
Risk
A
79.2% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.860 | —6 | — | |
| Value %ile | 0.780 | —6 | — | |
| Quality %ile | 0.980 | —6 | — | |
| Momentum %ile | 0.270 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.951 | —6 | — | |
| Volatility | 0.225 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.44
Earnings Yield (E/P)
0.1155
Price / Sales
3.04
Price / Book
9.57
Price / Cash Flow
4.79
FCF Yield
16.0%
EBITDA / EV
14.0%
Sales Yield (1/P·S)
0.1836
Shareholder Yield
Div + net buyback / mktcap
15.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
71.2%
Return on Assets
8.5%
Net Margin
22.6%
Operating Margin
62.9%
Gross Profit / Assets
Novy-Marx GPA
26.2%
Debt / Equity
7.61
Current Ratio
0.92
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.154
MomentumPrice trend strength over different horizons
6M Return
18.6%
12M Return
9.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
8.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.38
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.3%
Earnings Growth (YoY)
47.5%
Earnings Stability (CV)
Lower = more stable
0.226
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
7.9%
Buyback Yield
7.3%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
30
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
21
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
23
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity