Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1768d5bf-0dc5-42ee-8bf0-d38b73fb072a/
MPLX
MPLX LPSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
Rev +11%
🔄
Shareholder Yield
7.7%
💰
High Yield
Div 7.1%
🚀
Momentum Leaders
12-1 20%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 16%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.56
⚡
Risk-Adj Momentum
RAM 1.28
V
Value Analysis
Cheapness relative to fundamentals
33.0%ile
P/E
12.7×
P/S
4.8×
P/B
4.2×
E/P
0.0691
FCF Yield
0.097
EBITDA/EV
0.086
SH Yield
0.077
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
69.00000000
/100 — 1=cheapest
VC2 (Trending Value)
33.00000000
/100
VC3 (Buyback)
36.00000000
/100
FCF yield of 9.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
86.0%ile
ROE
0.334
ROA
0.109
Net Margin
0.380
Op Margin
0.471
GPA
0.141
D/E
2.04
Current
1.10
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.105
Earn Growth
0.059
Stability
0.162
lower=better
Accruals
-0.031
lower=better
5yr Consist
Yes
ROE of 33% is exceptional. Highly leveraged with D/E of 2.04 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
72.0%ile
6M Return
10.5%
12M Return
24.5%
12-1 Mom
20.0%
Risk-Adj
1.28
Vol 252d
15.6%
Vol 60d
35.0%
↑ Expanding
Max DD 12M
-6.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 20% is very strong — a clear uptrend. Near-term vol (35%) is expanding vs long-term (16%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.65
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 219 peers
Sector Value %ile
20.5%
Sector Quality %ile
78.2%
P/E z-score
-0.46
P/B z-score
-0.07
Sector Avg OS
68.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (86th) and momentum (72th) but expensive (33th value). Premium priced — watch for mean reversion.
Strong Capital Return
Shareholder yield 7.7% backed by 9.7% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (33%) boosted by high leverage (D/E 2.0). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (35%) significantly exceeds 252-day (16%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.4% avg (7 factors)
Quality
B
65.5% avg (8 factors)
Momentum
C
57.1% avg (4 factors)
Risk
A
90.7% 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 Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.650 | —0 | — | |
| Value %ile | 0.330 | —0 | — | |
| Quality %ile | 0.860 | —8 | — | |
| Momentum %ile | 0.720 | —2 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.929 | —8 | — | |
| Volatility | 0.156 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.67
Earnings Yield (E/P)
0.0691
Price / Sales
4.81
Price / Book
4.23
Price / Cash Flow
9.90
FCF Yield
9.7%
EBITDA / EV
8.6%
Sales Yield (1/P·S)
0.1466
Shareholder Yield
Div + net buyback / mktcap
7.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
33.4%
Return on Assets
10.9%
Net Margin
38.0%
Operating Margin
47.1%
Gross Profit / Assets
Novy-Marx GPA
14.1%
Debt / Equity
2.04
Current Ratio
1.10
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.031
MomentumPrice trend strength over different horizons
6M Return
10.5%
12M Return
24.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
20.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.28
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.5%
Earnings Growth (YoY)
5.9%
Earnings Stability (CV)
Lower = more stable
0.162
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
7.1%
Buyback Yield
0.6%
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
69
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
33
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
36
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
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