Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1ab5c0c1-3386-472a-8dfd-1f8a427392b1/
RUN
Sunrun IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 6.4
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
89.0%ile
P/E
6.4×
P/S
1.1×
P/B
1.1×
E/P
0.1562
FCF Yield
0.089
EBITDA/EV
0.042
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
22.00000000
/100 — 1=cheapest
VC2 (Trending Value)
30.00000000
/100
VC3 (Buyback)
30.00000000
/100
P/E of 6.4x places this firmly in deep value territory. FCF yield of 8.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
29.0%ile
ROE
0.170
ROA
0.025
Net Margin
0.179
Op Margin
-0.011
GPA
0.042
D/E
5.33
Current
1.45
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.524
Stability
3.867
lower=better
Accruals
0.038
lower=better
5yr Consist
No
Highly leveraged with D/E of 5.33 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
87.0%ile
6M Return
-24.0%
12M Return
56.9%
12-1 Mom
71.7%
Risk-Adj
0.76
Vol 252d
93.9%
Vol 60d
157.9%
↑ Expanding
Max DD 12M
-45.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 72% is very strong — a clear uptrend. Near-term vol (158%) is expanding vs long-term (94%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 500 peers
Sector Value %ile
90.8%
Sector Quality %ile
19.4%
P/E z-score
-0.20
P/B z-score
-0.11
Sector Avg OS
53.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (89th value) with strong momentum (87th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (89th value) but weak quality (29th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 52% with P/E of 6×. Growth isn't fully priced in.
Hot but Volatile
Strong momentum (87th) but high volatility (94%). Momentum could reverse sharply.
Leveraged Returns
Strong ROE (17%) boosted by high leverage (D/E 5.3). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (158%) significantly exceeds 252-day (94%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.5% avg (7 factors)
Quality
F
29.9% avg (8 factors)
Momentum
B
62.0% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.880 | —1 | — | |
| Value %ile | 0.890 | —1 | — | |
| Quality %ile | 0.290 | —1 | — | |
| Momentum %ile | 0.870 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.939 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.40
Earnings Yield (E/P)
0.1562
Price / Sales
1.15
Price / Book
1.09
FCF Yield
8.9%
EBITDA / EV
4.2%
Sales Yield (1/P·S)
0.1784
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.0%
Return on Assets
2.5%
Net Margin
17.9%
Operating Margin
-1.1%
Gross Profit / Assets
Novy-Marx GPA
4.2%
Debt / Equity
5.33
Current Ratio
1.45
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.038
MomentumPrice trend strength over different horizons
6M Return
-24.0%
12M Return
56.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
71.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.76
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
52.4%
Earnings Stability (CV)
Lower = more stable
3.867
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
Buyback Yield
0.0%
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
22
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
30
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
30
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