Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1d98aba8-00a9-4130-9cad-e25e0aec7b08/
DK
Delek US Energy IncSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.820
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.5%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.9%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.90
⚡
Risk-Adj Momentum
RAM 2.02
V
Value Analysis
Cheapness relative to fundamentals
75.0%ile
P/S
0.4×
P/B
73.8×
E/P
0.0457
FCF Yield
0.245
EBITDA/EV
0.105
SH Yield
0.029
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
24.00000000
/100 — 1=cheapest
VC2 (Trending Value)
24.00000000
/100
VC3 (Buyback)
27.00000000
/100
FCF yield of 24.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
21.0%ile
ROE
-0.979
ROA
-0.007
Net Margin
-0.005
Op Margin
0.029
GPA
0.094
D/E
138.44
Current
0.76
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.056
Stability
1.917
lower=better
Accruals
-0.148
lower=better
5yr Consist
No
Highly leveraged with D/E of 138.44 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
96.0%ile
6M Return
126.6%
12M Return
187.0%
12-1 Mom
117.2%
Risk-Adj
2.02
Vol 252d
58.0%
Vol 60d
130.2%
↑ Expanding
Max DD 12M
-32.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 117% is very strong — a clear uptrend. Risk-adjusted momentum of 2.02 is excellent — strong returns relative to volatility. Near-term vol (130%) is expanding vs long-term (58%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.82
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 219 peers
Sector Value %ile
46.4%
Sector Quality %ile
16.8%
P/B z-score
0.05
Sector Avg OS
68.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (75th value) with strong momentum (96th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (75th value) but weak quality (21th). Classic value trap risk.
Hot but Volatile
Strong momentum (96th) but high volatility (58%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (130%) significantly exceeds 252-day (58%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
54.2% avg (6 factors)
Quality
F
20.8% avg (8 factors)
Momentum
A
93.9% avg (4 factors)
Risk
F
20.1% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.820 | —8 | — | |
| Value %ile | 0.750 | —8 | — | |
| Quality %ile | 0.210 | —8 | — | |
| Momentum %ile | 0.960 | —8 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.871 | —8 | — | |
| Volatility | 0.580 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0457
Price / Sales
0.36
Price / Book
73.78
Price / Cash Flow
3.63
FCF Yield
24.5%
EBITDA / EV
10.5%
Sales Yield (1/P·S)
1.5900
Shareholder Yield
Div + net buyback / mktcap
2.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-97.9%
Return on Assets
-0.7%
Net Margin
-0.5%
Operating Margin
2.9%
Gross Profit / Assets
Novy-Marx GPA
9.4%
Debt / Equity
138.44
Current Ratio
0.76
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.148
External Financing
Net issuance — lower=better
0.006
MomentumPrice trend strength over different horizons
6M Return
126.6%
12M Return
187.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
117.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.02
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.6%
Earnings Stability (CV)
Lower = more stable
1.917
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
1.6%
Buyback Yield
1.2%
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
24
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
24
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
27
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