Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/23f924b9-513a-4991-b808-8bbe8741eb33/
ET
Energy Transfer LPSnapshot 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.800
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
5.2%
💰
High Yield
Div 6.6%
🚀
Momentum Leaders
12-1 17%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 16%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.87
⚡
Risk-Adj Momentum
RAM 1.06
V
Value Analysis
Cheapness relative to fundamentals
79.0%ile
P/E
14.5×
P/S
0.8×
P/B
2.0×
E/P
0.0588
FCF Yield
0.113
EBITDA/EV
0.094
SH Yield
0.052
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
16.00000000
/100
FCF yield of 11.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
29.0%ile
ROE
0.140
ROA
0.033
Net Margin
0.054
Op Margin
0.102
GPA
0.139
D/E
2.83
Current
1.17
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.089
Earn Growth
-0.013
Stability
0.122
lower=better
Accruals
-0.039
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 2.83 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
71.0%ile
6M Return
17.3%
12M Return
23.8%
12-1 Mom
16.6%
Risk-Adj
1.06
Vol 252d
15.6%
Vol 60d
35.8%
↑ Expanding
Max DD 12M
-8.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (36%) is expanding vs long-term (16%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.8
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 219 peers
Sector Value %ile
54.1%
Sector Quality %ile
31.4%
P/E z-score
-0.39
P/B z-score
-0.07
Sector Avg OS
68.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (79th value) with strong momentum (71th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (79th value) but weak quality (29th). Classic value trap risk.
Strong Capital Return
Shareholder yield 5.2% backed by 11.3% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (36%) significantly exceeds 252-day (16%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.2% avg (7 factors)
Quality
D
36.8% avg (8 factors)
Momentum
C
56.5% avg (4 factors)
Risk
A
90.7% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.800 | —2 | — | |
| Value %ile | 0.790 | —8 | — | |
| Quality %ile | 0.290 | —2 | — | |
| Momentum %ile | 0.710 | —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
14.50
Earnings Yield (E/P)
0.0588
Price / Sales
0.78
Price / Book
2.03
Price / Cash Flow
6.58
FCF Yield
11.3%
EBITDA / EV
9.4%
Sales Yield (1/P·S)
0.5739
Shareholder Yield
Div + net buyback / mktcap
5.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.0%
Return on Assets
3.3%
Net Margin
5.4%
Operating Margin
10.2%
Gross Profit / Assets
Novy-Marx GPA
13.9%
Debt / Equity
2.83
Current Ratio
1.17
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.039
External Financing
Net issuance — lower=better
0.013
MomentumPrice trend strength over different horizons
6M Return
17.3%
12M Return
23.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
16.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.06
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.9%
Earnings Growth (YoY)
-1.3%
Earnings Stability (CV)
Lower = more stable
0.122
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
6.6%
Buyback Yield
-1.4%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
16
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