Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/26375307-642b-449b-942f-8743b400867d/
VOC
VOC Energy TrustSnapshot 2026-07-26 · 0.4w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.4%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
12.0%
💰
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
72.0%ile
P/E
7.7×
P/S
6.9×
P/B
5.9×
E/P
0.1343
EBITDA/EV
0.134
SH Yield
0.120
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
65.00000000
/100 — 1=cheapest
VC2 (Trending Value)
27.00000000
/100
VC3 (Buyback)
30.00000000
/100
P/E of 7.7x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
33.0%ile
ROE
0.770
ROA
0.770
Net Margin
0.900
Op Margin
0.900
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.367
Earn Growth
-0.404
Stability
0.172
lower=better
5yr Consist
Yes
ROE of 77% is exceptional. F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
33.0%ile
6M Return
19.5%
12M Return
17.2%
12-1 Mom
-4.6%
Risk-Adj
-0.14
Vol 252d
33.9%
Vol 60d
78.7%
↑ Expanding
Max DD 12M
-22.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (79%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.58
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 219 peers
Sector Value %ile
42.3%
Sector Quality %ile
38.6%
P/E z-score
-0.65
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
Volatility Expanding
60-day vol (79%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.2% avg (6 factors)
Quality
A
100.0% avg (4 factors)
Momentum
D
40.8% avg (4 factors)
Risk
B
60.2% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.580 | —0 | — | |
| Value %ile | 0.720 | —3 | — | |
| Quality %ile | 0.330 | —0 | — | |
| Momentum %ile | 0.330 | —0 | — | |
| F-Score | 2.000 | —8 | — | |
| Confidence | 0.696 | —0 | — | |
| Volatility | 0.339 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.68
Earnings Yield (E/P)
0.1343
Price / Sales
6.92
Price / Book
5.91
EBITDA / EV
13.4%
Sales Yield (1/P·S)
0.1492
Shareholder Yield
Div + net buyback / mktcap
12.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
77.0%
Return on Assets
77.0%
Net Margin
90.0%
Operating Margin
90.0%
MomentumPrice trend strength over different horizons
6M Return
19.5%
12M Return
17.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-4.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.14
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-36.7%
Earnings Growth (YoY)
-40.4%
Earnings Stability (CV)
Lower = more stable
0.172
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
2
Dividend Yield
12.0%
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
65
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
27
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
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
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Op Income
OCF
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Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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OCF
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