Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3ae940a4-a707-46eb-abef-61c7753ed195/

PSX

Phillips 66
Chart
$183.08
Latest Week 2026-06-05
EnergyOil & Gas Refining & MarketingLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.73
OS Score
66.0%
Value
23.0%
Quality
87.0%
Momentum
7/9
F-Score
0.390
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.7%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 54%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.70
V
Value Analysis
Cheapness relative to fundamentals
66.0%ile
P/E
17.9×
P/S
0.5×
P/B
2.6×
E/P
0.0558
FCF Yield
0.051
EBITDA/EV
0.120
SH Yield
0.027
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
31.00000000
/100 — 1=cheapest
VC2 (Trending Value)
28.00000000
/100
VC3 (Buyback)
28.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
23.0%ile
ROE
0.145
ROA
0.049
Net Margin
0.030
Op Margin
0.062
GPA
0.114
D/E
1.91
Current
1.13
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.013
Earn Growth
1.221
Stability
1.259
lower=better
Accruals
0.019
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
87.0%ile
6M Return
33.4%
12M Return
65.7%
12-1 Mom
54.2%
Risk-Adj
1.70
Vol 252d
31.9%
Vol 60d
73.9%
↑ Expanding
Max DD 12M
-16.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 54% is very strong — a clear uptrend. Risk-adjusted momentum of 1.70 is excellent — strong returns relative to volatility. Near-term vol (74%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.73
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy · 226 peers
Sector Value %ile
37.4%
Sector Quality %ile
17.6%
P/E z-score
-0.25
P/B z-score
-0.07
Sector Avg OS
71.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PBR-A Petróleo Brasileiro S.A. - Petrobras 99.0% 96.0% 93.0% 88.0%
NBR Nabors Industries Ltd. 99.0% 96.0% 95.0% 97.0%
PBR Petroleo Brasileiro Petrobras SA ADR 99.0% 95.0% 93.0% 89.0%
APA APA Corporation 99.0% 95.0% 96.0% 92.0%
LPG Dorian LPG Ltd 98.0% 87.0% 91.0% 92.0%
TRMD Torm PLC Class A 98.0% 94.0% 82.0% 91.0%
INSW International Seaways Inc 98.0% 88.0% 88.0% 95.0%
IMPP Imperial Petroleum Inc 98.0% 98.0% 74.0% 88.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (66th value) but weak quality (23th). Classic value trap risk.
Volatility Expanding
60-day vol (74%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.5% avg (7 factors)
Quality
D
34.7% avg (8 factors)
Momentum
A
86.7% avg (4 factors)
Risk
B
63.4% 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. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.730—1—
Value %ile0.660—0—
Quality %ile0.230—1—
Momentum %ile0.870—1—
F-Score7.000—1—
Confidence1.000—1—
Volatility0.319—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.91
Earnings Yield (E/P)
0.0558
Price / Sales
0.54
Price / Book
2.59
Price / Cash Flow
29.40
FCF Yield
5.1%
EBITDA / EV
12.0%
Sales Yield (1/P·S)
1.4171
Shareholder Yield
Div + net buyback / mktcap
2.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.5%
Return on Assets
4.9%
Net Margin
3.0%
Operating Margin
6.2%
Gross Profit / Assets
Novy-Marx GPA
11.4%
Debt / Equity
1.91
Current Ratio
1.13
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.019
MomentumPrice trend strength over different horizons
6M Return
33.4%
12M Return
65.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
54.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.70
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.3%
Earnings Growth (YoY)
122.1%
Earnings Stability (CV)
Lower = more stable
1.259
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
2.7%
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
31
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
28
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
28
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity