Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4a891d77-9dfa-4d99-81f7-1d187c0cf6fb/
TEN
Tsakos Energy Navigation LimitedSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.910
↗
Trending Value
#5
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.3
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 4
📐
EBITDA/EV
11.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.3%
💰
High Yield
Div 5.3%
🚀
Momentum Leaders
12-1 109%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 3.12
V
Value Analysis
Cheapness relative to fundamentals
94.0%ile
P/E
5.3×
P/S
1.3×
P/B
0.6×
E/P
0.0731
FCF Yield
0.145
EBITDA/EV
0.117
SH Yield
0.053
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
5.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
6.00000000
/100
P/E of 5.3x places this firmly in deep value territory. FCF yield of 14.5% is strong — the business generates significant free cash relative to price. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
27.0%ile
ROE
0.109
ROA
0.050
Net Margin
0.248
Op Margin
0.257
GPA
0.080
D/E
1.18
Current
0.70
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.069
Earn Growth
0.326
Stability
0.545
lower=better
Accruals
-0.030
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
94.0%ile
6M Return
50.1%
12M Return
105.4%
12-1 Mom
109.0%
Risk-Adj
3.12
Vol 252d
34.9%
Vol 60d
84.5%
↑ Expanding
Max DD 12M
-16.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 109% is very strong — a clear uptrend. Risk-adjusted momentum of 3.12 is excellent — strong returns relative to volatility. Near-term vol (84%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.91
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 218 peers
Sector Value %ile
90.4%
Sector Quality %ile
28.3%
P/E z-score
-0.70
P/B z-score
-0.08
Sector Avg OS
69.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (94th value) with strong momentum (94th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (94th value) but weak quality (27th). Classic value trap risk.
Strong Capital Return
Shareholder yield 5.3% backed by 14.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (84%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.2% avg (7 factors)
Quality
C
51.2% avg (8 factors)
Momentum
A
100.0% avg (4 factors)
Risk
C
58.4% avg (1 factors)
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
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.910 | —7 | — | |
| Value %ile | 0.940 | —7 | — | |
| Quality %ile | 0.270 | —2 | — | |
| Momentum %ile | 0.940 | —7 | — | |
| F-Score | 4.000 | —7 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.349 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.35
Earnings Yield (E/P)
0.0731
Price / Sales
1.33
Price / Book
0.58
Price / Cash Flow
3.33
FCF Yield
14.5%
EBITDA / EV
11.7%
Sales Yield (1/P·S)
0.2846
Shareholder Yield
Div + net buyback / mktcap
5.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.9%
Return on Assets
5.0%
Net Margin
24.8%
Operating Margin
25.7%
Gross Profit / Assets
Novy-Marx GPA
8.0%
Debt / Equity
1.18
Current Ratio
0.70
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.030
MomentumPrice trend strength over different horizons
6M Return
50.1%
12M Return
105.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
109.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.12
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.9%
Earnings Growth (YoY)
32.6%
Earnings Stability (CV)
Lower = more stable
0.545
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
5.3%
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
5
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
5
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