Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4d3a3301-5f7a-47b2-835e-f74602741f5c/
YCP
ConocoPhillipsSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
QV 0.684
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
17.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
6.9%
💰
High Yield
Div 3.2%
🚀
Momentum Leaders
12-1 30%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
64.0%ile
P/E
17.1×
P/S
2.2×
P/B
1.9×
E/P
0.0585
FCF Yield
0.041
EBITDA/EV
0.173
SH Yield
0.069
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
33.00000000
/100 — 1=cheapest
VC2 (Trending Value)
26.00000000
/100
VC3 (Buyback)
29.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%ile
ROE
0.113
ROA
0.060
Net Margin
0.126
Op Margin
0.181
GPA
0.114
Current
1.29
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.077
Earn Growth
-0.100
Stability
0.262
lower=better
Accruals
-0.087
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
28.8%
12M Return
38.9%
12-1 Mom
30.1%
Risk-Adj
0.92
Vol 252d
32.8%
Vol 60d
77.8%
↑ Expanding
Max DD 12M
-17.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 30% is very strong — a clear uptrend. Near-term vol (78%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 19 peers
Sector Value %ile
50.0%
Sector Quality %ile
85.0%
P/E z-score
-0.09
P/B z-score
-0.13
Sector Avg OS
68.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (78%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.1% avg (7 factors)
Quality
C
48.0% avg (7 factors)
Momentum
B
67.9% avg (4 factors)
Risk
B
61.9% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.880 | —1 | — | |
| Value %ile | 0.640 | —0 | — | |
| Quality %ile | 0.730 | —1 | — | |
| Momentum %ile | 0.810 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.328 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.10
Earnings Yield (E/P)
0.0585
Price / Sales
2.15
Price / Book
1.94
Price / Cash Flow
6.97
FCF Yield
4.1%
EBITDA / EV
17.3%
Sales Yield (1/P·S)
0.4079
Shareholder Yield
Div + net buyback / mktcap
6.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.3%
Return on Assets
6.0%
Net Margin
12.6%
Operating Margin
18.1%
Gross Profit / Assets
Novy-Marx GPA
11.4%
Current Ratio
1.29
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.087
MomentumPrice trend strength over different horizons
6M Return
28.8%
12M Return
38.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
30.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.92
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.7%
Earnings Growth (YoY)
-10.0%
Earnings Stability (CV)
Lower = more stable
0.262
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
3.2%
Buyback Yield
3.7%
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
33
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
26
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
29
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