Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5b6b47ee-c56f-410c-9ed7-3295d1c69bb1/
PBF
PBF Energy IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
OS 0.850
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.5%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.97
V
Value Analysis
Cheapness relative to fundamentals
88.0%ile
P/E
11.6×
P/S
0.2×
P/B
0.9×
E/P
0.0862
FCF Yield
0.158
EBITDA/EV
0.131
SH Yield
0.025
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
11.00000000
/100
P/E of 11.6x places this firmly in deep value territory. FCF yield of 15.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
3.0%ile
ROE
0.080
ROA
0.030
Net Margin
0.015
Op Margin
0.012
GPA
0.023
D/E
1.64
Current
1.31
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.043
Stability
3.023
lower=better
Accruals
0.012
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
95.0%ile
6M Return
29.1%
12M Return
139.4%
12-1 Mom
127.8%
Risk-Adj
1.97
Vol 252d
64.7%
Vol 60d
139.0%
↑ Expanding
Max DD 12M
-32.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 128% is very strong — a clear uptrend. Risk-adjusted momentum of 1.97 is excellent — strong returns relative to volatility. Near-term vol (139%) is expanding vs long-term (65%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.85
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 226 peers
Sector Value %ile
74.0%
Sector Quality %ile
3.1%
P/E z-score
-0.54
P/B z-score
-0.08
Sector Avg OS
71.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (88th value) with strong momentum (95th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (88th value) but weak quality (3th). Classic value trap risk.
Hot but Volatile
Strong momentum (95th) but high volatility (65%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (139%) significantly exceeds 252-day (65%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
77.3% avg (7 factors)
Quality
F
28.5% avg (8 factors)
Momentum
A
87.0% avg (4 factors)
Risk
F
8.8% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.850 | —1 | — | |
| Value %ile | 0.880 | —1 | — | |
| Quality %ile | 0.030 | —1 | — | |
| Momentum %ile | 0.950 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.647 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.60
Earnings Yield (E/P)
0.0862
Price / Sales
0.17
Price / Book
0.93
Price / Cash Flow
19.73
FCF Yield
15.8%
EBITDA / EV
13.1%
Sales Yield (1/P·S)
3.9715
Shareholder Yield
Div + net buyback / mktcap
2.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.0%
Return on Assets
3.0%
Net Margin
1.5%
Operating Margin
1.2%
Gross Profit / Assets
Novy-Marx GPA
2.3%
Debt / Equity
1.64
Current Ratio
1.31
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.012
MomentumPrice trend strength over different horizons
6M Return
29.1%
12M Return
139.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
127.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.97
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-4.3%
Earnings Stability (CV)
Lower = more stable
3.023
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
2.5%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
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