Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/6332dd10-c1d7-4d6e-80da-e0188d3d5404/
VET
Vermilion Energy Inc.Snapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.3%
💰
High Yield
Div 3.3%
🚀
Momentum Leaders
12-1 19%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.60
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
78.0%ile
P/S
1.3×
P/B
1.2×
E/P
0.0464
FCF Yield
0.373
EBITDA/EV
0.031
SH Yield
0.043
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
25.00000000
/100 — 1=cheapest
VC2 (Trending Value)
22.00000000
/100
VC3 (Buyback)
17.00000000
/100
FCF yield of 37.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
33.0%ile
ROE
-0.398
ROA
-0.147
Net Margin
-0.424
Op Margin
0.090
GPA
0.186
Current
0.63
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.149
Stability
1.169
lower=better
Accruals
-0.307
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
67.0%ile
6M Return
26.0%
12M Return
43.6%
12-1 Mom
18.9%
Risk-Adj
0.40
Vol 252d
47.3%
Vol 60d
107.5%
↑ Expanding
Max DD 12M
-33.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (107%) is expanding vs long-term (47%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.79
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 93 peers
Sector Value %ile
73.4%
Sector Quality %ile
50.0%
P/B z-score
-0.48
Sector Avg OS
52.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 4.3% backed by 37.3% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (107%) significantly exceeds 252-day (47%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
64.9% avg (6 factors)
Quality
F
26.1% avg (7 factors)
Momentum
B
61.3% avg (4 factors)
Risk
D
37.9% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.790 | —8 | — | |
| Value %ile | 0.780 | —8 | — | |
| Quality %ile | 0.330 | —0 | — | |
| Momentum %ile | 0.670 | —0 | — | |
| F-Score | 4.000 | —8 | — | |
| Confidence | 0.842 | —8 | — | |
| Volatility | 0.473 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0464
Price / Sales
1.27
Price / Book
1.19
Price / Cash Flow
2.73
FCF Yield
37.3%
EBITDA / EV
3.1%
Sales Yield (1/P·S)
0.5156
Shareholder Yield
Div + net buyback / mktcap
4.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-39.8%
Return on Assets
-14.7%
Net Margin
-42.4%
Operating Margin
9.0%
Gross Profit / Assets
Novy-Marx GPA
18.6%
Current Ratio
0.63
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.307
MomentumPrice trend strength over different horizons
6M Return
26.0%
12M Return
43.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
18.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.40
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
14.9%
Earnings Stability (CV)
Lower = more stable
1.169
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
3.3%
Buyback Yield
1.0%
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
25
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
22
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
17
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