Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/63e34d7d-e204-471a-a8fb-bbac482891a5/
LBRT
Liberty Energy Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.83
V
Value Analysis
Cheapness relative to fundamentals
33.0%ile
P/E
31.5×
P/S
1.2×
P/B
2.4×
E/P
0.0318
FCF Yield
0.193
EBITDA/EV
0.127
SH Yield
0.012
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
31.00000000
/100 — 1=cheapest
VC2 (Trending Value)
30.00000000
/100
VC3 (Buyback)
30.00000000
/100
P/E of 31.5x is premium-priced — the market is paying up for expected growth. FCF yield of 19.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
20.0%ile
ROE
0.077
ROA
0.034
Net Margin
0.037
Op Margin
0.050
GPA
0.097
D/E
1.28
Current
2.21
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.040
Earn Growth
-0.409
Stability
0.644
lower=better
Accruals
-0.062
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
95.0%ile
6M Return
46.4%
12M Return
134.1%
12-1 Mom
171.7%
Risk-Adj
2.83
Vol 252d
60.7%
Vol 60d
134.6%
↑ Expanding
Max DD 12M
-22.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 172% is very strong — a clear uptrend. Risk-adjusted momentum of 2.83 is excellent — strong returns relative to volatility. Near-term vol (135%) is expanding vs long-term (61%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.43
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 226 peers
Sector Value %ile
22.0%
Sector Quality %ile
13.7%
P/E z-score
0.36
P/B z-score
-0.07
Sector Avg OS
72.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Hot but Volatile
Strong momentum (95th) but high volatility (61%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (135%) significantly exceeds 252-day (61%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
59.8% avg (7 factors)
Quality
D
42.1% avg (8 factors)
Momentum
A
97.8% avg (4 factors)
Risk
F
15.5% avg (1 factors)
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 | 0.430 | —0 | — | |
| Value %ile | 0.330 | —0 | — | |
| Quality %ile | 0.200 | —1 | — | |
| Momentum %ile | 0.950 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.607 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
31.47
Earnings Yield (E/P)
0.0318
Price / Sales
1.17
Price / Book
2.43
Price / Cash Flow
11.11
FCF Yield
19.3%
EBITDA / EV
12.7%
Sales Yield (1/P·S)
0.7472
Shareholder Yield
Div + net buyback / mktcap
1.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.7%
Return on Assets
3.4%
Net Margin
3.7%
Operating Margin
5.0%
Gross Profit / Assets
Novy-Marx GPA
9.7%
Debt / Equity
1.28
Current Ratio
2.21
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.062
MomentumPrice trend strength over different horizons
6M Return
46.4%
12M Return
134.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
171.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.83
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-4.0%
Earnings Growth (YoY)
-40.9%
Earnings Stability (CV)
Lower = more stable
0.644
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
1.2%
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
30
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
30
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