Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/69187d00-694f-46b4-9afc-097fc34da8ec/
SM
SM Energy CoSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
✗
◆
Quality × Value
QV 0.780
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.7%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.96
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
79.0%ile
P/E
60.9×
P/S
2.1×
P/B
1.2×
E/P
0.0445
FCF Yield
0.295
EBITDA/EV
0.133
SH Yield
0.027
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
22.00000000
/100 — 1=cheapest
VC2 (Trending Value)
24.00000000
/100
VC3 (Buyback)
25.00000000
/100
P/E of 60.9x is premium-priced — the market is paying up for expected growth. FCF yield of 29.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
77.0%ile
ROE
0.019
ROA
0.007
Net Margin
0.034
Op Margin
0.182
GPA
0.089
D/E
1.79
Current
0.39
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.285
Earn Growth
-0.841
Stability
1.576
lower=better
Accruals
-0.106
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
67.0%ile
6M Return
80.4%
12M Return
24.7%
12-1 Mom
-1.0%
Risk-Adj
-0.02
Vol 252d
48.1%
Vol 60d
110.3%
↑ Expanding
Max DD 12M
-36.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (110%) is expanding vs long-term (48%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.9
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 219 peers
Sector Value %ile
54.1%
Sector Quality %ile
69.1%
P/E z-score
1.34
P/B z-score
-0.08
Sector Avg OS
68.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (79th) and quality (77th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Volatility Expanding
60-day vol (110%) significantly exceeds 252-day (48%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
59.4% avg (7 factors)
Quality
D
34.5% avg (8 factors)
Momentum
C
54.3% avg (4 factors)
Risk
D
36.4% avg (1 factors)
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 | 0.900 | —8 | — | |
| Value %ile | 0.790 | —8 | — | |
| Quality %ile | 0.770 | —8 | — | |
| Momentum %ile | 0.670 | —0 | — | |
| F-Score | 7.000 | —8 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.481 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
60.87
Earnings Yield (E/P)
0.0445
Price / Sales
2.10
Price / Book
1.16
Price / Cash Flow
3.67
FCF Yield
29.5%
EBITDA / EV
13.3%
Sales Yield (1/P·S)
0.2450
Shareholder Yield
Div + net buyback / mktcap
2.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
1.9%
Return on Assets
0.7%
Net Margin
3.4%
Operating Margin
18.2%
Gross Profit / Assets
Novy-Marx GPA
8.9%
Debt / Equity
1.79
Current Ratio
0.39
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.106
External Financing
Net issuance — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
80.4%
12M Return
24.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-1.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.02
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
28.5%
Earnings Growth (YoY)
-84.1%
Earnings Stability (CV)
Lower = more stable
1.576
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
2.5%
Buyback Yield
0.1%
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
22
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
24
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
25
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