Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/73bb3185-c8cd-4e38-a552-c59e28d653c6/

ENPH

Enphase Energy Inc
Chart
37.54 USD
Latest Week 2026-07-31
TechnologySolarMID
Snapshot 2026-07-26 · 0.9w · Fresh
0.13
OS Score
7.0%
Value
72.0%
Quality
34.0%
Momentum
6/9
F-Score
0.224
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 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
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.76
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
7.0%ile
P/E
35.8×
P/S
3.5×
P/B
4.4×
E/P
0.0299
FCF Yield
0.048
EBITDA/EV
0.046
SH Yield
0.004
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
92.00000000
/100 — 1=cheapest
VC2 (Trending Value)
93.00000000
/100
VC3 (Buyback)
91.00000000
/100
P/E of 35.8x is premium-priced — the market is paying up for expected growth. VC2 score of 93.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
72.0%ile
ROE
0.122
ROA
0.050
Net Margin
0.096
Op Margin
0.106
GPA
0.227
D/E
1.47
Current
3.80
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.016
Earn Growth
-0.091
Stability
0.698
lower=better
Accruals
-0.021
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
34.0%ile
6M Return
-7.0%
12M Return
3.6%
12-1 Mom
34.4%
Risk-Adj
0.42
Vol 252d
81.7%
Vol 60d
199.2%
↑ Expanding
Max DD 12M
-46.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 34% is very strong — a clear uptrend. Near-term vol (199%) is expanding vs long-term (82%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.13
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 500 peers
Sector Value %ile
14.2%
Sector Quality %ile
64.1%
P/E z-score
-0.08
P/B z-score
-0.08
Sector Avg OS
51.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ERIC Telefonaktiebolaget LM Ericsson B ADR 99.0% 99.0% 93.0% 78.0%
ASX ASE Industrial Holding Co Ltd ADR 99.0% 98.0% 84.0% 98.0%
UMC United Microelectronics 99.0% 99.0% 80.0% 97.0%
TSM Taiwan Semiconductor Manufacturing 99.0% 98.0% 98.0% 90.0%
TOYO TOYO Co., Ltd Ordinary Shares 99.0% 97.0% 97.0% 82.0%
CCSI Consensus Cloud Solutions Inc 98.0% 87.0% 98.0% 91.0%
PLAB Photronics Inc 98.0% 94.0% 86.0% 86.0%
VISN CommScope Holding Company, Inc. 98.0% 95.0% 77.0% 98.0%
Factor Interactions
Quality at a Premium
High quality (72th) but expensive (7th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (199%) significantly exceeds 252-day (82%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
38.0% avg (7 factors)
Quality
C
53.8% avg (8 factors)
Momentum
C
45.2% avg (4 factors)
Risk
F
0.0% 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
FactorCurrentStreakTrendSpark
OS Composite0.130—5—
Value %ile0.070—8—
Quality %ile0.720—8—
Momentum %ile0.340—0—
F-Score6.000—0—
Confidence0.929—8—
Volatility0.817—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
35.83
Earnings Yield (E/P)
0.0299
Price / Sales
3.46
Price / Book
4.39
Price / Cash Flow
25.32
FCF Yield
4.8%
EBITDA / EV
4.6%
Sales Yield (1/P·S)
0.2827
Shareholder Yield
Div + net buyback / mktcap
0.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.2%
Return on Assets
5.0%
Net Margin
9.6%
Operating Margin
10.6%
Gross Profit / Assets
Novy-Marx GPA
22.7%
Debt / Equity
1.47
Current Ratio
3.80
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.021
External Financing
Net issuance — lower=better
0.014
MomentumPrice trend strength over different horizons
6M Return
-7.0%
12M Return
3.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
34.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.42
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.6%
Earnings Growth (YoY)
-9.1%
Earnings Stability (CV)
Lower = more stable
0.698
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Buyback Yield
0.4%
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
92
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
93
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
91
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
Show all
Op Income
OCF
CapEx
Equity