Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/759b543e-ef0a-4512-8587-20d6f32a966b/
CVI
CVR Energy IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
OS 0.820
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.1%
◐
Veiled Value
Yes
▣
Piotroski Bargains
F8
🔬
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
✗
V
Value Analysis
Cheapness relative to fundamentals
78.0%ile
P/S
0.4×
P/B
6.2×
FCF Yield
0.193
EBITDA/EV
0.081
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
28.00000000
/100 — 1=cheapest
VC2 (Trending Value)
68.00000000
/100
VC3 (Buyback)
68.00000000
/100
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
23.0%ile
ROE
-0.078
ROA
-0.011
Net Margin
-0.006
Op Margin
-0.006
GPA
0.028
D/E
5.81
Current
1.44
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.014
Stability
6.021
lower=better
Accruals
-0.153
lower=better
5yr Consist
No
Highly leveraged with D/E of 5.81 — returns are being amplified by debt. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
83.0%ile
6M Return
0.6%
12M Return
43.8%
12-1 Mom
45.1%
Risk-Adj
0.84
Vol 252d
53.9%
Vol 60d
123.4%
↑ Expanding
Max DD 12M
-47.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 45% is very strong — a clear uptrend. Near-term vol (123%) is expanding vs long-term (54%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.82
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 226 peers
Sector Value %ile
55.1%
Sector Quality %ile
17.6%
P/B z-score
-0.07
Sector Avg OS
71.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (78th value) with strong momentum (83th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (78th). Strong fundamental improvement in a cheap stock.
Cheap for a Reason?
Looks cheap (78th value) but weak quality (23th). Classic value trap risk.
Hot but Volatile
Strong momentum (83th) but high volatility (54%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (123%) significantly exceeds 252-day (54%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
54.9% avg (5 factors)
Quality
F
21.3% avg (8 factors)
Momentum
B
64.9% avg (4 factors)
Risk
F
26.8% 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 | 0.820 | —1 | — | |
| Value %ile | 0.780 | —1 | — | |
| Quality %ile | 0.230 | —1 | — | |
| Momentum %ile | 0.830 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.539 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.44
Price / Book
6.19
Price / Cash Flow
6.09
FCF Yield
19.3%
EBITDA / EV
8.1%
Sales Yield (1/P·S)
1.6413
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-7.8%
Return on Assets
-1.1%
Net Margin
-0.6%
Operating Margin
-0.6%
Gross Profit / Assets
Novy-Marx GPA
2.8%
Debt / Equity
5.81
Current Ratio
1.44
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.153
MomentumPrice trend strength over different horizons
6M Return
0.6%
12M Return
43.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
45.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.84
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.4%
Earnings Stability (CV)
Lower = more stable
6.021
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
0.0%
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
28
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
68
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
68
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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