Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7ed6cab7-52ee-4141-a122-0221e835c4fa/
NGL
NGL Energy Partners LPSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.840
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.4%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.0%
💰
High Yield
Div 6.0%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 75th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 5.47
V
Value Analysis
Cheapness relative to fundamentals
75.0%ile
P/S
0.6×
P/B
74.6×
FCF Yield
0.136
EBITDA/EV
0.124
SH Yield
0.060
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
24.00000000
/100 — 1=cheapest
VC2 (Trending Value)
18.00000000
/100
VC3 (Buyback)
18.00000000
/100
FCF yield of 13.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
24.0%ile
ROE
-6.955
ROA
-0.043
Net Margin
-0.057
Op Margin
0.122
GPA
0.179
D/E
161.41
Current
1.05
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.319
Stability
7.181
lower=better
Accruals
-0.158
lower=better
5yr Consist
No
Highly leveraged with D/E of 161.41 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
98.0%ile
6M Return
55.8%
12M Return
300.5%
12-1 Mom
329.7%
Risk-Adj
5.47
Vol 252d
60.3%
Vol 60d
145.4%
↑ Expanding
Max DD 12M
-16.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 330% is very strong — a clear uptrend. Risk-adjusted momentum of 5.47 is excellent — strong returns relative to volatility. Near-term vol (145%) is expanding vs long-term (60%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.84
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 226 peers
Sector Value %ile
52.0%
Sector Quality %ile
18.9%
P/B z-score
0.06
Sector Avg OS
71.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (75th value) with strong momentum (98th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (75th value) but weak quality (24th). Classic value trap risk.
Strong Capital Return
Shareholder yield 6.0% backed by 13.6% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (98th) but high volatility (60%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (145%) significantly exceeds 252-day (60%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.6% avg (5 factors)
Quality
F
25.9% avg (8 factors)
Momentum
A
100.0% avg (4 factors)
Risk
F
16.1% 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. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. 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 | 0.840 | —1 | — | |
| Value %ile | 0.750 | —1 | — | |
| Quality %ile | 0.240 | —1 | — | |
| Momentum %ile | 0.980 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.879 | —1 | — | |
| Volatility | 0.603 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.61
Price / Book
74.62
Price / Cash Flow
4.02
FCF Yield
13.6%
EBITDA / EV
12.4%
Sales Yield (1/P·S)
0.6078
Shareholder Yield
Div + net buyback / mktcap
6.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-695.5%
Return on Assets
-4.3%
Net Margin
-5.7%
Operating Margin
12.2%
Gross Profit / Assets
Novy-Marx GPA
17.9%
Debt / Equity
161.41
Current Ratio
1.05
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.158
MomentumPrice trend strength over different horizons
6M Return
55.8%
12M Return
300.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
329.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
5.47
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-31.9%
Earnings Stability (CV)
Lower = more stable
7.181
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
6.0%
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
24
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
18
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
18
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