Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8860795b-a05d-429e-b4f1-427400eed015/

GEL

Genesis Energy LP
Chart
14.64 USD
Latest Week 2026-07-17
EnergyOil & Gas MidstreamSMALL
Snapshot 2026-07-19 · 0.6w · Fresh
0.63
OS Score
66.0%
Value
68.0%
Quality
19.0%
Momentum
4/9
F-Score
0.670
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.670
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.8%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
12.4%
💰
High Yield
Div 4.7%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.65
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
66.0%ile
P/E
50.5×
P/S
1.1×
P/B
26.2×
E/P
0.0641
FCF Yield
0.083
EBITDA/EV
0.108
SH Yield
0.124
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
67.00000000
/100 — 1=cheapest
VC2 (Trending Value)
30.00000000
/100
VC3 (Buyback)
30.00000000
/100
P/E of 50.5x is premium-priced — the market is paying up for expected growth. FCF yield of 8.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
0.519
ROA
0.007
Net Margin
0.021
Op Margin
0.207
GPA
0.078
D/E
62.91
Current
0.98
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.260
Stability
2.597
lower=better
Accruals
-0.059
lower=better
5yr Consist
No
ROE of 52% is exceptional. Highly leveraged with D/E of 62.91 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
19.0%ile
6M Return
-12.8%
12M Return
-10.1%
12-1 Mom
-11.1%
Risk-Adj
-0.46
Vol 252d
23.9%
Vol 60d
50.7%
↑ Expanding
Max DD 12M
-21.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -11% signals a downtrend — price is moving against you. Near-term vol (51%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.63
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy · 218 peers
Sector Value %ile
34.2%
Sector Quality %ile
60.7%
P/E z-score
0.96
P/B z-score
-0.03
Sector Avg OS
69.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
APA APA Corporation 99.0% 95.0% 96.0% 92.0%
NBR Nabors Industries Ltd. 99.0% 96.0% 94.0% 97.0%
PBR Petroleo Brasileiro Petrobras SA ADR 99.0% 96.0% 91.0% 86.0%
TRMD Torm PLC Class A 98.0% 94.0% 79.0% 90.0%
TK Teekay Corporation 98.0% 98.0% 76.0% 86.0%
INSW International Seaways Inc 98.0% 90.0% 90.0% 96.0%
SD SandRidge Energy Inc 98.0% 96.0% 93.0% 81.0%
STNG Scorpio Tankers Inc 98.0% 95.0% 85.0% 91.0%
Factor Interactions
Falling Knife
Weak momentum (19th) despite looking cheap (66th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 12.4% backed by 8.3% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (52%) boosted by high leverage (D/E 62.9). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
52.2% avg (7 factors)
Quality
D
39.9% avg (8 factors)
Momentum
F
18.9% avg (4 factors)
Risk
A
76.8% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.630—0—
Value %ile0.660—0—
Quality %ile0.680—0—
Momentum %ile0.190—7—
F-Score4.000—7—
Confidence0.881—7—
Volatility0.239—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
50.54
Earnings Yield (E/P)
0.0641
Price / Sales
1.07
Price / Book
26.22
Price / Cash Flow
5.59
FCF Yield
8.3%
EBITDA / EV
10.8%
Sales Yield (1/P·S)
0.3090
Shareholder Yield
Div + net buyback / mktcap
12.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
51.9%
Return on Assets
0.7%
Net Margin
2.1%
Operating Margin
20.7%
Gross Profit / Assets
Novy-Marx GPA
7.8%
Debt / Equity
62.91
Current Ratio
0.98
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.059
MomentumPrice trend strength over different horizons
6M Return
-12.8%
12M Return
-10.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-11.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.46
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-26.0%
Earnings Stability (CV)
Lower = more stable
2.597
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
4.7%
Buyback Yield
7.7%
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
67
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
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity