Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ce0d9dcb-595e-45f4-9a62-c82e0911453f/
CVX
Chevron CorpSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
6.0%
💰
High Yield
Div 3.6%
🚀
Momentum Leaders
12-1 15%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.75
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
33.0%ile
P/E
35.2×
P/S
2.1×
P/B
2.1×
E/P
0.0449
FCF Yield
0.112
EBITDA/EV
0.096
SH Yield
0.060
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
69.00000000
/100 — 1=cheapest
VC2 (Trending Value)
34.00000000
/100
VC3 (Buyback)
66.00000000
/100
P/E of 35.2x is premium-priced — the market is paying up for expected growth. FCF yield of 11.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
27.0%ile
ROE
0.060
ROA
0.033
Net Margin
0.059
Op Margin
0.105
GPA
0.143
D/E
0.76
Current
1.09
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.037
Earn Growth
-0.297
Stability
0.251
lower=better
Accruals
-0.061
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
73.0%ile
6M Return
19.1%
12M Return
31.1%
12-1 Mom
15.1%
Risk-Adj
0.66
Vol 252d
22.9%
Vol 60d
53.6%
↑ Expanding
Max DD 12M
-19.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (54%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.33
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 219 peers
Sector Value %ile
20.5%
Sector Quality %ile
28.6%
P/E z-score
0.38
P/B z-score
-0.07
Sector Avg OS
68.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 6.0% backed by 11.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (54%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
64.2% avg (7 factors)
Quality
D
41.5% avg (8 factors)
Momentum
C
56.0% avg (4 factors)
Risk
A
78.6% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.330 | —0 | — | |
| Value %ile | 0.330 | —0 | — | |
| Quality %ile | 0.270 | —8 | — | |
| Momentum %ile | 0.730 | —2 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.229 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
35.24
Earnings Yield (E/P)
0.0449
Price / Sales
2.09
Price / Book
2.11
Price / Cash Flow
12.48
FCF Yield
11.2%
EBITDA / EV
9.6%
Sales Yield (1/P·S)
0.4286
Shareholder Yield
Div + net buyback / mktcap
6.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.0%
Return on Assets
3.3%
Net Margin
5.9%
Operating Margin
10.5%
Gross Profit / Assets
Novy-Marx GPA
14.3%
Debt / Equity
0.76
Current Ratio
1.09
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.061
External Financing
Net issuance — lower=better
0.037
MomentumPrice trend strength over different horizons
6M Return
19.1%
12M Return
31.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
15.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.66
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-3.7%
Earnings Growth (YoY)
-29.7%
Earnings Stability (CV)
Lower = more stable
0.251
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
3.6%
Buyback Yield
2.4%
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
69
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
34
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
66
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
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Op Income
OCF
CapEx
Equity