Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d427f760-09cd-4f9e-8edd-e60061f18926/
SGY
Surge Energy Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.768
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
16.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.5%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 85%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 82th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.61
V
Value Analysis
Cheapness relative to fundamentals
82.0%ile
P/E
137.6×
P/S
1.7×
P/B
1.5×
E/P
0.0738
FCF Yield
0.075
EBITDA/EV
0.169
SH Yield
0.055
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
25.00000000
/100 — 1=cheapest
VC2 (Trending Value)
21.00000000
/100
VC3 (Buyback)
22.00000000
/100
P/E of 137.6x is premium-priced — the market is paying up for expected growth. FCF yield of 7.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
72.0%ile
ROE
0.011
ROA
0.005
Net Margin
0.013
Op Margin
0.157
GPA
0.222
Current
0.58
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.129
Stability
6.711
lower=better
Accruals
-0.172
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
38.8%
12M Return
93.1%
12-1 Mom
85.2%
Risk-Adj
2.61
Vol 252d
32.7%
Vol 60d
69.6%
↑ Expanding
Max DD 12M
-12.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 85% is very strong — a clear uptrend. Risk-adjusted momentum of 2.61 is excellent — strong returns relative to volatility. Near-term vol (70%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 94 peers
Sector Value %ile
78.9%
Sector Quality %ile
76.8%
P/E z-score
0.61
P/B z-score
-0.44
Sector Avg OS
53.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (82th) and quality (72th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (82th value) with strong momentum (85th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 5.5% backed by 7.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (70%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
64.5% avg (7 factors)
Quality
D
33.4% avg (7 factors)
Momentum
A
94.0% avg (4 factors)
Risk
B
62.2% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —1 | — | |
| Value %ile | 0.820 | —1 | — | |
| Quality %ile | 0.720 | —1 | — | |
| Momentum %ile | 0.850 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.327 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
137.59
Earnings Yield (E/P)
0.0738
Price / Sales
1.75
Price / Book
1.45
Price / Cash Flow
4.16
FCF Yield
7.5%
EBITDA / EV
16.9%
Sales Yield (1/P·S)
0.4696
Shareholder Yield
Div + net buyback / mktcap
5.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
1.1%
Return on Assets
0.5%
Net Margin
1.3%
Operating Margin
15.7%
Gross Profit / Assets
Novy-Marx GPA
22.2%
Current Ratio
0.58
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.172
MomentumPrice trend strength over different horizons
6M Return
38.8%
12M Return
93.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
85.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.61
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-12.9%
Earnings Stability (CV)
Lower = more stable
6.711
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
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
25
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
21
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
22
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity