Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e586a509-bb18-42f1-9ac7-29b7446a2e5e/

CS1

Expand Energy Corporation
Chart
€80.42
Latest Week 2026-06-05
Snapshot 2026-06-07 · 0.0w · Fresh
0.98
OS Score
96.0%
Value
95.0%
Quality
53.0%
Momentum
#50.00000000
TV Rank
8/9
F-Score
0.955
QV
Strategy Eligibility
10 of 23 passing
OS Composite
OS 0.980
Trending Value
#50.00000000
Quality × Value
QV 0.955
🏛
Cornerstone Value
🌿
Cornerstone Growth
💎
Deep Value
P/E 6.0
VC2 Cheapest
VC2 6.00000000
📐
EBITDA/EV
33.0%
Veiled Value
Piotroski Bargains
F8
🔬
Quality Compounders
📈
Consistent Earners
🌱
GARP
Rev +189%
🔄
Shareholder Yield
4.7%
💰
High Yield
Div 4.0%
🚀
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
96.0%ile
P/E
6.0×
P/S
1.3×
P/B
1.0×
E/P
0.1671
FCF Yield
0.127
EBITDA/EV
0.330
SH Yield
0.047
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
6.00000000
/100
VC3 (Buyback)
6.00000000
/100
P/E of 6.0x places this firmly in deep value territory. FCF yield of 12.7% is strong — the business generates significant free cash relative to price. VC2 score of 6.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
95.0%ile
ROE
0.165
ROA
0.109
Net Margin
0.224
Op Margin
0.319
GPA
0.252
Current
1.11
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.888
Stability
0.909
lower=better
Accruals
-0.090
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
53.0%ile
Max DD 12M
-4.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
Sector Context
Energy · 19 peers
Sector Value %ile
100.0%
Sector Quality %ile
100.0%
P/E z-score
-1.14
P/B z-score
-0.96
Sector Avg OS
68.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
DY6 Devon Energy Corporation 97.0% 86.0% 76.0% 83.0%
REP Repsol, S.A. 94.0% 92.0% 31.0% 92.0%
OMV OMV Aktiengesellschaft 94.0% 88.0% 49.0% 83.0%
BPE5 BP p.l.c. 93.0% 74.0% 64.0% 87.0%
DR0 Deutsche Rohstoff AG 91.0% 80.0% 35.0% 97.0%
TOTB TotalEnergies SE 90.0% 86.0% 31.0% 88.0%
YCP ConocoPhillips 88.0% 64.0% 73.0% 81.0%
R6C0 Shell plc 88.0% 89.0% 27.0% 77.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (96th) and quality (95th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (96th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 189% with P/E of 6×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 4.7% backed by 12.7% FCF yield. Returns are well-funded.
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
92.5% avg (7 factors)
Quality
B
66.3% avg (7 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.980—1
Value %ile0.960—1
Quality %ile0.950—1
Momentum %ile0.530—0
F-Score8.000—1
Confidence0.758—1
Volatility—0
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.98
Earnings Yield (E/P)
0.1671
Price / Sales
1.34
Price / Book
0.99
Price / Cash Flow
3.28
FCF Yield
12.7%
EBITDA / EV
33.0%
Sales Yield (1/P·S)
0.6498
Shareholder Yield
Div + net buyback / mktcap
4.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.5%
Return on Assets
10.9%
Net Margin
22.4%
Operating Margin
31.9%
Gross Profit / Assets
Novy-Marx GPA
25.2%
Current Ratio
1.11
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.090
External Financing
Net issuance — lower=better
0.006
MomentumPrice trend strength over different horizons
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
188.8%
Earnings Stability (CV)
Lower = more stable
0.909
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
4.0%
Buyback Yield
0.8%
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
8
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
6
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
50
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