Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/eb99b51b-ee3e-4b98-9a06-52e5bf2799d4/
GTE
Gran Tierra Energy Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.33
V
Value Analysis
Cheapness relative to fundamentals
68.0%ile
P/S
0.6×
P/B
3.4×
FCF Yield
0.182
EBITDA/EV
0.019
SH Yield
0.002
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
34.00000000
/100 — 1=cheapest
VC2 (Trending Value)
64.00000000
/100
VC3 (Buyback)
23.00000000
/100
FCF yield of 18.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
25.0%ile
ROE
-2.690
ROA
-0.179
Net Margin
-0.485
Op Margin
-0.047
GPA
0.200
Current
0.53
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.040
Stability
0.998
lower=better
Accruals
-0.432
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
79.0%ile
6M Return
64.4%
12M Return
62.6%
12-1 Mom
91.7%
Risk-Adj
1.33
Vol 252d
69.2%
Vol 60d
161.8%
↑ Expanding
Max DD 12M
-42.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 92% is very strong — a clear uptrend. Near-term vol (162%) is expanding vs long-term (69%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.73
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 94 peers
Sector Value %ile
63.2%
Sector Quality %ile
36.8%
P/B z-score
0.16
Sector Avg OS
54.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (68th value) but weak quality (25th). Classic value trap risk.
Volatility Expanding
60-day vol (162%) significantly exceeds 252-day (69%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
56.2% avg (5 factors)
Quality
F
20.3% avg (7 factors)
Momentum
A
89.5% avg (4 factors)
Risk
F
1.3% avg (1 factors)
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 | 0.730 | —1 | — | |
| Value %ile | 0.680 | —0 | — | |
| Quality %ile | 0.250 | —1 | — | |
| Momentum %ile | 0.790 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.879 | —1 | — | |
| Volatility | 0.692 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.62
Price / Book
3.45
Price / Cash Flow
0.91
FCF Yield
18.2%
EBITDA / EV
1.9%
Sales Yield (1/P·S)
0.6921
Shareholder Yield
Div + net buyback / mktcap
0.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-269.0%
Return on Assets
-17.9%
Net Margin
-48.5%
Operating Margin
-4.7%
Gross Profit / Assets
Novy-Marx GPA
20.0%
Current Ratio
0.53
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.432
External Financing
Net issuance — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
64.4%
12M Return
62.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
91.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.33
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-4.0%
Earnings Stability (CV)
Lower = more stable
0.998
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
Buyback Yield
0.2%
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
34
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
64
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
23
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