Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f75667af-b2d2-4659-8a86-87050870c076/
EXE
Expand Energy CorporationSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
✗
◆
Quality × Value
QV 0.970
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 6.9
◇
VC2 Cheapest
VC2 4.00000000
📐
EBITDA/EV
28.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
ROE 17%
📈
Consistent Earners
✗
🌱
GARP
Rev +164%
🔄
Shareholder Yield
3.4%
💰
High Yield
Div 3.4%
🚀
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
97.0%ile
P/E
6.9×
P/S
1.6×
P/B
1.1×
E/P
0.1456
FCF Yield
0.355
EBITDA/EV
0.284
SH Yield
0.034
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
5.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 6.9x places this firmly in deep value territory. FCF yield of 35.5% is strong — the business generates significant free cash relative to price. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.165
ROA
0.109
Net Margin
0.229
Op Margin
0.292
GPA
0.255
D/E
0.51
Current
1.11
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.638
Stability
2.155
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
13.0%ile
6M Return
-24.2%
12M Return
-19.0%
12-1 Mom
-16.1%
Risk-Adj
-0.51
Vol 252d
31.9%
Vol 60d
70.6%
↑ Expanding
Max DD 12M
-24.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -16% signals a downtrend — price is moving against you. Near-term vol (71%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.9
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 226 peers
Sector Value %ile
99.1%
Sector Quality %ile
97.4%
P/E z-score
-0.75
P/B z-score
-0.07
Sector Avg OS
71.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (97th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (97th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 164% with P/E of 7×. Growth isn't fully priced in.
Falling Knife
Weak momentum (13th) despite looking cheap (97th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (71%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
89.3% avg (7 factors)
Quality
B
68.9% avg (8 factors)
Momentum
F
10.9% avg (4 factors)
Risk
B
63.5% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.900 | —1 | — | |
| Value %ile | 0.970 | —1 | — | |
| Quality %ile | 0.970 | —1 | — | |
| Momentum %ile | 0.130 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.319 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.87
Earnings Yield (E/P)
0.1456
Price / Sales
1.57
Price / Book
1.13
Price / Cash Flow
3.78
FCF Yield
35.5%
EBITDA / EV
28.4%
Sales Yield (1/P·S)
0.5637
Shareholder Yield
Div + net buyback / mktcap
3.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.5%
Return on Assets
10.9%
Net Margin
22.9%
Operating Margin
29.2%
Gross Profit / Assets
Novy-Marx GPA
25.5%
Debt / Equity
0.51
Current Ratio
1.11
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.090
MomentumPrice trend strength over different horizons
6M Return
-24.2%
12M Return
-19.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-16.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.51
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
163.8%
Earnings Stability (CV)
Lower = more stable
2.155
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
3.4%
Buyback Yield
0.0%
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
5
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
83
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