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ENI-UN
Energy Income FundSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
25.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
17.1%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 37%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
51.0%ile
P/E
4.0×
P/B
1.0×
E/P
0.2750
FCF Yield
-0.064
EBITDA/EV
0.258
SH Yield
0.171
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
49.00000000
/100 — 1=cheapest
VC2 (Trending Value)
49.00000000
/100
VC3 (Buyback)
49.00000000
/100
P/E of 4.0x places this firmly in deep value territory. Negative FCF yield (-6.4%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
52.0%ile
ROE
0.239
ROA
0.224
Net Margin
-14.778
Op Margin
-15.841
GPA
-0.080
Current
0.52
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Accruals
0.280
lower=better
5yr Consist
No
ROE of 24% is exceptional. Accruals ratio of 0.280 is elevated — earnings quality may be lower than headline numbers suggest. F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
53.0%ile
6M Return
25.3%
12M Return
55.4%
12-1 Mom
36.9%
Risk-Adj
0.82
Vol 252d
44.9%
Vol 60d
105.9%
↑ Expanding
Max DD 12M
-20.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 37% is very strong — a clear uptrend. Near-term vol (106%) is expanding vs long-term (45%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.55
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 82 peers
Sector Value %ile
33.7%
Sector Quality %ile
53.0%
P/E z-score
-0.72
P/B z-score
-0.49
Sector Avg OS
58.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Earnings Quality Concern
ROE looks strong (24%) but high accruals (0.280) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (106%) significantly exceeds 252-day (45%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
82.3% avg (6 factors)
Quality
F
24.1% avg (7 factors)
Momentum
B
73.0% avg (4 factors)
Risk
D
41.8% 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. 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 | 0.550 | —0 | — | |
| Value %ile | 0.510 | —0 | — | |
| Quality %ile | 0.520 | —0 | — | |
| Momentum %ile | 0.530 | —0 | — | |
| F-Score | 1.000 | —1 | — | |
| Confidence | 0.704 | —1 | — | |
| Volatility | 0.449 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
4.02
Earnings Yield (E/P)
0.2750
Price / Book
0.96
FCF Yield
-6.4%
EBITDA / EV
25.8%
Shareholder Yield
Div + net buyback / mktcap
17.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.9%
Return on Assets
22.4%
Net Margin
-1477.8%
Operating Margin
-1584.1%
Gross Profit / Assets
Novy-Marx GPA
-8.0%
Current Ratio
0.52
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.280
External Financing
Net issuance — lower=better
0.105
MomentumPrice trend strength over different horizons
6M Return
25.3%
12M Return
55.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
36.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.82
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
Dividend Yield
0.0%
Buyback Yield
11.6%
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
49
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
49
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
49
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