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27

RUN

⚡ Energy

Sunrun Inc.

Conservative #1182Aggressive #849Moderate RiskLow 31ML↑ 19pt
$19.55-2.74%
Day High$20.34
Day Low$19.30
Volume6.1M
Mkt Cap$4.5B
52W Low $552W High $22
Market Cap
$4.7B
P/E Ratio
N/A
Rev Growth
-9.8%
Sector avg: 46.1%
Earnings Growth
-77.4%
Profit Margin
-106.5%
Sector avg: 0.4%
Debt/Equity
4.93

Why This Score

RUN scores 27.2 on the Conservative profile, blending a fundamental score (80% weight, emphasizing quality and stability (84% of fundamental weight)) with a machine-learning signal (20% weight) trained on 82 features across 30 years of data.

Risk Factors
  • Momentum reversion risk: Extreme momentum (163%) increases mean-reversion probability. 3-point penalty applied.
  • Above-average volatility (18.2%) may not suit conservative risk tolerance.
  • Elevated leverage (D/E 4.93) increases financial risk in a rising-rate environment.

Net penalties of -10.9 points significantly impact the ranking. Without these adjustments, RUN would rank considerably higher.

Score Breakdown

Overall Score27.2
Fundamental Score29.7
ML Score48.0

Score by Horizon

3 Month
31.8
6 Month
35.6
Primary
1 Year
37.4

Quality Assessment

F
Earnings Grade
Weak fundamentals or significant quality concerns
Quality Flags
Extreme leverage: D/E ratio of 4.9x — balance sheet risk
Speculative Classification
Speculative growth — negative margins and ROE with momentum-driven price action. High risk of mean reversion.
Conservative score reduced by 3 points.

Position Sizing

Suggested Allocation
4.4%
Confidence
high

Score Composition Waterfall

How each component affects the final score
Backtested Scoring Levers (IC-calibrated from 30y ElasticNet)
Weinstein (12.1%)
100
Advancing
Sentiment (2.5%)
67
Positive
Analyst (6.4%)
67
Favorable
Tradability (post-hoc)
95
Grade A
Base
27.4
SHAP
+2.5
Factors
-0.4
Conviction
-1.8
Divergence
-0.5
Final
27.2
Positive adjustment
Negative adjustment
Base blend
Final score

Signal SegmentsComputed from ML features

Fundamental (Valuation, Quality, Growth)22.0
Technical (Momentum, Weinstein, Volatility)82.0
External (Sentiment, Analyst, Macro)83.0
Scores below 50 indicate weakness in that segment relative to the universe.

Data Quality

Score
Features
Confidence
Feature Coverage89%

Growth Estimates

Short-term
-9.2% to -4.1%
Medium-term
-12.5% to -5.0%
Long-term
-15.8% to -6.0%

ML Model Core Features100 trained inputs → ML Score: 48

These features are direct inputs to the machine learning model. The model was trained on these signals alongside 100 features (including 12 momentum/technical indicators) to produce the ML percentile score.

Analyst Intelligence
Consensus Score66.9/100
Target Upside+7.2%
Coverage34 analysts
Market Sentiment
Sentiment Score67.0/100
News Volume0 articles
Technical Stage
Weinstein Stage2 — Advancing
12M Momentum+1.6%
6M Momentum+0.2%
Volatility+0.2%
Momentum & Technical
Momentum Acceleration+143.8%
Momentum ConsistencyWeak (0.12)
Relative Strength vs Sector+147.0%
Trend Strength (ADX Proxy)Strong (5.0)
Momentum Quality+1.447
Momentum BreadthBroad ✓
Macro Regime
Bull RegimeYes
High Vol RegimeNo
S&P 500 Return+25.0%
Yield Curve-0.1bp

Sector-Relative AnalysisIn-model features

Value Trap Signal
4%
Low risk
Sector RevGr Rank
P44
Revenue growth vs Energy peers
Sector PE Rank
P60
Valuation vs Energy peers
Sector FCF Rank
P12
Free cash flow vs Energy peers
Growth Deviation
-0.0σ
Z-score vs sector median
Stagnation Flag
NO
Not flagged

Analysis Signals

Scoring Factors
Fundamental score of 24 relative to sector peers24/100
Machine learning model ranks this stock at the 43th percentileP43
ML model weight reduced to 9% due to macro conditions: market in extended rally phase; yield curve inverted (recession indicator); late-cycle economic indicators detected9% ML weight
SHAP feature alignment: +2.5pt (features align with model priorities)
Blend: 91% fund (23.9) + 9% ML (42.1) + SHAP(+2.5) = 28.1
Factor quality: -0.4pt (multi-factor composite)
Risk assessment: moderate. Annualized volatility 18.2%. Max drawdown 11% (-1.3 pts)Moderate
Momentum mean-reversion: -4.2pt (163% 12m momentum)
Market cap adjustment: +0.5 points ($4.7B market cap)+0.5 pts
Conviction penalty: -1.8pt (conviction=31)
Divergence penalty: -1.3pt (ML 19pt higher)
Risk Factors
Earnings quality grade F: assessed. Score adjusted by -30 pointsGrade F
Quality concern: Non-operating gain: net margin (-106.5%) exceeds operating margin (-150.3%) by 44pp — likely one-time item; High accrual ratio (80.3%) — earnings quality concern; Extreme leverage: D/E ratio of 4.9x — balance sheet riskFlag

Sector Peer Comparison(Energy — Rank #20 of 24 stocks)

StockScoreP/ERev GrowthMarginMkt Cap
RUN27.2N/A-9.8%-106.5%$4.7B
VNOM71.918.24.0%41.8%$14.4B
FANG67.911.932.2%30.3%$48.5B
TRMD63.89.72.6%21.4%$2.8B
WFRD61.217.1-10.8%8.8%$7.3B
CHRD60.834.534.8%16.2%$5.8B
BKR57.423.5-0.3%9.3%$60.5B
CLMT50.6N/A-100.0%0.0%$2.4B
SHLS49.954.1-18.4%7.7%$1.8B
APA47.36.717.6%8.3%$10.0B
ENPH45.035.410.7%11.7%$6.1B
EXE44.733.5-45.7%-16.9%$24.8B
GLNG41.779.9-12.8%18.0%$4.7B
PTEN41.5N/A-10.3%-1.9%$3.2B
APC40.415.712.4%4.6%$11.5B
PNRG35.412.390.0%12.9%$310M
Sector Average41.129.946.1%0.4%

Market Sentimentvia FMP

Analyst Consensus
Buy34 analysts
Buy: 23Hold: 11
Price Target
$21consensus
Low $19Median $21High $26
+9.5% to consensus target

Company Overviewvia FMP

Sunrun Inc. engages in the design, development, installation, sale, ownership, and maintenance of residential solar energy systems in the United States. It also sells solar energy systems and products, such as panels and racking; and solar leads generated to customers. In addition, the company offers battery storage along with solar energy systems. Its primary customers are residential homeowners. The company markets and sells its products through direct-to-consumer approach across online, retail, mass media, digital media, canvassing, field marketing, and referral channels, as well as its partner network. Sunrun Inc. was founded in 2007 and is headquartered in San Francisco, California.

CEO
Mary Grace Powell
Employees
11,058
Beta
2.38
Industry
Solar
FMP-Identified Peers

Technical Picturecomputed from daily prices

RSI (14)
43.5
Neutral
Trend
Bullish
10-day vs 50-day MA
From 52W High
-12.9%
High: $22.44
From 52W Low
+263.4%
Low: $5.38
Moving Averages
10-Day
$19.60
Below
20-Day
$19.70
Below
50-Day
$19.10
Above
200-Day
$15.50
Above
60-Day Support
$16.49
60-Day Resistance
$21.95
Weinstein Stage Analysisbased on 200-day SMA framework
Stage 2 — AdvancingScore: 88/100

Stock is in an uptrend above the 200-day moving average. This is the stage where institutional accumulation typically occurs. The 50-day SMA provides support.

Favorable technical position; 50-day SMA acts as support
Price vs 200 SMA
+26.1%
200 SMA Slope (60d)
+29.96%
Rising
Volume Ratio
1.01x
10d avg vs 50d avg
Days in Stage
100
Confidence: 90%

Financial Statementslast 4 quarters via FMP

MetricQ3 2025Q2 2025Q1 2025Q4 2024
Revenue$725M$569M$504M$518M
Gross Profit$243M$94M$99M$97M
Operating Income$4M$-114M$-115M$-3.3B
Net Income$17M$280M$50M$-2.8B
EPS (Diluted)$0.06$1.07$0.20$-12.51
Gross Margin33.6%16.6%19.6%18.8%
Operating Margin0.5%-20.1%-22.8%-628.0%
Net Margin2.3%49.2%9.9%-542.7%

Why This Stock

Energy

Tradability FilterGrade A — 95/100Score impact: -26.0pt

Volume
100
7.2M avg/day
Dollar Vol
100
$144M/day
Float
100
224M shares
Mkt Cap
67
$4.7B
Range
100
317% spread
Composite Liquidity Score95/100
FDCBA

Growth Projection Adjustment

0.5x dampening
revenue decline

Growth estimates have been dampened based on technical and fundamental signals. This is a post-hoc adjustment to prevent overly optimistic projections for stocks showing declining momentum or deteriorating fundamentals.

Free Float
96.4%
Outstanding Shares
232M
Bid-Ask Spread
317.0%
Institutional Tradable
Yes

Scores are generated by a multi-stage ML pipeline combining fundamental analysis, ensemble predictions, and structural risk signals. All data is for research purposes only and does not constitute financial advice. Past performance does not guarantee future results.