Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/16a9e7fa-ec9a-441c-87b5-b4afc3dc4e4a/

VST

Vistra Corp.
Chart
163.38 USD
Latest Week 2026-07-24
UtilitiesUtilities - Independent Power ProducersLARGE
Snapshot 2026-07-26 · 0.6w · Fresh
0.16
OS Score
19.0%
Value
77.0%
Quality
18.0%
Momentum
5/9
F-Score
0.382
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.5%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.5%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.78
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
19.0%ile
P/E
24.6×
P/S
3.4×
P/B
9.8×
E/P
0.0460
FCF Yield
0.107
EBITDA/EV
0.085
SH Yield
0.025
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
80.00000000
/100 — 1=cheapest
VC2 (Trending Value)
77.00000000
/100
VC3 (Buyback)
79.00000000
/100
FCF yield of 10.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
77.0%ile
ROE
0.400
ROA
0.054
Net Margin
0.138
Op Margin
0.218
GPA
0.050
D/E
6.38
Current
0.90
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.255
Earn Growth
-0.076
Stability
1.101
lower=better
Accruals
-0.059
lower=better
5yr Consist
No
ROE of 40% is exceptional. Highly leveraged with D/E of 6.38 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
18.0%ile
6M Return
2.2%
12M Return
-14.7%
12-1 Mom
-14.6%
Risk-Adj
-0.38
Vol 252d
38.3%
Vol 60d
90.1%
↑ Expanding
Max DD 12M
-33.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -15% signals a downtrend — price is moving against you. Near-term vol (90%) is expanding vs long-term (38%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.16
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities · 107 peers
Sector Value %ile
11.1%
Sector Quality %ile
88.0%
P/E z-score
-0.11
P/B z-score
2.27
Sector Avg OS
51.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
SBS Companhia de Saneamento Basico do Estado de Sao Paulo SABESP ADR 97.0% 97.0% 70.0% 87.0%
EIX Edison International 96.0% 86.0% 79.0% 86.0%
AXIA AXIA Energia 96.0% 90.0% 69.0% 93.0%
CIG Companhia Energetica de Minas Gerais CEMIG Pref ADR 95.0% 98.0% 64.0% 73.0%
ENIC Enel Chile SA ADR 94.0% 91.0% 65.0% 81.0%
ELPC Companhia Paranaense de Energia - COPEL 91.0% 96.0% 29.0% 89.0%
NGG National Grid PLC ADR 91.0% 83.0% 74.0% 69.0%
ED Consolidated Edison Inc 90.0% 79.0% 77.0% 66.0%
Factor Interactions
Leveraged Returns
Strong ROE (40%) boosted by high leverage (D/E 6.4). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (77th) but expensive (19th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (90%) significantly exceeds 252-day (38%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
48.3% avg (7 factors)
Quality
C
47.0% avg (8 factors)
Momentum
F
21.7% avg (4 factors)
Risk
C
52.8% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.160—8—
Value %ile0.190—8—
Quality %ile0.770—8—
Momentum %ile0.180—8—
F-Score5.000—0—
Confidence0.958—8—
Volatility0.383—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
24.58
Earnings Yield (E/P)
0.0460
Price / Sales
3.40
Price / Book
9.84
Price / Cash Flow
11.80
FCF Yield
10.7%
EBITDA / EV
8.5%
Sales Yield (1/P·S)
0.2111
Shareholder Yield
Div + net buyback / mktcap
2.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
40.0%
Return on Assets
5.4%
Net Margin
13.8%
Operating Margin
21.8%
Gross Profit / Assets
Novy-Marx GPA
5.0%
Debt / Equity
6.38
Current Ratio
0.90
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.059
MomentumPrice trend strength over different horizons
6M Return
2.2%
12M Return
-14.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-14.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.38
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-25.5%
Earnings Growth (YoY)
-7.6%
Earnings Stability (CV)
Lower = more stable
1.101
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.6%
Buyback Yield
1.9%
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
80
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
77
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
79
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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