Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/224359e1-867e-4b1f-9174-b2723a78fea1/
ELPC
Companhia Paranaense de Energia - COPELSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.910
↗
Trending Value
#13
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 3.2
◇
VC2 Cheapest
VC2 2
📐
EBITDA/EV
24.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
16.5%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 56%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.73
⚡
Risk-Adj Momentum
RAM 1.73
V
Value Analysis
Cheapness relative to fundamentals
96.0%ile
P/E
3.2×
P/S
0.3×
P/B
0.4×
E/P
0.1895
FCF Yield
0.080
EBITDA/EV
0.245
SH Yield
0.165
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 3.2x places this firmly in deep value territory. FCF yield of 8.0% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
28.0%ile
ROE
0.114
ROA
0.043
Net Margin
0.100
Op Margin
0.189
GPA
0.110
D/E
1.64
Current
1.37
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.508
Earn Growth
-0.077
Stability
0.413
lower=better
Accruals
0.011
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
87.0%ile
6M Return
28.8%
12M Return
59.2%
12-1 Mom
55.8%
Risk-Adj
1.73
Vol 252d
32.2%
Vol 60d
75.1%
↑ Expanding
Max DD 12M
-14.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 56% is very strong — a clear uptrend. Risk-adjusted momentum of 1.73 is excellent — strong returns relative to volatility. Near-term vol (75%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.91
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities
· 107 peers
Sector Value %ile
96.3%
Sector Quality %ile
22.2%
P/E z-score
-0.19
P/B z-score
-0.71
Sector Avg OS
51.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (96th value) with strong momentum (87th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (96th value) but weak quality (28th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 51% with P/E of 3×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 16.5% backed by 8.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (75%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
95.9% avg (7 factors)
Quality
D
43.0% avg (8 factors)
Momentum
A
85.2% avg (4 factors)
Risk
B
63.0% 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. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.910 | —7 | — | |
| Value %ile | 0.960 | —7 | — | |
| Quality %ile | 0.280 | —2 | — | |
| Momentum %ile | 0.870 | —7 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.322 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.16
Earnings Yield (E/P)
0.1895
Price / Sales
0.31
Price / Book
0.36
Price / Cash Flow
4.30
FCF Yield
8.0%
EBITDA / EV
24.5%
Sales Yield (1/P·S)
1.0051
Shareholder Yield
Div + net buyback / mktcap
16.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.4%
Return on Assets
4.3%
Net Margin
10.0%
Operating Margin
18.9%
Gross Profit / Assets
Novy-Marx GPA
11.0%
Debt / Equity
1.64
Current Ratio
1.37
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.011
External Financing
Net issuance — lower=better
0.020
MomentumPrice trend strength over different horizons
6M Return
28.8%
12M Return
59.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
55.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.73
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
50.8%
Earnings Growth (YoY)
-7.7%
Earnings Stability (CV)
Lower = more stable
0.413
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
1.6%
Buyback Yield
14.8%
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
3
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
13
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