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ENO
Entergy New Orleans LLC PrefSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
✗
◆
Quality × Value
QV 0.884
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.0
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 2
📐
EBITDA/EV
134.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +100%
🔄
Shareholder Yield
3.2%
💰
High Yield
Div 3.2%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
Val 99%
🛡
Low Volatility
Vol 8%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
99.0%ile
P/E
0.1×
P/S
0.0×
P/B
0.3×
E/P
0.8287
FCF Yield
0.304
EBITDA/EV
1.342
SH Yield
0.032
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
1.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 0.1x places this firmly in deep value territory. FCF yield of 30.4% 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
79.0%ile
ROE
2.901
ROA
0.868
Net Margin
0.134
Op Margin
0.193
GPA
4.371
D/E
2.34
Current
0.97
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
1.000
Earn Growth
0.216
Stability
0.672
lower=better
Accruals
0.565
lower=better
5yr Consist
No
ROE of 290% is exceptional. Highly leveraged with D/E of 2.34 — returns are being amplified by debt. Accruals ratio of 0.565 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
28.0%ile
6M Return
-3.5%
12M Return
2.8%
12-1 Mom
2.9%
Risk-Adj
0.37
Vol 252d
7.8%
Vol 60d
14.0%
↑ Expanding
Max DD 12M
-6.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (14%) is expanding vs long-term (8%) — 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
Utilities
· 107 peers
Sector Value %ile
100.0%
Sector Quality %ile
92.6%
P/E z-score
-0.20
P/B z-score
-0.73
Sector Avg OS
51.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (99th) and quality (79th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 100% with P/E of 0×. Growth isn't fully priced in.
Leveraged Returns
Strong ROE (290%) boosted by high leverage (D/E 2.3). Returns look good but come with balance sheet risk.
Earnings Quality Concern
ROE looks strong (290%) but high accruals (0.565) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (14%) significantly exceeds 252-day (8%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
92.4% avg (7 factors)
Quality
B
61.4% avg (8 factors)
Momentum
D
35.2% avg (4 factors)
Risk
A
100.0% 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
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.900 | —7 | — | |
| Value %ile | 0.990 | —7 | — | |
| Quality %ile | 0.790 | —2 | — | |
| Momentum %ile | 0.280 | —3 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.078 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
0.10
Earnings Yield (E/P)
0.8287
Price / Sales
0.01
Price / Book
0.29
Price / Cash Flow
0.29
FCF Yield
30.4%
EBITDA / EV
134.2%
Sales Yield (1/P·S)
4.3037
Shareholder Yield
Div + net buyback / mktcap
3.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
290.1%
Return on Assets
86.8%
Net Margin
13.4%
Operating Margin
19.3%
Gross Profit / Assets
Novy-Marx GPA
437.1%
Debt / Equity
2.34
Current Ratio
0.97
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.565
MomentumPrice trend strength over different horizons
6M Return
-3.5%
12M Return
2.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
2.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.37
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
100.0%
Earnings Growth (YoY)
21.6%
Earnings Stability (CV)
Lower = more stable
0.672
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
3.2%
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
1
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
53
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