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DUK

Duke Energy Corporation
Chart
$124.22
Latest Week 2026-06-05
UtilitiesUtilities - Regulated ElectricLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.77
OS Score
69.0%
Value
82.0%
Quality
31.0%
Momentum
6/9
F-Score
0.752
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.752
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
6.7%
💰
High Yield
Div 6.7%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 15%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
69.0%ile
P/E
18.8×
P/S
2.9×
P/B
1.8×
E/P
0.0531
FCF Yield
0.160
EBITDA/EV
0.086
SH Yield
0.067
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
32.00000000
/100 — 1=cheapest
VC2 (Trending Value)
25.00000000
/100
VC3 (Buyback)
24.00000000
/100
FCF yield of 16.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
82.0%ile
ROE
0.094
ROA
0.026
Net Margin
0.154
Op Margin
0.288
GPA
0.098
D/E
2.60
Current
0.66
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.076
Earn Growth
0.085
Stability
0.179
lower=better
Accruals
-0.033
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 2.60 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
31.0%ile
6M Return
8.4%
12M Return
11.6%
12-1 Mom
10.5%
Risk-Adj
0.68
Vol 252d
15.5%
Vol 60d
37.4%
↑ Expanding
Max DD 12M
-9.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (37%) is expanding vs long-term (15%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.77
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities · 109 peers
Sector Value %ile
60.9%
Sector Quality %ile
88.2%
P/E z-score
-0.12
P/B z-score
-0.23
Sector Avg OS
56.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AXIA AXIA Energia 98.0% 96.0% 77.0% 92.0%
EIX Edison International 97.0% 90.0% 85.0% 82.0%
EBR-B Centrais Elétricas Brasileiras S.A. - Eletrobrás 97.0% 93.0% 77.0% 87.0%
ENIC Enel Chile SA ADR 95.0% 92.0% 79.0% 74.0%
AES The AES Corporation 95.0% 87.0% 76.0% 82.0%
CMSA CMS Energy Corporation 5.6% JRSUB NT 78 93.0% 98.0% 90.0% 29.0%
FTS Fortis Inc 92.0% 77.0% 87.0% 71.0%
NGG National Grid PLC ADR 92.0% 81.0% 78.0% 71.0%
Factor Interactions
Strong Capital Return
Shareholder yield 6.7% backed by 16.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (37%) significantly exceeds 252-day (15%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.2% avg (7 factors)
Quality
D
42.4% avg (8 factors)
Momentum
C
45.9% avg (4 factors)
Risk
A
90.9% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.770—1—
Value %ile0.690—0—
Quality %ile0.820—1—
Momentum %ile0.310—0—
F-Score6.000—0—
Confidence1.000—1—
Volatility0.155—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.83
Earnings Yield (E/P)
0.0531
Price / Sales
2.91
Price / Book
1.78
Price / Cash Flow
8.28
FCF Yield
16.0%
EBITDA / EV
8.6%
Sales Yield (1/P·S)
0.1801
Shareholder Yield
Div + net buyback / mktcap
6.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.4%
Return on Assets
2.6%
Net Margin
15.4%
Operating Margin
28.8%
Gross Profit / Assets
Novy-Marx GPA
9.8%
Debt / Equity
2.60
Current Ratio
0.66
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.033
MomentumPrice trend strength over different horizons
6M Return
8.4%
12M Return
11.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
10.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.68
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.6%
Earnings Growth (YoY)
8.5%
Earnings Stability (CV)
Lower = more stable
0.179
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
6.7%
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
32
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
25
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
24
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