Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/29d10ec4-526f-4865-ab6e-29d28a24cb2f/
DUK
Duke Energy CorporationSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.734
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
3.4%
💰
High Yield
Div 3.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 16%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.95
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
70.0%ile
P/E
19.0×
P/S
2.9×
P/B
1.8×
E/P
0.0513
FCF Yield
0.156
EBITDA/EV
0.085
SH Yield
0.034
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
33.00000000
/100 — 1=cheapest
VC2 (Trending Value)
31.00000000
/100
VC3 (Buyback)
34.00000000
/100
FCF yield of 15.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
77.0%ile
ROE
0.094
ROA
0.026
Net Margin
0.154
Op Margin
0.292
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
32.0%ile
6M Return
7.0%
12M Return
9.6%
12-1 Mom
8.6%
Risk-Adj
0.53
Vol 252d
16.2%
Vol 60d
38.6%
↑ Expanding
Max DD 12M
-9.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (39%) is expanding vs long-term (16%) — 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
· 107 peers
Sector Value %ile
64.8%
Sector Quality %ile
88.0%
P/E z-score
-0.13
P/B z-score
-0.29
Sector Avg OS
51.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (70th) and quality (77th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Volatility Expanding
60-day vol (39%) significantly exceeds 252-day (16%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
65.6% avg (7 factors)
Quality
D
42.5% avg (8 factors)
Momentum
D
43.3% avg (4 factors)
Risk
A
89.7% 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 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 | 0.770 | —7 | — | |
| Value %ile | 0.700 | —1 | — | |
| Quality %ile | 0.770 | —7 | — | |
| Momentum %ile | 0.320 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.162 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.96
Earnings Yield (E/P)
0.0513
Price / Sales
2.93
Price / Book
1.79
Price / Cash Flow
8.34
FCF Yield
15.6%
EBITDA / EV
8.5%
Sales Yield (1/P·S)
0.1757
Shareholder Yield
Div + net buyback / mktcap
3.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.4%
Return on Assets
2.6%
Net Margin
15.4%
Operating Margin
29.2%
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
External Financing
Net issuance — lower=better
0.000
MomentumPrice trend strength over different horizons
6M Return
7.0%
12M Return
9.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
8.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.53
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
3.4%
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
33
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
31
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
34
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