Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/54e2406d-c479-4609-a823-477a934c93fb/

MGEE

MGE Energy Inc
Chart
$75.66
Latest Week 2026-06-05
UtilitiesUtilities - Regulated ElectricMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.72
OS Score
67.0%
Value
91.0%
Quality
15.0%
Momentum
6/9
F-Score
0.781
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.781
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
2.5%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
67.0%ile
P/E
19.4×
P/S
3.6×
P/B
2.1×
E/P
0.0515
FCF Yield
0.179
EBITDA/EV
0.085
SH Yield
0.025
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
70.00000000
/100 — 1=cheapest
VC2 (Trending Value)
33.00000000
/100
VC3 (Buyback)
33.00000000
/100
FCF yield of 17.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.106
ROA
0.045
Net Margin
0.186
Op Margin
0.259
GPA
0.186
D/E
1.36
Current
1.15
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.089
Earn Growth
0.112
Stability
0.324
lower=better
Accruals
-0.039
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
15.0%ile
6M Return
-3.3%
12M Return
-12.7%
12-1 Mom
-15.5%
Risk-Adj
-0.83
Vol 252d
18.7%
Vol 60d
43.5%
↑ Expanding
Max DD 12M
-17.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -16% signals a downtrend — price is moving against you. Near-term vol (44%) is expanding vs long-term (19%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.72
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities · 109 peers
Sector Value %ile
60.0%
Sector Quality %ile
99.1%
P/E z-score
-0.12
P/B z-score
-0.17
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%
EBR-B Centrais Elétricas Brasileiras S.A. - Eletrobrás 97.0% 93.0% 77.0% 87.0%
EIX Edison International 97.0% 90.0% 85.0% 82.0%
AES The AES Corporation 95.0% 87.0% 76.0% 82.0%
ENIC Enel Chile SA ADR 95.0% 92.0% 79.0% 74.0%
CMSA CMS Energy Corporation 5.6% JRSUB NT 78 93.0% 98.0% 90.0% 29.0%
NGG National Grid PLC ADR 92.0% 81.0% 78.0% 71.0%
FTS Fortis Inc 92.0% 77.0% 87.0% 71.0%
Factor Interactions
Falling Knife
Weak momentum (15th) despite looking cheap (67th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (44%) significantly exceeds 252-day (19%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.9% avg (7 factors)
Quality
C
53.1% avg (8 factors)
Momentum
F
17.4% avg (4 factors)
Risk
A
85.5% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.720—1—
Value %ile0.670—0—
Quality %ile0.910—1—
Momentum %ile0.150—1—
F-Score6.000—0—
Confidence1.000—1—
Volatility0.187—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
19.41
Earnings Yield (E/P)
0.0515
Price / Sales
3.61
Price / Book
2.05
Price / Cash Flow
10.41
FCF Yield
17.9%
EBITDA / EV
8.5%
Sales Yield (1/P·S)
0.2073
Shareholder Yield
Div + net buyback / mktcap
2.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.6%
Return on Assets
4.5%
Net Margin
18.6%
Operating Margin
25.9%
Gross Profit / Assets
Novy-Marx GPA
18.6%
Debt / Equity
1.36
Current Ratio
1.15
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.039
MomentumPrice trend strength over different horizons
6M Return
-3.3%
12M Return
-12.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-15.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.83
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.9%
Earnings Growth (YoY)
11.2%
Earnings Stability (CV)
Lower = more stable
0.324
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
2.5%
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
70
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
33
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
33
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