Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/58f66f93-f7ab-45df-8935-359327f911fd/
BEP
Brookfield Renewable Partners LPSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
10.6%
💰
High Yield
Div 10.6%
🚀
Momentum Leaders
12-1 48%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 25%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.95
V
Value Analysis
Cheapness relative to fundamentals
28.0%ile
P/E
57.7×
P/S
1.7×
P/B
2.6×
E/P
0.0173
FCF Yield
0.167
EBITDA/EV
0.104
SH Yield
0.106
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
69.00000000
/100 — 1=cheapest
VC2 (Trending Value)
28.00000000
/100
VC3 (Buyback)
28.00000000
/100
P/E of 57.7x is premium-priced — the market is paying up for expected growth. FCF yield of 16.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
27.0%ile
ROE
0.046
ROA
0.002
Net Margin
0.030
Op Margin
0.360
GPA
0.022
D/E
15.00
Current
0.75
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.068
Stability
22.081
lower=better
Accruals
-0.011
lower=better
5yr Consist
No
Highly leveraged with D/E of 15.00 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
86.0%ile
6M Return
31.7%
12M Return
60.3%
12-1 Mom
47.8%
Risk-Adj
1.95
Vol 252d
24.5%
Vol 60d
51.2%
↑ Expanding
Max DD 12M
-12.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 48% is very strong — a clear uptrend. Risk-adjusted momentum of 1.95 is excellent — strong returns relative to volatility. Near-term vol (51%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.36
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities
· 109 peers
Sector Value %ile
29.1%
Sector Quality %ile
20.0%
P/E z-score
0.03
P/B z-score
-0.03
Sector Avg OS
57.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 10.6% backed by 16.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
60.7% avg (7 factors)
Quality
F
27.4% avg (8 factors)
Momentum
A
87.0% avg (4 factors)
Risk
A
75.8% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.360 | —0 | — | |
| Value %ile | 0.280 | —1 | — | |
| Quality %ile | 0.270 | —1 | — | |
| Momentum %ile | 0.860 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.245 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
57.72
Earnings Yield (E/P)
0.0173
Price / Sales
1.74
Price / Book
2.63
Price / Cash Flow
8.79
FCF Yield
16.7%
EBITDA / EV
10.4%
Sales Yield (1/P·S)
0.1407
Shareholder Yield
Div + net buyback / mktcap
10.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.6%
Return on Assets
0.2%
Net Margin
3.0%
Operating Margin
36.0%
Gross Profit / Assets
Novy-Marx GPA
2.2%
Debt / Equity
15.00
Current Ratio
0.75
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.011
MomentumPrice trend strength over different horizons
6M Return
31.7%
12M Return
60.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
47.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.95
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.8%
Earnings Stability (CV)
Lower = more stable
22.081
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
10.6%
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
69
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
28
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
28
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