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CIG-C
Energy of Minas Gerais Co DRCSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.870
↗
Trending Value
#21.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
53.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
72.5%
💰
High Yield
Div 72.5%
🚀
Momentum Leaders
12-1 43%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.26
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
2.1×
P/S
0.2×
P/B
0.3×
E/P
0.4811
FCF Yield
0.438
EBITDA/EV
0.535
SH Yield
0.725
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 2.1x places this firmly in deep value territory. FCF yield of 43.8% 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
14.0%ile
ROE
0.143
ROA
0.060
Net Margin
0.116
Op Margin
0.120
GPA
0.078
D/E
1.36
Current
0.93
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.080
Earn Growth
-0.418
Stability
0.671
lower=better
Accruals
0.004
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
75.0%ile
6M Return
21.7%
12M Return
21.2%
12-1 Mom
42.9%
Risk-Adj
1.26
Vol 252d
34.0%
Vol 60d
82.8%
↑ Expanding
Max DD 12M
-22.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 43% is very strong — a clear uptrend. Near-term vol (83%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.87
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities
· 109 peers
Sector Value %ile
98.2%
Sector Quality %ile
9.1%
P/E z-score
-0.19
P/B z-score
-0.58
Sector Avg OS
56.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (98th value) with strong momentum (75th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (98th value) but weak quality (14th). Classic value trap risk.
Strong Capital Return
Shareholder yield 72.5% backed by 43.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (83%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (7 factors)
Quality
D
41.6% avg (8 factors)
Momentum
B
67.2% avg (4 factors)
Risk
B
60.0% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.870 | —1 | — | |
| Value %ile | 0.980 | —1 | — | |
| Quality %ile | 0.140 | —1 | — | |
| Momentum %ile | 0.750 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.340 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2.08
Earnings Yield (E/P)
0.4811
Price / Sales
0.24
Price / Book
0.30
Price / Cash Flow
2.21
FCF Yield
43.8%
EBITDA / EV
53.5%
Sales Yield (1/P·S)
3.4253
Shareholder Yield
Div + net buyback / mktcap
72.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.3%
Return on Assets
6.0%
Net Margin
11.6%
Operating Margin
12.0%
Gross Profit / Assets
Novy-Marx GPA
7.8%
Debt / Equity
1.36
Current Ratio
0.93
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.004
MomentumPrice trend strength over different horizons
6M Return
21.7%
12M Return
21.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
42.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.26
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-8.0%
Earnings Growth (YoY)
-41.8%
Earnings Stability (CV)
Lower = more stable
0.671
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
72.5%
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
2
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
21
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