Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/84802fe9-f3a8-4e3f-b07f-5cff6c4c30a6/
KEP
Korea Electric Power Corp ADRSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
OS 0.800
↗
Trending Value
✗
◆
Quality × Value
QV 0.640
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
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
64.0%ile
P/B
0.0×
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
36.00000000
/100 — 1=cheapest
VC2 (Trending Value)
36.00000000
/100
VC3 (Buyback)
36.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
64.0%ile
ROE
0.126
ROA
0.024
Net Margin
0.086
Op Margin
0.160
GPA
0.045
D/E
4.11
Current
0.43
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.233
Earn Growth
0.183
Stability
0.856
lower=better
Accruals
-0.060
lower=better
5yr Consist
No
Highly leveraged with D/E of 4.11 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
65.0%ile
6M Return
-27.0%
12M Return
18.6%
12-1 Mom
48.0%
Risk-Adj
0.83
Vol 252d
58.0%
Vol 60d
116.8%
↑ Expanding
Max DD 12M
-44.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 48% is very strong — a clear uptrend. Near-term vol (117%) is expanding vs long-term (58%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.8
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities
· 109 peers
Sector Value %ile
51.8%
Sector Quality %ile
46.4%
P/B z-score
-0.66
Sector Avg OS
56.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (117%) significantly exceeds 252-day (58%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (1 factors)
Quality
D
30.8% avg (8 factors)
Momentum
C
50.2% avg (4 factors)
Risk
F
20.1% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.800 | —1 | — | |
| Value %ile | 0.640 | —0 | — | |
| Quality %ile | 0.640 | —0 | — | |
| Momentum %ile | 0.650 | —0 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.580 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.00
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.6%
Return on Assets
2.4%
Net Margin
8.6%
Operating Margin
16.0%
Gross Profit / Assets
Novy-Marx GPA
4.5%
Debt / Equity
4.11
Current Ratio
0.43
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.060
MomentumPrice trend strength over different horizons
6M Return
-27.0%
12M Return
18.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
48.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.83
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-23.3%
Earnings Growth (YoY)
18.3%
Earnings Stability (CV)
Lower = more stable
0.856
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
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
36
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
36
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
36
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