Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a6a819ae-b653-41c8-95a9-7694cdd560e8/
CIG
Companhia Energetica de Minas Gerais CEMIG Pref ADRSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
#32.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 1.00000000
📐
EBITDA/EV
70.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
102.7%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 43%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.46
V
Value Analysis
Cheapness relative to fundamentals
99.0%ile
P/E
1.5×
P/S
0.2×
P/B
0.2×
E/P
0.6814
FCF Yield
0.578
EBITDA/EV
0.701
SH Yield
1.027
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
1.00000000
/100
VC3 (Buyback)
1.00000000
/100
P/E of 1.5x places this firmly in deep value territory. FCF yield of 57.8% is strong — the business generates significant free cash relative to price. VC2 score of 1.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
15.0%ile
ROE
0.143
ROA
0.060
Net Margin
0.116
Op Margin
0.120
GPA
0.071
D/E
1.36
Current
0.93
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.119
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
77.0%ile
6M Return
11.3%
12M Return
27.1%
12-1 Mom
43.4%
Risk-Adj
1.46
Vol 252d
29.8%
Vol 60d
70.0%
↑ Expanding
Max DD 12M
-21.8%
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 (70%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities
· 109 peers
Sector Value %ile
100.0%
Sector Quality %ile
10.9%
P/E z-score
-0.19
P/B z-score
-0.61
Sector Avg OS
56.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (99th value) with strong momentum (77th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (99th value) but weak quality (15th). Classic value trap risk.
Strong Capital Return
Shareholder yield 102.7% backed by 57.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (70%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (7 factors)
Quality
D
41.4% avg (8 factors)
Momentum
B
67.0% avg (4 factors)
Risk
B
66.9% 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 | 0.880 | —1 | — | |
| Value %ile | 0.990 | —1 | — | |
| Quality %ile | 0.150 | —1 | — | |
| Momentum %ile | 0.770 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.298 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.47
Earnings Yield (E/P)
0.6814
Price / Sales
0.17
Price / Book
0.21
Price / Cash Flow
1.56
FCF Yield
57.8%
EBITDA / EV
70.1%
Sales Yield (1/P·S)
4.5253
Shareholder Yield
Div + net buyback / mktcap
102.7%
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
7.1%
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
11.3%
12M Return
27.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
43.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.46
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-11.9%
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
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
1
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
1
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
32
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