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 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
#29
◆
Quality × Value
QV 0.786
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 2
📐
EBITDA/EV
27.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.3%
💰
High Yield
Div 6.3%
🚀
Momentum Leaders
12-1 20%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
1.3×
P/S
0.1×
P/B
0.2×
E/P
0.2148
FCF Yield
0.452
EBITDA/EV
0.277
SH Yield
0.063
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 1.3x places this firmly in deep value territory. FCF yield of 45.2% 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
63.0%ile
ROE
0.171
ROA
0.072
Net Margin
0.112
Op Margin
0.121
GPA
0.084
D/E
1.36
Current
0.93
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.094
Earn Growth
-0.305
Stability
0.552
lower=better
Accruals
-0.019
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
73.0%ile
6M Return
12.4%
12M Return
28.3%
12-1 Mom
20.5%
Risk-Adj
0.69
Vol 252d
29.6%
Vol 60d
70.6%
↑ Expanding
Max DD 12M
-24.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 20% is very strong — a clear uptrend. Near-term vol (71%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities
· 107 peers
Sector Value %ile
99.1%
Sector Quality %ile
50.0%
P/E z-score
-0.19
P/B z-score
-0.75
Sector Avg OS
51.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (98th value) with strong momentum (73th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 6.3% backed by 45.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (71%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
97.2% avg (7 factors)
Quality
D
44.4% avg (8 factors)
Momentum
C
55.2% avg (4 factors)
Risk
B
67.3% 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
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.950 | —1 | — | |
| Value %ile | 0.980 | —1 | — | |
| Quality %ile | 0.630 | —0 | — | |
| Momentum %ile | 0.730 | —1 | — | |
| F-Score | 4.000 | —7 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.296 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.26
Earnings Yield (E/P)
0.2148
Price / Sales
0.14
Price / Book
0.21
Price / Cash Flow
0.99
FCF Yield
45.2%
EBITDA / EV
27.7%
Sales Yield (1/P·S)
1.7750
Shareholder Yield
Div + net buyback / mktcap
6.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.1%
Return on Assets
7.2%
Net Margin
11.2%
Operating Margin
12.1%
Gross Profit / Assets
Novy-Marx GPA
8.4%
Debt / Equity
1.36
Current Ratio
0.93
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.019
MomentumPrice trend strength over different horizons
6M Return
12.4%
12M Return
28.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
20.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.69
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.4%
Earnings Growth (YoY)
-30.5%
Earnings Stability (CV)
Lower = more stable
0.552
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
6.3%
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
29
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