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EBR-B

Centrais Elétricas Brasileiras S.A. - Eletrobrás
Chart
$11.68
Latest Week 2026-06-05
UtilitiesUtilities - RenewableLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.97
OS Score
93.0%
Value
77.0%
Quality
87.0%
Momentum
#16.00000000
TV Rank
6/9
F-Score
0.846
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
#16.00000000
◆
Quality × Value
QV 0.846
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8.00000000
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
25.3%
💰
High Yield
Div 25.3%
🚀
Momentum Leaders
12-1 59%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.21
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/S
0.6×
P/B
0.2×
FCF Yield
0.190
EBITDA/EV
0.041
SH Yield
0.253
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
8.00000000
/100
FCF yield of 19.0% is strong — the business generates significant free cash relative to price. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
77.0%ile
ROE
-0.055
ROA
-0.023
Net Margin
-0.141
Op Margin
-0.010
GPA
0.131
D/E
1.44
Current
1.92
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.120
Stability
6.780
lower=better
Accruals
-0.073
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
87.0%ile
6M Return
28.5%
12M Return
59.5%
12-1 Mom
59.5%
Risk-Adj
2.21
Vol 252d
26.9%
Vol 60d
0.0%
↓ Contracting
Max DD 12M
-15.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 59% is very strong — a clear uptrend. Risk-adjusted momentum of 2.21 is excellent — strong returns relative to volatility.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities · 109 peers
Sector Value %ile
90.9%
Sector Quality %ile
75.5%
P/B z-score
-0.60
Sector Avg OS
56.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AXIA AXIA Energia 98.0% 96.0% 77.0% 92.0%
EIX Edison International 97.0% 90.0% 85.0% 82.0%
ENIC Enel Chile SA ADR 95.0% 92.0% 79.0% 74.0%
AES The AES Corporation 95.0% 87.0% 76.0% 82.0%
CMSA CMS Energy Corporation 5.6% JRSUB NT 78 93.0% 98.0% 90.0% 29.0%
NGG National Grid PLC ADR 92.0% 81.0% 78.0% 71.0%
FTS Fortis Inc 92.0% 77.0% 87.0% 71.0%
SBS Companhia de Saneamento Basico do Estado de Sao Paulo SABESP ADR 91.0% 97.0% 30.0% 83.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (93th) and quality (77th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (93th value) with strong momentum (87th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 25.3% backed by 19.0% FCF yield. Returns are well-funded.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
83.7% avg (5 factors)
Quality
D
30.9% avg (8 factors)
Momentum
A
88.2% avg (4 factors)
Risk
B
71.9% 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. 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
FactorCurrentStreakTrendSpark
OS Composite0.970—1—
Value %ile0.930—1—
Quality %ile0.770—1—
Momentum %ile0.870—1—
F-Score6.000—0—
Confidence0.705—1—
Volatility0.269—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.62
Price / Book
0.24
Price / Cash Flow
1.94
FCF Yield
19.0%
EBITDA / EV
4.1%
Sales Yield (1/P·S)
0.5174
Shareholder Yield
Div + net buyback / mktcap
25.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-5.5%
Return on Assets
-2.3%
Net Margin
-14.1%
Operating Margin
-1.0%
Gross Profit / Assets
Novy-Marx GPA
13.1%
Debt / Equity
1.44
Current Ratio
1.92
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.073
MomentumPrice trend strength over different horizons
6M Return
28.5%
12M Return
59.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
59.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.21
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
12.0%
Earnings Stability (CV)
Lower = more stable
6.780
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
25.3%
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
16
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