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AGL

AGL Energy Limited
Chart
8.53 AUD
Latest Week 2026-06-05
UtilitiesUtilities - Independent Power ProducersMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.02
OS Score
13.0%
Value
3.0%
Quality
11.0%
Momentum
#38.00000000
TV Rank
2/9
F-Score
0.062
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
#38.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 7.00000000
📐
EBITDA/EV
11.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.9%
💰
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
13.0%ile
P/S
0.4×
P/B
1.2×
E/P
0.0033
FCF Yield
-0.033
EBITDA/EV
0.115
SH Yield
0.069
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
9.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
8.00000000
/100
Negative FCF yield (-3.3%) — the business is currently cash-consumptive. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
3.0%ile
ROE
-0.020
ROA
-0.006
Net Margin
-0.007
Op Margin
0.002
GPA
0.181
Current
0.95
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.055
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
11.0%ile
6M Return
-7.0%
12M Return
-13.2%
12-1 Mom
-7.8%
Risk-Adj
-0.26
Vol 252d
30.3%
Vol 60d
64.4%
↑ Expanding
Max DD 12M
-19.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (64%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.02
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities · 22 peers
Sector Value %ile
26.1%
Sector Quality %ile
13.0%
P/B z-score
-0.93
Sector Avg OS
40.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
VPR Volt Group Limited 90.0% 79.0% 77.0% 78.0%
GNE Genesis Energy Limited 79.0% 93.0% 11.0% 83.0%
CEN Contact Energy Limited 72.0% 83.0% 87.0% 14.0%
BTE Botala Energy Limited 68.0% 63.0% 62.0% 63.0%
DEL Delorean Corporation Limited 61.0% 57.0% 55.0% 56.0%
EWC Energy World Corporation Ltd 56.0% 53.0% 52.0% 53.0%
EQU Equus Energy Limited 56.0% 53.0% 51.0% 53.0%
FHE Frontier Energy Limited 50.0% 50.0% 49.0% 50.0%
Factor Interactions
Volatility Expanding
60-day vol (64%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
56.2% avg (6 factors)
Quality
F
13.9% avg (6 factors)
Momentum
F
22.2% avg (4 factors)
Risk
B
66.1% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.020—1—
Value %ile0.130—1—
Quality %ile0.030—1—
Momentum %ile0.110—1—
F-Score2.000—1—
Confidence0.497—0—
Volatility0.303—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0033
Price / Sales
0.41
Price / Book
1.18
FCF Yield
-3.3%
EBITDA / EV
11.5%
Sales Yield (1/P·S)
1.5860
Shareholder Yield
Div + net buyback / mktcap
6.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-2.0%
Return on Assets
-0.6%
Net Margin
-0.7%
Operating Margin
0.2%
Gross Profit / Assets
Novy-Marx GPA
18.1%
Current Ratio
0.95
MomentumPrice trend strength over different horizons
6M Return
-7.0%
12M Return
-13.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-7.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.26
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
6.8%
Buyback Yield
0.1%
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
9
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
38
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
Show all
Op Income
OCF
CapEx
Equity