Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/bb054c71-3b2c-4a7f-8d8f-84f1f12a262b/
CMSA
CMS Energy Corporation 5.6% JRSUB NT 78Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
12 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
✗
◆
Quality × Value
QV 0.939
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.7
💎
Deep Value
P/E 5.7
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
43.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
Rev +13%
🔄
Shareholder Yield
10.6%
💰
High Yield
Div 10.6%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 10%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.13
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
5.7×
P/S
0.7×
P/B
0.7×
E/P
0.1744
FCF Yield
0.794
EBITDA/EV
0.434
SH Yield
0.106
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 5.7x places this firmly in deep value territory. FCF yield of 79.4% 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
90.0%ile
ROE
0.117
ROA
0.027
Net Margin
0.125
Op Margin
0.233
GPA
0.141
D/E
3.19
Current
0.84
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.133
Earn Growth
0.085
Stability
0.183
lower=better
Accruals
-0.021
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 3.19 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
29.0%ile
6M Return
-1.4%
12M Return
7.1%
12-1 Mom
10.7%
Risk-Adj
1.13
Vol 252d
9.5%
Vol 60d
19.9%
↑ Expanding
Max DD 12M
-9.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (20%) is expanding vs long-term (10%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.93
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities
· 109 peers
Sector Value %ile
98.2%
Sector Quality %ile
98.2%
P/E z-score
-0.18
P/B z-score
-0.50
Sector Avg OS
56.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (98th) and quality (90th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 10.6% backed by 79.4% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (20%) significantly exceeds 252-day (10%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
99.0% avg (7 factors)
Quality
D
39.6% avg (8 factors)
Momentum
D
44.5% avg (4 factors)
Risk
A
100.0% 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 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.930 | —1 | — | |
| Value %ile | 0.980 | —1 | — | |
| Quality %ile | 0.900 | —1 | — | |
| Momentum %ile | 0.290 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.095 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.73
Earnings Yield (E/P)
0.1744
Price / Sales
0.72
Price / Book
0.67
Price / Cash Flow
3.27
FCF Yield
79.4%
EBITDA / EV
43.4%
Sales Yield (1/P·S)
1.1850
Shareholder Yield
Div + net buyback / mktcap
10.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.7%
Return on Assets
2.7%
Net Margin
12.5%
Operating Margin
23.3%
Gross Profit / Assets
Novy-Marx GPA
14.1%
Debt / Equity
3.19
Current Ratio
0.84
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.021
MomentumPrice trend strength over different horizons
6M Return
-1.4%
12M Return
7.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
10.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.13
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
13.3%
Earnings Growth (YoY)
8.5%
Earnings Stability (CV)
Lower = more stable
0.183
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
10.6%
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
3
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
53
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