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NGG

National Grid PLC ADR
Chart
$81.86
Latest Week 2026-06-05
UtilitiesUtilities - Regulated ElectricLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.92
OS Score
81.0%
Value
78.0%
Quality
71.0%
Momentum
5/9
F-Score
0.795
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
✗
◆
Quality × Value
QV 0.795
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.8%
💰
High Yield
Div 3.8%
🚀
Momentum Leaders
12-1 25%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.09
V
Value Analysis
Cheapness relative to fundamentals
81.0%ile
P/E
13.3×
P/S
2.3×
P/B
2.1×
E/P
0.0750
FCF Yield
0.236
EBITDA/EV
0.118
SH Yield
0.038
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
21.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
17.00000000
/100
FCF yield of 23.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
78.0%ile
ROE
0.156
ROA
0.056
Net Margin
0.171
Op Margin
0.299
GPA
0.097
D/E
1.75
Current
0.76
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
0.980
lower=better
Accruals
-0.049
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
71.0%ile
6M Return
11.4%
12M Return
20.6%
12-1 Mom
24.6%
Risk-Adj
1.09
Vol 252d
22.6%
Vol 60d
54.9%
↑ Expanding
Max DD 12M
-14.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 25% is very strong — a clear uptrend. Near-term vol (55%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities · 109 peers
Sector Value %ile
80.9%
Sector Quality %ile
79.1%
P/E z-score
-0.15
P/B z-score
-0.16
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%
EBR-B Centrais Elétricas Brasileiras S.A. - Eletrobrás 97.0% 93.0% 77.0% 87.0%
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%
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 (81th) and quality (78th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (81th value) with strong momentum (71th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.8% avg (7 factors)
Quality
C
51.5% avg (8 factors)
Momentum
C
56.6% avg (4 factors)
Risk
A
79.0% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.920—1—
Value %ile0.810—1—
Quality %ile0.780—1—
Momentum %ile0.710—1—
F-Score5.000—0—
Confidence0.939—1—
Volatility0.226—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.33
Earnings Yield (E/P)
0.0750
Price / Sales
2.28
Price / Book
2.07
Price / Cash Flow
7.11
FCF Yield
23.6%
EBITDA / EV
11.8%
Sales Yield (1/P·S)
0.2807
Shareholder Yield
Div + net buyback / mktcap
3.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.6%
Return on Assets
5.6%
Net Margin
17.1%
Operating Margin
29.9%
Gross Profit / Assets
Novy-Marx GPA
9.7%
Debt / Equity
1.75
Current Ratio
0.76
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.049
MomentumPrice trend strength over different horizons
6M Return
11.4%
12M Return
20.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
24.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.09
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
0.980
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
3.8%
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
21
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
17
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