Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d683b030-9c58-412e-bb3a-bf9bf41e7b67/
ENA
Endesa, S.A.Snapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
4.0%
💰
High Yield
Div 4.0%
🚀
Momentum Leaders
12-1 45%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 21%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 2.15
V
Value Analysis
Cheapness relative to fundamentals
34.0%ile
P/E
18.4×
P/S
1.9×
P/B
4.7×
E/P
0.0664
FCF Yield
0.042
EBITDA/EV
0.100
SH Yield
0.040
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
67.00000000
/100 — 1=cheapest
VC2 (Trending Value)
63.00000000
/100
VC3 (Buyback)
66.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
78.0%ile
ROE
0.256
ROA
0.055
Net Margin
0.105
Op Margin
0.168
GPA
0.189
Current
1.00
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.004
Earn Growth
0.186
Stability
0.185
lower=better
Accruals
-0.047
lower=better
5yr Consist
Yes
ROE of 26% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
28.6%
12M Return
56.3%
12-1 Mom
44.7%
Risk-Adj
2.15
Vol 252d
20.8%
Vol 60d
49.8%
↑ Expanding
Max DD 12M
-7.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 45% is very strong — a clear uptrend. Risk-adjusted momentum of 2.15 is excellent — strong returns relative to volatility. Near-term vol (50%) is expanding vs long-term (21%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.73
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities
· 22 peers
Sector Value %ile
56.5%
Sector Quality %ile
100.0%
P/E z-score
-0.15
P/B z-score
2.80
Sector Avg OS
32.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (78th) and momentum (85th) but expensive (34th value). Premium priced — watch for mean reversion.
Volatility Expanding
60-day vol (50%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
56.7% avg (7 factors)
Quality
C
50.2% avg (7 factors)
Momentum
A
85.2% avg (4 factors)
Risk
A
82.1% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.730 | —7 | — | |
| Value %ile | 0.340 | —0 | — | |
| Quality %ile | 0.780 | —7 | — | |
| Momentum %ile | 0.850 | —7 | — | |
| F-Score | 7.000 | —7 | — | |
| Confidence | 0.910 | —7 | — | |
| Volatility | 0.208 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.43
Earnings Yield (E/P)
0.0664
Price / Sales
1.93
Price / Book
4.73
Price / Cash Flow
10.00
FCF Yield
4.2%
EBITDA / EV
10.0%
Sales Yield (1/P·S)
0.3947
Shareholder Yield
Div + net buyback / mktcap
4.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
25.6%
Return on Assets
5.5%
Net Margin
10.5%
Operating Margin
16.8%
Gross Profit / Assets
Novy-Marx GPA
18.9%
Current Ratio
1.00
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.047
MomentumPrice trend strength over different horizons
6M Return
28.6%
12M Return
56.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
44.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.15
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.4%
Earnings Growth (YoY)
18.6%
Earnings Stability (CV)
Lower = more stable
0.185
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
4.0%
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
67
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
63
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
66
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