Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f3fdd691-2490-45cd-85a2-4fb21535c751/
PNW
Pinnacle West Capital CorpSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.3%
💰
High Yield
Div 3.3%
🚀
Momentum Leaders
12-1 16%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 17%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
72.0%ile
P/E
19.5×
P/S
2.3×
P/B
1.8×
E/P
0.0513
FCF Yield
0.179
EBITDA/EV
0.091
SH Yield
0.033
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
30.00000000
/100 — 1=cheapest
VC2 (Trending Value)
25.00000000
/100
VC3 (Buyback)
25.00000000
/100
FCF yield of 17.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
31.0%ile
ROE
0.093
ROA
0.021
Net Margin
0.120
Op Margin
0.224
GPA
0.072
D/E
3.34
Current
0.60
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.048
Earn Growth
0.114
Stability
1.127
lower=better
Accruals
-0.032
lower=better
5yr Consist
No
Highly leveraged with D/E of 3.34 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
69.0%ile
6M Return
19.1%
12M Return
20.2%
12-1 Mom
15.8%
Risk-Adj
0.95
Vol 252d
16.6%
Vol 60d
40.0%
↑ Expanding
Max DD 12M
-6.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (40%) is expanding vs long-term (17%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.74
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities
· 109 peers
Sector Value %ile
69.1%
Sector Quality %ile
30.9%
P/E z-score
-0.12
P/B z-score
-0.22
Sector Avg OS
56.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (40%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
66.4% avg (7 factors)
Quality
D
35.0% avg (8 factors)
Momentum
C
55.1% avg (4 factors)
Risk
A
89.0% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.740 | —1 | — | |
| Value %ile | 0.720 | —1 | — | |
| Quality %ile | 0.310 | —0 | — | |
| Momentum %ile | 0.690 | —0 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.166 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
19.50
Earnings Yield (E/P)
0.0513
Price / Sales
2.34
Price / Book
1.80
Price / Cash Flow
7.79
FCF Yield
17.9%
EBITDA / EV
9.1%
Sales Yield (1/P·S)
0.2285
Shareholder Yield
Div + net buyback / mktcap
3.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.3%
Return on Assets
2.1%
Net Margin
12.0%
Operating Margin
22.4%
Gross Profit / Assets
Novy-Marx GPA
7.2%
Debt / Equity
3.34
Current Ratio
0.60
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.032
MomentumPrice trend strength over different horizons
6M Return
19.1%
12M Return
20.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
15.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.95
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.8%
Earnings Growth (YoY)
11.4%
Earnings Stability (CV)
Lower = more stable
1.127
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
3.3%
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
30
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
25
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
25
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