CMS
US EQUITY
Utilities
Multi-Utilities
CIK: 811156
CMS Energy (CMS) Quant Factor Diagnostic & Fair Value Model
CMS Energy (Ticker: CMS) is listed in the Utilities sector (Multi-Utilities). Below is its point-in-time financial profile, valuation multiples, and cross-sectional factor diagnostics.
$69.58
-1.02%
Latest Close (2026-10-23)
Market Cap: $22.04B
P/E Ratio: 47.0
Momentum Strength
3M / 12M
-6.31%
1M: +10.85%
12M: -7.42%
Quality (ROE)
Point-in-Time
+1.27%
Trailing Return on Equity
Technical Trend
RSI 14
77.1
SMA50: $66.92
SMA200: $72.60
Valuation Multiplier
Trailing
47.0
Premium Multiple (> 30x P/E)
📊
Valuation & Multi-Factor Diagnostic
Premium Multiple (> 30x P/E)
CMS trades at 47.0x P/E, reflecting market-implied growth expectations for forward revenue and cash flow.
⚡
Benchmark Factor Strategy
S&P 500 Momentum Alpha Strategy
This strategy applies cross-sectional momentum and quality factor filters across large-cap US equities.
📈 Daily Candlestick & Volume Quant Chart
Interactive lightweight price action & volume breakdown over recent 90 trading days.
均线整理 (MA20/50)
Piotroski F-Score: 2/9 (Under Pressure or Early Stage Growth)
Official Point-in-Time Financial Filing History
Zero Lookahead Bias: Every financial metric is timestamped at the exact moment officially published to the market.
备案 CIK: 811156 · 10-K 年报 / 10-Q 季报
| Form | Period End | Filing Timestamp (Point-in-Time) | Revenue | Net Income | Operating CF | EPS (Diluted) |
|---|---|---|---|---|---|---|
| 10-Q | 2026-06-30 | 2026-07-28 | $1.83B | $120.00M | $1.33B | $0.37 |
| 10-Q | 2025-12-31 | 2026-07-28 | - | - | - | - |
| 10-Q | 2025-06-30 | 2026-07-28 | $1.84B | $201.00M | $1.41B | $0.66 |
| 10-Q | 2026-03-31 | 2026-04-28 | $2.73B | $340.00M | $705.00M | $1.10 |
| 10-Q | 2025-03-31 | 2026-04-28 | $2.45B | $304.00M | $1.00B | $1.01 |
| 10-K | 2025-12-31 | 2026-02-10 | $8.54B | $1.07B | $2.23B | $3.53 |
| 10-K | 2024-12-31 | 2026-02-10 | $7.51B | $1.00B | $2.37B | $3.33 |
| 10-K | 2023-12-31 | 2026-02-10 | $7.46B | $887.00M | $2.31B | $3.01 |
💡 Methodology & Frequently Asked Questions
Key reference details regarding CMS Energy (CMS) valuation multiples, momentum factors, and point-in-time filing conventions.
How should CMS's current valuation multiple be interpreted? ↓
CMS trades at a trailing P/E of 47.0x within the Utilities sector (premium multiple (> 30x p/e)). Valuation multiples are computed using trailing-twelve-month GAAP earnings against the latest close price.
What are CMS's key momentum and technical factor indicators? ↓
As of the latest close, CMS shows a 1-month return of +10.85%, 3-month return of -6.31%, and 12-month return of -7.42%, with a 14-day RSI of 77.1. Momentum factors reflect short- and intermediate-term price velocity across the equity cross-section.
What is Point-in-Time (PIT) financial data and why does it matter for CMS? ↓
Point-in-Time indexing aligns corporate fundamentals with their official public filing timestamps (Form 10-Q/10-K) rather than accounting period-end dates. This methodology eliminates lookahead bias in historical equity backtests.
How can CMS be incorporated into systematic factor models? ↓
CMS can be evaluated within customized multi-factor models or screened against cross-sectional filters (such as momentum quintiles and return on equity) to analyze historical turnover and risk-adjusted return.