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CMS CMS Energy Corporation

Utilities

70.10 Close 10/30
Since 2024-12-02 +8.1%
Open
70.28
High
70.63
Low
69.91
Prev close
69.52
Volume
4.5M
Amplitude
1.04%
P/E
24.6
P/B
2.3
Revenue YoY (TTM)
+8.2%
52W 62.29 80.36

Is CMS Energy Corporation a buy? Fundamentals and valuation first

As of 2026-10-30

Risk / liquidity: Strong; Valuation: Pricey.

Valuation Pricey Free-cash-flow yield is Average; Price / book is Pricey.
TTM P/E 24.6 62th percentile Pricey
Price / book 2.26 63th percentile Pricey
Free-cash-flow yield (%) -7.95 29th percentile Average
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Neutral Operating margin, TTM is Good, but FCF margin, TTM is Average.
ROE, TTM (%) 8.97 62th percentile Good
Operating margin, TTM (%) 13.77 63th percentile Good
FCF margin, TTM (%) -19.42 24th percentile Average
Quality Factor Investing: A US Quality Value Backtest
Growth Neutral Revenue growth, TTM YoY is Good, but Diluted EPS growth, TTM YoY is Average.
Revenue growth, TTM YoY (%) 8.2 56th percentile Good
Diluted EPS growth, TTM YoY (%) -17.87 47th percentile Average
Momentum Neutral 60-day return is Good, but 240-day return is Average.
60-day return (%) -0.75 65th percentile Good
240-day return (%) -2.96 47th percentile Average
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Strong All 2 indicators are Top.
20-day dollar volume 283,479,696 95th percentile Top
60-day annualized volatility (%) 17.29 18th percentile Top
Factor Investing Explained: 10 Classic Factors in US Stocks

CMS Energy Corporation (CMS) today

1 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From CMS Energy Corporation to every stock like it

AI finds several complementary traits of CMS Energy Corporation across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like CMS Energy Corporation

CMS Energy Corporation (CMS) peers and tracking

Watchlist

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CMS Energy Corporation (CMS) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

EPS surprise beat

Active · now 6.67%

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest
19 historical occurrences (since 2015-04-23)

Average forward return after EPS surprise beat

20-day: Win 43.8%, Sample 16, Median -1.43%, Excess -2.48%, Beat mkt rate 31.2%

60-day: Win 37.5%, Sample 16, Median -1.91%, Excess -5.89%, Beat mkt rate 18.8%

120-day: Win 43.8%, Sample 16, Median -1.29%, Excess -5.63%, Beat mkt rate 37.5%

120 days after: historical avg -0.39%

20-day -0.54%
60-day -2.41%
120-day -0.39%
20-day
60-day
120-day
Win
43.8%
37.5%
43.8%
Sample
16
16
16
Median
-1.43%
-1.91%
-1.29%
Excess
-2.48%
-5.89%
-5.63%
Beat mkt rate
31.2%
18.8%
37.5%

Over 16 occurrences, 120-day forward avg declined 0.39%, lagged the market by 5.63 pts; win rate 43.8%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 720+5.8% +7.8% 61.4% -1.1%
20-40 405+8.3% +6.9% 79.3% -16.1%
40-60 216+8.2% +8% 75.5% -15%
60-80 You are here59+3.6% +4.8% 84.7% -22.1%
80-100 39-8.4% -10.9% 10.3% -28.1%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 24.60, placing it in the 75.8 own-history percentile, inside the 60-80 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
+2.5%
Win rate 61.2% Excess -1.9%
572d
+0.3%
Win rate 56.5% Excess -11.3%
329d
-6.1%
Win rate 0% Excess -11.4%
50d
60-day momentum down
+6.8%
Win rate 79.4% Excess -1.8%
486d
+3.4%
Win rate 83.9% Excess -11.4%
87d
Now
-3.3%
Win rate 22.9% Excess -9.4%
35d

Currently in “Expensive (own-history top third) × 60-day momentum down”: across 35 historical days, 120-day forward avg declined 3.3%, win rate 22.9%, lagged the market by 9.4%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

21 times historically; 60-day forward avg +1.65%, win rate 66.7%, beating the market by +0.5 pts on average.

Top-quintile 6-month momentum

Pending

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest

9 times historically; 60-day forward avg -1.55%, win rate 44.4%, beating the market by -3.78 pts on average.

Filed revenue acceleration

Pending

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

6 times historically; 60-day forward avg +0.75%, win rate 66.7%, beating the market by +1.89 pts on average.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.