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NRG NRG Energy, Inc.

Utilities

94.62 -0.96 -1.01% Close 11/2
Since 2024-12-02 -1.1%
Open
96.00
High
97.59
Low
93.93
Prev close
96.06
Volume
2.4M
Amplitude
3.81%
P/E
25.2
P/B
4.2
Revenue YoY (TTM)
+25.1%
52W 90.80 189.96

Is NRG Energy, Inc. a buy? Fundamentals and valuation first

As of 2026-10-30

Growth: Good, Risk / liquidity: Good; Valuation: Pricey.

Valuation Pricey Free-cash-flow yield is Good, but Price / book is Pricey.
TTM P/E 25.21 63th percentile Pricey
Price / book 4.16 79th percentile Pricey
Free-cash-flow yield (%) 1.72 53th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Neutral ROE, TTM is Good, but FCF margin, TTM is Average.
ROE, TTM (%) 17.49 79th percentile Good
Operating margin, TTM (%) 5.38 47th percentile Average
FCF margin, TTM (%) 0.95 41th percentile Average
Quality Factor Investing: A US Quality Value Backtest
Growth Good Diluted EPS growth, TTM YoY is Top; Revenue growth, TTM YoY is Good.
Revenue growth, TTM YoY (%) 25.14 79th percentile Good
Diluted EPS growth, TTM YoY (%) 73.18 81th percentile Top
Momentum Neutral All 2 indicators are Average.
60-day return (%) -19.31 28th percentile Average
240-day return (%) -41.28 21th percentile Average
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Good 20-day dollar volume is Top, but 60-day annualized volatility is Average.
20-day dollar volume 317,327,887 95th percentile Top
60-day annualized volatility (%) 44.48 50th percentile Average
Factor Investing Explained: 10 Classic Factors in US Stocks

NRG Energy, Inc. (NRG) 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 NRG Energy, Inc. to every stock like it

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

Screen stocks like NRG Energy, Inc.

NRG Energy, Inc. (NRG) peers and tracking

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NRG Energy, Inc. (NRG) quant signal backtests

Signals active now

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

Filed revenue acceleration

Active · now 25.14%

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

7 historical occurrences (since 2021-05-06)

Average forward return after Filed revenue acceleration

20-day: Win 42.9%, Sample 7, Median -2.47%, Excess -2.81%, Beat mkt rate 42.9%

60-day: Win 57.1%, Sample 7, Median +9.93%, Excess +4.31%, Beat mkt rate 57.1%

120-day: Win 66.7%, Sample 6, Median +9.56%, Excess +4.2%, Beat mkt rate 66.7%

120 days after: historical avg +5.25%

20-day -1.02%
60-day +6.09%
120-day +5.25%
20-day
60-day
120-day
Win
42.9%
57.1%
66.7%
Sample
7
7
6
Median
-2.47%
+9.93%
+9.56%
Excess
-2.81%
+4.31%
+4.2%
Beat mkt rate
42.9%
57.1%
66.7%

Over 6 occurrences, 120-day forward avg gained 5.25%, beat the market by 4.2 pts; win rate 66.7%.

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 0Insufficient data
20-40 130+98.3% +112.3% 89.2% +62.4%
40-60 213+131.8% +138% 78.4% +103.3%
60-80 You are here119+84.8% +87.5% 100% +70.4%
80-100 226+13.6% -6.4% 44.2% -3.9%

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 25.21, placing it in the 75.7 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
-4.9%
Win rate 30.8% Excess -4.2%
39d
+44.7%
Win rate 69.3% Excess +32.6%
150d
+16.3%
Win rate 66.3% Excess +8.1%
323d
60-day momentum down
Insufficient data
(23d)
+77.1%
Win rate 84% Excess +60.9%
156d
Now
+7.4%
Win rate 38.5% Excess -4.1%
117d

Currently in “Expensive (own-history top third) × 60-day momentum down”: across 117 historical days, 120-day forward avg gained 7.4%, win rate 38.5%, lagged the market by 4.1%.

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.

27 times historically; 60-day forward avg +5.3%, win rate 55.6%, beating the market by +1.37 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

20 times historically; 60-day forward avg +12.91%, win rate 65%, beating the market by +11.14 pts on average.

EPS surprise beat

Pending

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

PEAD: Post-Earnings Announcement Drift Backtest

20 times historically; 60-day forward avg +9.71%, win rate 65%, beating the market by +6.84 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.