We anticipate and demonstrate experimentally the mechanical-to-electrical energy conversion through the variation of magnetization resulting from a periodical stress-induced martensitic transformation in the single crystalline Co-Ni-Ga ferromagnetic shape memory alloy. Dynamic loading in a stress-induced austenite-martensite two-phase state was performed with the peak-to-peak strain amplitude from 0.002 to 0.024 in a frequency range of 25 - 150 Hz. A reproducible superelastic behavior occurred at all frequencies. Alongside this remarkable result, we found that the electrical power output depends quadratically on the peak-to-peak strain. This study suggests a new route for the development of broad-band vibration energy harvesting devices.