Reproduced this issue with following steps and environment:

# rpm -q qemu-kvm;uname -r
qemu-kvm-0.12.1.2-2.209.el6.x86_64
2.6.32-220.el6.x86_64

Steps:
1. Create a directory and a dangling symbolic link:
# mkdir abc
# ln -s a_filename_does_not_exist aaa
2. Launch a guest and issue below commands in monitor:
CLI:/usr/libexec/qemu-kvm -M rhel6.2.0 -enable-kvm -m 2048 -smp
2,sockets=1,cores=2,threads=1 -name test -uuid `uuidgen` -rtc
base=utc,clock=host,driftfix=slew -boot menu=on -drive
file=/home/test.qcow2,if=none,id=drive-virtio-0-0,media=disk,format=qcow2,cache=none,werror=stop,rerror=stop
-device virtio-blk-pci,drive=drive-virtio-0-0,id=virt0-0-0 -net none -usb
-device usb-tablet,id=input1 -spice port=9000,disable-ticketing -vga qxl
-global qxl-vga.vram_size=67108864 -monitor stdio -balloon none
2.1 
(qemu) screendump ab
Hit <TAB> to complete "abc"
2.2
(qemu) screendump aa
Hit <TAB> to complete "aaa"

Actual Result:
After step 2.1, it completes "ab" to "abc/"
After step 2.2, it completes "aa" to "aaa/"(it shouldn't append '/')

-------------
Verified in the following environment with same steps and CLI mentioned above.
# rpm -q qemu-kvm;uname -r
qemu-kvm-0.12.1.2-2.221.el6.x86_64
2.6.32-220.el6.x86_64

Actual Result:
After step 2.2, it completes "aa" to "aaa" instead of "aaa/", and screendump could save a correct snapshot by both "screendump abc/sn" and "aaa"


--------------
Base on above, this issue has been fixed.

    Technical note added. If any revisions are required, please edit the "Technical Notes" field
    accordingly. All revisions will be proofread by the Engineering Content Services team.
    
    New Contents:
Cause:
stat() can fail for file just read with readdir() and file_completion() uses uninitialized st_mode.

Consequence:
Slash character can be appended if directory bit happens to be set.

Fix:
[NEEDINFO: Markus, could you please add it? Thanks!]

Result:
File name is valid and doesn't refer to a non-existing directory

    Technical note updated. If any revisions are required, please edit the "Technical Notes" field
    accordingly. All revisions will be proofread by the Engineering Content Services team.
    
    Diffed Contents:
@@ -1,11 +1,11 @@
 Cause:
-stat() can fail for file just read with readdir() and file_completion() uses uninitialized st_mode.
+Monitor file name completion code checks for directory incorrectly; the result is random.
 
 Consequence:
-Slash character can be appended if directory bit happens to be set.
+Completion can append a slash even when the completed name doesn't refer to a directory.
 
 Fix:
-[NEEDINFO: Markus, could you please add it? Thanks!]
+Fix the check for directory.
 
 Result:
-File name is valid and doesn't refer to a non-existing directory+Completion adds slash only when the completed name refers to a directory.

Since the problem described in this bug report should be
resolved in a recent advisory, it has been closed with a
resolution of ERRATA.

For information on the advisory, and where to find the updated
files, follow the link below.

If the solution does not work for you, open a new bug report.

http://rhn.redhat.com/errata/RHBA-2012-0746.html