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CPHC

Canterbury Park Holding Corporation
Chart
15.30 USD
Latest Week 2026-07-31
Consumer CyclicalResorts & CasinosMICRO
Snapshot 2026-07-26 · 0.9w · Fresh
0.4
OS Score
68.0%
Value
22.0%
Quality
19.0%
Momentum
4/9
F-Score
0.387
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
68.0%ile
P/S
1.3×
P/B
1.0×
E/P
0.0003
FCF Yield
0.205
EBITDA/EV
0.065
SH Yield
0.015
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
24.00000000
/100 — 1=cheapest
VC2 (Trending Value)
27.00000000
/100
VC3 (Buyback)
29.00000000
/100
FCF yield of 20.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
22.0%ile
ROE
-0.001
ROA
-0.001
Net Margin
-0.001
Op Margin
0.000
GPA
0.269
D/E
0.35
Current
2.42
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.011
Stability
10.048
lower=better
Accruals
-0.078
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.35.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
19.0%ile
6M Return
-1.8%
12M Return
-12.7%
12-1 Mom
-5.8%
Risk-Adj
-0.33
Vol 252d
17.8%
Vol 60d
39.9%
↑ Expanding
Max DD 12M
-20.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (40%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.4
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 486 peers
Sector Value %ile
58.3%
Sector Quality %ile
29.4%
P/B z-score
-0.10
Sector Avg OS
50.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BWMX Betterware de México, S.A.P.I. de C.V. 99.0% 98.0% 95.0% 90.0%
FLXS Flexsteel Industries Inc 98.0% 94.0% 78.0% 94.0%
HTHT Huazhu Group Ltd 98.0% 95.0% 92.0% 75.0%
CYD China Yuchai International Limited 98.0% 99.0% 70.0% 92.0%
M Macy’s Inc 98.0% 96.0% 74.0% 93.0%
SBH Sally Beauty Holdings Inc 97.0% 93.0% 88.0% 82.0%
STRT Strattec Security Corporation 96.0% 94.0% 80.0% 76.0%
WEYS Weyco Group Inc 96.0% 91.0% 79.0% 77.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (68th value) but weak quality (22th). Classic value trap risk.
Falling Knife
Weak momentum (19th) despite looking cheap (68th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (40%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
58.0% avg (6 factors)
Quality
D
43.0% avg (8 factors)
Momentum
F
24.2% avg (4 factors)
Risk
A
87.0% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.400—0—
Value %ile0.680—0—
Quality %ile0.220—8—
Momentum %ile0.190—8—
F-Score4.000—8—
Confidence0.929—8—
Volatility0.178—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0003
Price / Sales
1.34
Price / Book
0.95
Price / Cash Flow
9.10
FCF Yield
20.5%
EBITDA / EV
6.5%
Sales Yield (1/P·S)
0.9389
Shareholder Yield
Div + net buyback / mktcap
1.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-0.1%
Return on Assets
-0.1%
Net Margin
-0.1%
Operating Margin
0.0%
Gross Profit / Assets
Novy-Marx GPA
26.9%
Debt / Equity
0.35
Current Ratio
2.42
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.078
MomentumPrice trend strength over different horizons
6M Return
-1.8%
12M Return
-12.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-5.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.33
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.1%
Earnings Stability (CV)
Lower = more stable
10.048
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
1.8%
Buyback Yield
-0.3%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
24
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
27
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
29
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Quarterly Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity