Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0f393c45-2201-45e3-96ab-e0041eaa7d68/

DOO

BRP Inc.
Chart
84.63 CAD
Latest Week 2026-06-05
Consumer CyclicalRecreational VehiclesMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.86
OS Score
77.0%
Value
93.0%
Quality
36.0%
Momentum
6/9
F-Score
0.846
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
QV 0.846
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.9%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 23%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
77.0%ile
P/E
22.9×
P/S
0.7×
P/B
8.9×
E/P
0.0874
FCF Yield
0.123
EBITDA/EV
0.119
SH Yield
0.018
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
30.00000000
/100 — 1=cheapest
VC2 (Trending Value)
31.00000000
/100
VC3 (Buyback)
24.00000000
/100
FCF yield of 12.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
93.0%ile
ROE
0.389
ROA
0.040
Net Margin
0.030
Op Margin
0.082
GPA
0.304
Current
1.30
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.068
Stability
0.638
lower=better
Accruals
-0.165
lower=better
5yr Consist
No
ROE of 39% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
36.0%ile
6M Return
-19.9%
12M Return
33.6%
12-1 Mom
23.3%
Risk-Adj
0.50
Vol 252d
46.6%
Vol 60d
111.3%
↑ Expanding
Max DD 12M
-32.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 23% is very strong — a clear uptrend. Near-term vol (111%) is expanding vs long-term (47%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 50 peers
Sector Value %ile
58.8%
Sector Quality %ile
92.2%
P/E z-score
-0.21
P/B z-score
0.31
Sector Avg OS
55.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
TCL-A Transcontinental Inc. 99.0% 99.0% 90.0% 81.0%
TCL-B Transcontinental Inc. 98.0% 98.0% 90.0% 75.0%
LNR Linamar Corporation 97.0% 98.0% 70.0% 76.0%
UNI Unisync Corp. 97.0% 88.0% 83.0% 85.0%
ICE Canlan Ice Sports Corp. 96.0% 93.0% 86.0% 68.0%
ROOT Roots Corporation 93.0% 86.0% 77.0% 68.0%
CAS Cascades Inc. 93.0% 95.0% 91.0% 32.0%
MG Magna International Inc. 92.0% 81.0% 63.0% 83.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (77th) and quality (93th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Volatility Expanding
60-day vol (111%) significantly exceeds 252-day (47%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
58.0% avg (7 factors)
Quality
C
53.9% avg (7 factors)
Momentum
C
46.3% avg (4 factors)
Risk
D
39.0% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.860—1—
Value %ile0.770—1—
Quality %ile0.930—1—
Momentum %ile0.360—0—
F-Score6.000—0—
Confidence0.909—1—
Volatility0.466—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
22.91
Earnings Yield (E/P)
0.0874
Price / Sales
0.69
Price / Book
8.91
Price / Cash Flow
4.49
FCF Yield
12.3%
EBITDA / EV
11.9%
Sales Yield (1/P·S)
1.0651
Shareholder Yield
Div + net buyback / mktcap
1.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
38.9%
Return on Assets
4.0%
Net Margin
3.0%
Operating Margin
8.2%
Gross Profit / Assets
Novy-Marx GPA
30.4%
Current Ratio
1.30
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.165
External Financing
Net issuance — lower=better
0.021
MomentumPrice trend strength over different horizons
6M Return
-19.9%
12M Return
33.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
23.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.50
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.8%
Earnings Stability (CV)
Lower = more stable
0.638
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
Buyback Yield
0.7%
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
30
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
31
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
24
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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