Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/146d4b95-03dc-411a-ae28-ee6d43380862/
CNQ
Canadian Natural Resources LtdSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.914
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.9
◇
VC2 Cheapest
✗
📐
EBITDA/EV
24.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.8%
💰
High Yield
Div 4.8%
🚀
Momentum Leaders
12-1 48%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.69
V
Value Analysis
Cheapness relative to fundamentals
87.0%ile
P/E
9.9×
P/S
2.4×
P/B
3.0×
E/P
0.1014
FCF Yield
0.211
EBITDA/EV
0.240
SH Yield
0.048
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
17.00000000
/100 — 1=cheapest
VC2 (Trending Value)
12.00000000
/100
VC3 (Buyback)
12.00000000
/100
P/E of 9.9x places this firmly in deep value territory. FCF yield of 21.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%ile
ROE
0.303
ROA
0.144
Net Margin
0.238
Op Margin
0.329
GPA
0.185
D/E
1.11
Current
0.98
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.091
Earn Growth
0.282
Stability
0.664
lower=better
Accruals
-0.051
lower=better
5yr Consist
No
ROE of 30% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
34.8%
12M Return
51.9%
12-1 Mom
48.0%
Risk-Adj
1.69
Vol 252d
28.4%
Vol 60d
65.9%
↑ Expanding
Max DD 12M
-14.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 48% is very strong — a clear uptrend. Risk-adjusted momentum of 1.69 is excellent — strong returns relative to volatility. Near-term vol (66%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 226 peers
Sector Value %ile
71.4%
Sector Quality %ile
95.2%
P/E z-score
-0.61
P/B z-score
-0.07
Sector Avg OS
71.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (87th) and quality (96th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (87th value) with strong momentum (85th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (87th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 4.8% backed by 21.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (66%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
82.0% avg (7 factors)
Quality
B
70.5% avg (8 factors)
Momentum
A
84.1% avg (4 factors)
Risk
B
69.3% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.970 | —1 | — | |
| Value %ile | 0.870 | —1 | — | |
| Quality %ile | 0.960 | —1 | — | |
| Momentum %ile | 0.850 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.284 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.86
Earnings Yield (E/P)
0.1014
Price / Sales
2.35
Price / Book
2.99
Price / Cash Flow
7.27
FCF Yield
21.1%
EBITDA / EV
24.0%
Sales Yield (1/P·S)
0.4253
Shareholder Yield
Div + net buyback / mktcap
4.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
30.3%
Return on Assets
14.4%
Net Margin
23.8%
Operating Margin
32.9%
Gross Profit / Assets
Novy-Marx GPA
18.5%
Debt / Equity
1.11
Current Ratio
0.98
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.051
MomentumPrice trend strength over different horizons
6M Return
34.8%
12M Return
51.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
48.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.69
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-9.1%
Earnings Growth (YoY)
28.2%
Earnings Stability (CV)
Lower = more stable
0.664
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
4.8%
Buyback Yield
0.0%
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
17
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
12
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity