Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1f77f7d0-952b-42b3-9e31-478180af9c90/

BCE

BCE Inc
Chart
$24.41
Latest Week 2026-06-05
Communication ServicesTelecom ServicesLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.96
OS Score
96.0%
Value
84.0%
Quality
69.0%
Momentum
#39.00000000
TV Rank
6/9
F-Score
0.898
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
#39.00000000
◆
Quality × Value
QV 0.898
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 3.6
◇
VC2 Cheapest
VC2 3.00000000
📐
EBITDA/EV
24.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
8.7%
💰
High Yield
Div 8.7%
🚀
Momentum Leaders
12-1 17%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
96.0%ile
P/E
3.6×
P/S
0.9×
P/B
1.0×
E/P
0.2761
FCF Yield
0.161
EBITDA/EV
0.248
SH Yield
0.087
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 3.6x places this firmly in deep value territory. FCF yield of 16.1% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
84.0%ile
ROE
0.268
ROA
0.077
Net Margin
0.254
Op Margin
0.431
GPA
0.105
D/E
2.47
Current
0.66
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.015
Stability
1.886
lower=better
Accruals
-0.004
lower=better
5yr Consist
No
ROE of 27% is exceptional. Highly leveraged with D/E of 2.47 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
69.0%ile
6M Return
6.3%
12M Return
18.1%
12-1 Mom
16.8%
Risk-Adj
0.96
Vol 252d
17.6%
Vol 60d
35.7%
↑ Expanding
Max DD 12M
-10.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (36%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services · 264 peers
Sector Value %ile
92.5%
Sector Quality %ile
83.8%
P/E z-score
-0.50
P/B z-score
-0.09
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AMX America Movil SAB de CV ADR 99.0% 98.0% 98.0% 86.0%
BODI The Beachbody Company, Inc. 99.0% 92.0% 91.0% 97.0%
TIMB TIM Participacoes SA 99.0% 98.0% 98.0% 79.0%
AMCX AMC Networks Inc 98.0% 98.0% 77.0% 83.0%
VIV Telefonica Brasil SA ADR 98.0% 98.0% 91.0% 81.0%
RCI Rogers Communications Inc 97.0% 96.0% 71.0% 84.0%
TIGO Millicom International Cellular SA 97.0% 81.0% 98.0% 95.0%
TV Grupo Televisa SAB ADR 96.0% 97.0% 71.0% 80.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (96th) and quality (84th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 8.7% backed by 16.1% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (27%) boosted by high leverage (D/E 2.5). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (36%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
98.5% avg (7 factors)
Quality
C
55.3% avg (8 factors)
Momentum
C
50.9% avg (4 factors)
Risk
A
87.4% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.960—1—
Value %ile0.960—1—
Quality %ile0.840—1—
Momentum %ile0.690—0—
F-Score6.000—0—
Confidence0.970—1—
Volatility0.176—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.62
Earnings Yield (E/P)
0.2761
Price / Sales
0.92
Price / Book
0.97
Price / Cash Flow
3.46
FCF Yield
16.1%
EBITDA / EV
24.8%
Sales Yield (1/P·S)
0.3838
Shareholder Yield
Div + net buyback / mktcap
8.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
26.8%
Return on Assets
7.7%
Net Margin
25.4%
Operating Margin
43.1%
Gross Profit / Assets
Novy-Marx GPA
10.5%
Debt / Equity
2.47
Current Ratio
0.66
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.004
MomentumPrice trend strength over different horizons
6M Return
6.3%
12M Return
18.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
16.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.96
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.5%
Earnings Stability (CV)
Lower = more stable
1.886
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
8.7%
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
3
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
39
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