Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2120b770-ca2b-44da-bfdd-92159ec0e186/
CCA
Cogeco Communications Inc.Snapshot 2026-08-02 · 0.4w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
QV 0.905
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 9
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
11.3%
💰
High Yield
Div 6.7%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.99
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/S
0.9×
P/B
1.3×
E/P
0.1033
FCF Yield
0.075
SH Yield
0.113
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
10.00000000
/100
FCF yield of 7.5% is strong — the business generates significant free cash relative to price. VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
-0.604
ROA
-0.149
Net Margin
-0.395
Op Margin
0.257
GPA
0.333
Current
0.47
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.003
Earn Growth
-0.099
Stability
3.076
lower=better
Accruals
-0.292
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
18.0%ile
6M Return
-8.5%
12M Return
-1.2%
12-1 Mom
5.7%
Risk-Adj
0.23
Vol 252d
24.5%
Vol 60d
59.8%
↑ Expanding
Max DD 12M
-19.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (60%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 23 peers
Sector Value %ile
79.2%
Sector Quality %ile
83.3%
P/B z-score
-0.51
Sector Avg OS
60.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (90th) and quality (91th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (18th) despite looking cheap (90th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 11.3% backed by 7.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (60%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.4% avg (5 factors)
Quality
D
36.3% avg (7 factors)
Momentum
D
32.7% avg (4 factors)
Risk
A
75.8% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. 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 Trends9 snapshots
Factor Persistence9 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.880 | —9 | — | |
| Value %ile | 0.900 | —9 | — | |
| Quality %ile | 0.910 | —9 | — | |
| Momentum %ile | 0.180 | —9 | — | |
| F-Score | 7.000 | —9 | — | |
| Confidence | 0.879 | —9 | — | |
| Volatility | 0.245 | —0 | — |
Value Lens2021-08-03 → 2026-08-02
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.1033
Price / Sales
0.88
Price / Book
1.34
Price / Cash Flow
2.33
FCF Yield
7.5%
Sales Yield (1/P·S)
0.4024
Shareholder Yield
Div + net buyback / mktcap
11.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-60.4%
Return on Assets
-14.9%
Net Margin
-39.5%
Operating Margin
25.7%
Gross Profit / Assets
Novy-Marx GPA
33.3%
Current Ratio
0.47
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.292
External Financing
Net issuance — lower=better
0.016
MomentumPrice trend strength over different horizons
6M Return
-8.5%
12M Return
-1.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
5.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.23
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.3%
Earnings Growth (YoY)
-9.9%
Earnings Stability (CV)
Lower = more stable
3.076
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
6.7%
Buyback Yield
4.6%
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
74
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