Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/21daebfb-eb41-4e49-b17e-e438b4440af9/

DCM

DATA Communications Management Corp.
Chart
2.53 CAD
Latest Week 2026-07-17
IndustrialsSpecialty Business ServicesMICRO
Snapshot 2026-07-19 · 0.7w · Fresh
0.93
OS Score
86.0%
Value
79.0%
Quality
67.0%
Momentum
7/9
F-Score
0.824
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
✗
◆
Quality × Value
QV 0.824
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
15.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.8%
💰
High Yield
Div 4.0%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
Val 86%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
86.0%ile
P/E
15.9×
P/S
0.3×
P/B
3.4×
E/P
0.0862
FCF Yield
0.102
EBITDA/EV
0.155
SH Yield
0.048
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
9.00000000
/100
FCF yield of 10.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
79.0%ile
ROE
0.216
ROA
0.025
Net Margin
0.020
Op Margin
0.074
GPA
0.313
Current
1.56
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.062
Earn Growth
1.603
Stability
0.890
lower=better
Accruals
-0.096
lower=better
5yr Consist
No
ROE of 22% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
67.0%ile
6M Return
35.9%
12M Return
54.1%
12-1 Mom
1.1%
Risk-Adj
0.02
Vol 252d
51.1%
Vol 60d
123.6%
↑ Expanding
Max DD 12M
-23.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (124%) is expanding vs long-term (51%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.93
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 62 peers
Sector Value %ile
88.9%
Sector Quality %ile
88.9%
P/E z-score
-0.60
P/B z-score
-0.19
Sector Avg OS
36.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
WJX Wajax Corporation 96.0% 96.0% 74.0% 74.0%
HMM-A Hammond Manufacturing Company Limited 95.0% 92.0% 71.0% 82.0%
DRX ADF Group Inc. 89.0% 69.0% 64.0% 92.0%
ADEN ADENTRA Inc. 88.0% 91.0% 66.0% 36.0%
DBM Doman Building Materials Group Ltd. 86.0% 87.0% 33.0% 71.0%
AC Air Canada 83.0% 87.0% 68.0% 25.0%
TBL Taiga Building Products Ltd. 77.0% 96.0% 32.0% 25.0%
CHR Chorus Aviation Inc. 75.0% 95.0% 28.0% 24.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (86th) and quality (79th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 4.8% backed by 10.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (124%) significantly exceeds 252-day (51%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
74.7% avg (7 factors)
Quality
C
48.0% avg (7 factors)
Momentum
C
59.0% avg (4 factors)
Risk
D
31.5% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.930—7—
Value %ile0.860—7—
Quality %ile0.790—7—
Momentum %ile0.670—0—
F-Score7.000—7—
Confidence0.910—7—
Volatility0.511—7—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.93
Earnings Yield (E/P)
0.0862
Price / Sales
0.32
Price / Book
3.44
Price / Cash Flow
3.26
FCF Yield
10.2%
EBITDA / EV
15.5%
Sales Yield (1/P·S)
1.1655
Shareholder Yield
Div + net buyback / mktcap
4.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.6%
Return on Assets
2.5%
Net Margin
2.0%
Operating Margin
7.4%
Gross Profit / Assets
Novy-Marx GPA
31.3%
Current Ratio
1.56
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.096
MomentumPrice trend strength over different horizons
6M Return
35.9%
12M Return
54.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
1.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.02
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-6.2%
Earnings Growth (YoY)
160.3%
Earnings Stability (CV)
Lower = more stable
0.890
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
4.0%
Buyback Yield
0.9%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
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