Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/348e9051-9c97-46e2-9909-75e95ab14ac7/
SLF
Sun Life Financial Inc.Snapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.818
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.2
💎
Deep Value
P/E 13.9
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.2%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 30%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.89
⚡
Risk-Adj Momentum
RAM 1.67
V
Value Analysis
Cheapness relative to fundamentals
88.0%ile
P/E
13.9×
P/S
1.2×
P/B
1.8×
E/P
0.0949
FCF Yield
0.243
EBITDA/EV
0.101
SH Yield
0.042
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
13.00000000
/100
VC3 (Buyback)
15.00000000
/100
FCF yield of 24.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
76.0%ile
ROE
0.127
ROA
0.008
Net Margin
0.083
Op Margin
0.115
GPA
0.038
D/E
14.46
Current
28.66
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.011
Earn Growth
0.001
Stability
0.478
lower=better
Accruals
-0.020
lower=better
5yr Consist
No
Highly leveraged with D/E of 14.46 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
79.0%ile
6M Return
31.7%
12M Return
37.3%
12-1 Mom
30.0%
Risk-Adj
1.67
Vol 252d
18.0%
Vol 60d
39.3%
↑ Expanding
Max DD 12M
-10.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 30% is very strong — a clear uptrend. Risk-adjusted momentum of 1.67 is excellent — strong returns relative to volatility. Near-term vol (39%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
72.3%
Sector Quality %ile
60.3%
P/E z-score
-0.12
P/B z-score
-0.05
Sector Avg OS
85.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (88th) and quality (76th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (88th value) with strong momentum (79th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 4.2% backed by 24.3% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (39%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
75.5% avg (7 factors)
Quality
D
38.5% avg (8 factors)
Momentum
B
73.0% avg (4 factors)
Risk
A
86.6% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.950 | —8 | — | |
| Value %ile | 0.880 | —8 | — | |
| Quality %ile | 0.760 | —8 | — | |
| Momentum %ile | 0.790 | —7 | — | |
| F-Score | 7.000 | —8 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.180 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.90
Earnings Yield (E/P)
0.0949
Price / Sales
1.16
Price / Book
1.77
Price / Cash Flow
3.99
FCF Yield
24.3%
EBITDA / EV
10.1%
Sales Yield (1/P·S)
0.8260
Shareholder Yield
Div + net buyback / mktcap
4.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.7%
Return on Assets
0.8%
Net Margin
8.3%
Operating Margin
11.5%
Gross Profit / Assets
Novy-Marx GPA
3.8%
Debt / Equity
14.46
Current Ratio
28.66
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.020
External Financing
Net issuance — lower=better
0.003
MomentumPrice trend strength over different horizons
6M Return
31.7%
12M Return
37.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
30.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.67
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.1%
Earnings Growth (YoY)
0.1%
Earnings Stability (CV)
Lower = more stable
0.477
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
1.7%
Buyback Yield
2.5%
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
13
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
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