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SLF

Sun Life Financial Inc.
Chart
$73.72
Latest Week 2026-06-05
Financial ServicesInsurance - DiversifiedLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.95
OS Score
88.0%
Value
86.0%
Quality
67.0%
Momentum
#16.00000000
TV Rank
7/9
F-Score
0.870
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
#16.00000000
◆
Quality × Value
QV 0.870
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.9
◇
VC2 Cheapest
VC2 8.00000000
📐
EBITDA/EV
11.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.0%
💰
High Yield
Div 5.0%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 19%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
88.0%ile
P/E
12.9×
P/S
1.1×
P/B
1.7×
E/P
0.0777
FCF Yield
0.277
EBITDA/EV
0.113
SH Yield
0.050
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
8.00000000
/100
FCF yield of 27.7% is strong — the business generates significant free cash relative to price. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
86.0%ile
ROE
0.131
ROA
0.008
Net Margin
0.083
Op Margin
0.108
GPA
0.051
D/E
14.89
Current
6.60
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.013
Earn Growth
0.001
Stability
0.478
lower=better
Accruals
-0.020
lower=better
5yr Consist
No
Highly leveraged with D/E of 14.89 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
67.0%ile
6M Return
28.4%
12M Return
17.7%
12-1 Mom
10.8%
Risk-Adj
0.58
Vol 252d
18.8%
Vol 60d
39.1%
↑ Expanding
Max DD 12M
-14.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (39%) is expanding vs long-term (19%) — 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
70.7%
Sector Quality %ile
76.8%
P/E z-score
-0.05
P/B z-score
-0.04
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
IFS Intercorp Financial Services Inc 98.0% 98.0% 90.0% 78.0%
FXNC First National Corp 98.0% 90.0% 92.0% 84.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (88th) and quality (86th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 5.0% backed by 27.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (39%) significantly exceeds 252-day (19%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
76.6% avg (7 factors)
Quality
D
38.7% avg (8 factors)
Momentum
C
53.3% avg (4 factors)
Risk
A
85.3% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.950—1—
Value %ile0.880—1—
Quality %ile0.860—1—
Momentum %ile0.670—0—
F-Score7.000—1—
Confidence1.000—1—
Volatility0.188—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.87
Earnings Yield (E/P)
0.0777
Price / Sales
1.07
Price / Book
1.68
Price / Cash Flow
3.69
FCF Yield
27.7%
EBITDA / EV
11.3%
Sales Yield (1/P·S)
0.9432
Shareholder Yield
Div + net buyback / mktcap
5.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.1%
Return on Assets
0.8%
Net Margin
8.3%
Operating Margin
10.8%
Gross Profit / Assets
Novy-Marx GPA
5.1%
Debt / Equity
14.89
Current Ratio
6.60
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.020
MomentumPrice trend strength over different horizons
6M Return
28.4%
12M Return
17.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
10.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.58
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.3%
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
5.0%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
16
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
Show all
Op Income
OCF
CapEx
Equity