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TSND

TerrAscend Corp.
Chart
1.04 CAD
Latest Week 2026-06-05
HealthcareDrug Manufacturers - Specialty & GenericSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.86
OS Score
63.0%
Value
62.0%
Quality
93.0%
Momentum
4/9
F-Score
0.625
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
QV 0.625
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.14
V
Value Analysis
Cheapness relative to fundamentals
63.0%ile
P/S
1.2×
P/B
3.7×
E/P
0.0813
FCF Yield
0.027
EBITDA/EV
0.112
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
66.00000000
/100 — 1=cheapest
VC2 (Trending Value)
70.00000000
/100
VC3 (Buyback)
72.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
62.0%ile
ROE
-0.929
ROA
-0.149
Net Margin
-0.312
Op Margin
0.168
GPA
0.248
Current
1.51
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.028
Stability
1.036
lower=better
Accruals
-0.189
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
93.0%ile
6M Return
40.5%
12M Return
173.7%
12-1 Mom
152.6%
Risk-Adj
1.14
Vol 252d
133.7%
Vol 60d
261.6%
↑ Expanding
Max DD 12M
-63.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 153% is very strong — a clear uptrend. Near-term vol (262%) is expanding vs long-term (134%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare · 45 peers
Sector Value %ile
76.1%
Sector Quality %ile
80.4%
P/B z-score
0.01
Sector Avg OS
46.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
XLY Auxly Cannabis Group Inc. 98.0% 96.0% 86.0% 85.0%
LOVE Cannara Biotech Inc. 95.0% 92.0% 82.0% 69.0%
DR Medical Facilities Corporation 91.0% 90.0% 91.0% 29.0%
BHC Bausch Health Companies Inc. 90.0% 87.0% 96.0% 27.0%
MDP Medexus Pharmaceuticals Inc. 83.0% 62.0% 77.0% 67.0%
CRRX CareRx Corporation 81.0% 81.0% 68.0% 29.0%
TLRY Tilray Brands, Inc. 80.0% 75.0% 6.0% 99.0%
LABS MediPharm Labs Corp. 73.0% 59.0% 60.0% 61.0%
Factor Interactions
Hot but Volatile
Strong momentum (93th) but high volatility (134%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (262%) significantly exceeds 252-day (134%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
51.3% avg (6 factors)
Quality
D
36.0% avg (7 factors)
Momentum
A
85.4% avg (4 factors)
Risk
F
0.0% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.860—1—
Value %ile0.630—0—
Quality %ile0.620—0—
Momentum %ile0.930—1—
F-Score4.000—1—
Confidence0.879—1—
Volatility1.337—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0813
Price / Sales
1.23
Price / Book
3.66
Price / Cash Flow
14.63
FCF Yield
2.7%
EBITDA / EV
11.2%
Sales Yield (1/P·S)
0.4850
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-92.9%
Return on Assets
-14.9%
Net Margin
-31.2%
Operating Margin
16.8%
Gross Profit / Assets
Novy-Marx GPA
24.8%
Current Ratio
1.51
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.189
External Financing
Net issuance — lower=better
0.000
MomentumPrice trend strength over different horizons
6M Return
40.5%
12M Return
173.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
152.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.14
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-2.8%
Earnings Stability (CV)
Lower = more stable
1.036
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
Buyback Yield
0.1%
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
66
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
70
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
72
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