Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3908616e-e0db-4521-b43c-88a21d25f2a4/
CM
Canadian Imperial Bank of CommerceSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
Rev +14%
🔄
Shareholder Yield
3.3%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 62%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 17%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.99
⚡
Risk-Adj Momentum
RAM 3.56
V
Value Analysis
Cheapness relative to fundamentals
33.0%ile
P/E
15.5×
P/S
4.9×
P/B
2.3×
FCF Yield
0.045
SH Yield
0.033
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
68.00000000
/100 — 1=cheapest
VC2 (Trending Value)
66.00000000
/100
VC3 (Buyback)
66.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
75.0%ile
ROE
0.149
ROA
0.008
Net Margin
0.316
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.137
Earn Growth
0.205
Stability
0.187
lower=better
Accruals
-0.005
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
33.3%
12M Return
71.2%
12-1 Mom
61.6%
Risk-Adj
3.56
Vol 252d
17.3%
Vol 60d
40.9%
↑ Expanding
Max DD 12M
-6.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 62% is very strong — a clear uptrend. Risk-adjusted momentum of 3.56 is excellent — strong returns relative to volatility. Near-term vol (41%) is expanding vs long-term (17%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.63
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 82 peers
Sector Value %ile
21.7%
Sector Quality %ile
79.5%
P/E z-score
0.00
P/B z-score
-0.02
Sector Avg OS
56.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (75th) and momentum (82th) but expensive (33th value). Premium priced — watch for mean reversion.
Volatility Expanding
60-day vol (41%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.9% avg (5 factors)
Quality
C
52.2% avg (4 factors)
Momentum
A
94.8% avg (4 factors)
Risk
A
87.8% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.630 | —0 | — | |
| Value %ile | 0.330 | —0 | — | |
| Quality %ile | 0.750 | —6 | — | |
| Momentum %ile | 0.820 | —6 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.727 | —6 | — | |
| Volatility | 0.173 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.52
Price / Sales
4.91
Price / Book
2.32
Price / Cash Flow
9.75
FCF Yield
4.5%
Sales Yield (1/P·S)
0.0962
Shareholder Yield
Div + net buyback / mktcap
3.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.9%
Return on Assets
0.8%
Net Margin
31.6%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.005
External Financing
Net issuance — lower=better
0.006
MomentumPrice trend strength over different horizons
6M Return
33.3%
12M Return
71.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
61.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.56
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
13.7%
Earnings Growth (YoY)
20.5%
Earnings Stability (CV)
Lower = more stable
0.187
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
2.5%
Buyback Yield
0.8%
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
68
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
66
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
66
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
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Op Income
OCF
CapEx
Equity