Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3e2b9f00-f54d-482f-a51f-e6cbd58fc3d6/

IMSR

Terrestrial Energy Inc
Chart
4.88 USD
Latest Week 2026-07-24
UtilitiesUtilities - Regulated ElectricSMALL
Snapshot 2026-07-26 · 0.6w · Fresh
0.33
OS Score
42.0%
Value
40.0%
Quality
42.0%
Momentum
4/9
F-Score
0.410
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
0 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
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
42.0%ile
P/B
1.8×
FCF Yield
-0.063
SH Yield
-0.146
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
59.00000000
/100 — 1=cheapest
VC2 (Trending Value)
59.00000000
/100
VC3 (Buyback)
59.00000000
/100
Negative FCF yield (-6.3%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
40.0%ile
ROE
-0.160
ROA
-0.156
D/E
0.02
Current
54.82
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
1.522
lower=better
Accruals
-0.057
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.02.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
42.0%ile
6M Return
-60.6%
Vol 252d
101.7%
Vol 60d
223.9%
↑ Expanding
Max DD 12M
-72.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (224%) is expanding vs long-term (102%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.33
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities · 107 peers
Sector Value %ile
53.7%
Sector Quality %ile
43.5%
P/B z-score
-0.29
Sector Avg OS
51.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
SBS Companhia de Saneamento Basico do Estado de Sao Paulo SABESP ADR 97.0% 97.0% 70.0% 87.0%
EIX Edison International 96.0% 86.0% 79.0% 86.0%
AXIA AXIA Energia 96.0% 90.0% 69.0% 93.0%
CIG Companhia Energetica de Minas Gerais CEMIG Pref ADR 95.0% 98.0% 64.0% 73.0%
ENIC Enel Chile SA ADR 94.0% 91.0% 65.0% 81.0%
NGG National Grid PLC ADR 91.0% 83.0% 74.0% 69.0%
ELPC Companhia Paranaense de Energia - COPEL 91.0% 96.0% 29.0% 89.0%
ED Consolidated Edison Inc 90.0% 79.0% 77.0% 66.0%
Factor Interactions
Volatility Expanding
60-day vol (224%) significantly exceeds 252-day (102%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
27.6% avg (3 factors)
Quality
C
56.5% avg (5 factors)
Momentum
F
0.0% avg (1 factors)
Risk
F
0.0% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.330—0—
Value %ile0.420—0—
Quality %ile0.400—0—
Momentum %ile0.420—0—
F-Score4.000—8—
Confidence0.552—0—
Volatility1.017—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
1.79
FCF Yield
-6.3%
Shareholder Yield
Div + net buyback / mktcap
-14.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-16.0%
Return on Assets
-15.6%
Debt / Equity
0.02
Current Ratio
54.82
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.057
MomentumPrice trend strength over different horizons
6M Return
-60.6%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
1.522
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Buyback Yield
-14.6%
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
59
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
59
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
59
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