Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/41005d65-bf6e-4cda-93fd-5c24d8cde2e3/
H
Hydro One LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
2.3%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 22%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 14%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.61
V
Value Analysis
Cheapness relative to fundamentals
17.0%ile
P/E
24.9×
P/S
3.7×
P/B
2.7×
E/P
0.0451
FCF Yield
-0.010
EBITDA/EV
0.061
SH Yield
0.023
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
81.00000000
/100 — 1=cheapest
VC2 (Trending Value)
79.00000000
/100
VC3 (Buyback)
81.00000000
/100
Negative FCF yield (-1.0%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
22.0%ile
ROE
0.107
ROA
0.035
Net Margin
0.148
Op Margin
0.259
GPA
0.085
Current
0.54
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.066
Earn Growth
0.158
Stability
0.209
lower=better
Accruals
-0.030
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
30.0%ile
6M Return
8.7%
12M Return
18.2%
12-1 Mom
21.9%
Risk-Adj
1.61
Vol 252d
13.6%
Vol 60d
32.5%
↑ Expanding
Max DD 12M
-5.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 22% is very strong — a clear uptrend. Risk-adjusted momentum of 1.61 is excellent — strong returns relative to volatility. Near-term vol (32%) is expanding vs long-term (14%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.06
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities
· 17 peers
Sector Value %ile
22.2%
Sector Quality %ile
33.3%
P/E z-score
-0.44
P/B z-score
1.12
Sector Avg OS
33.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (32%) significantly exceeds 252-day (14%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
44.1% avg (7 factors)
Quality
D
41.8% avg (7 factors)
Momentum
C
57.5% avg (4 factors)
Risk
A
94.0% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.060 | —1 | — | |
| Value %ile | 0.170 | —1 | — | |
| Quality %ile | 0.220 | —1 | — | |
| Momentum %ile | 0.300 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.136 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
24.92
Earnings Yield (E/P)
0.0451
Price / Sales
3.68
Price / Book
2.66
Price / Cash Flow
13.26
FCF Yield
-1.0%
EBITDA / EV
6.1%
Sales Yield (1/P·S)
0.1737
Shareholder Yield
Div + net buyback / mktcap
2.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.7%
Return on Assets
3.5%
Net Margin
14.8%
Operating Margin
25.9%
Gross Profit / Assets
Novy-Marx GPA
8.5%
Current Ratio
0.54
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.030
MomentumPrice trend strength over different horizons
6M Return
8.7%
12M Return
18.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
21.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.61
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.6%
Earnings Growth (YoY)
15.8%
Earnings Stability (CV)
Lower = more stable
0.209
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
0.0%
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
81
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
79
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
81
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