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TAC

TransAlta Corp
Chart
13.72 USD
Latest Week 2026-07-24
UtilitiesUtilities - Independent Power ProducersMID
Snapshot 2026-07-26 · 0.6w · Fresh
0.17
OS Score
24.0%
Value
21.0%
Quality
65.0%
Momentum
3/9
F-Score
0.224
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 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
CAQ 0.83
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
24.0%ile
P/S
2.0×
P/B
3.1×
E/P
0.0120
FCF Yield
0.107
EBITDA/EV
0.073
SH Yield
0.011
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
33.00000000
/100 — 1=cheapest
VC2 (Trending Value)
36.00000000
/100
VC3 (Buyback)
30.00000000
/100
FCF yield of 10.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
21.0%ile
ROE
-0.121
ROA
-0.019
Net Margin
-0.077
Op Margin
0.052
GPA
0.101
D/E
5.20
Current
0.76
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.167
Stability
3.702
lower=better
Accruals
-0.106
lower=better
5yr Consist
No
Highly leveraged with D/E of 5.20 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
65.0%ile
6M Return
8.8%
12M Return
13.4%
12-1 Mom
14.1%
Risk-Adj
0.38
Vol 252d
36.6%
Vol 60d
83.9%
↑ Expanding
Max DD 12M
-32.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (84%) is expanding vs long-term (37%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.17
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities · 107 peers
Sector Value %ile
18.5%
Sector Quality %ile
11.1%
P/B z-score
0.11
Sector Avg OS
51.8%
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%
ELPC Companhia Paranaense de Energia - COPEL 91.0% 96.0% 29.0% 89.0%
NGG National Grid PLC ADR 91.0% 83.0% 74.0% 69.0%
ED Consolidated Edison Inc 90.0% 79.0% 77.0% 66.0%
Factor Interactions
Volatility Expanding
60-day vol (84%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
52.2% avg (6 factors)
Quality
F
20.0% avg (8 factors)
Momentum
C
45.9% avg (4 factors)
Risk
C
55.7% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.170—8—
Value %ile0.240—8—
Quality %ile0.210—8—
Momentum %ile0.650—0—
F-Score3.000—8—
Confidence0.929—8—
Volatility0.366—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0120
Price / Sales
1.96
Price / Book
3.07
Price / Cash Flow
5.66
FCF Yield
10.7%
EBITDA / EV
7.3%
Sales Yield (1/P·S)
0.2333
Shareholder Yield
Div + net buyback / mktcap
1.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-12.1%
Return on Assets
-1.9%
Net Margin
-7.7%
Operating Margin
5.2%
Gross Profit / Assets
Novy-Marx GPA
10.1%
Debt / Equity
5.20
Current Ratio
0.76
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.106
External Financing
Net issuance — lower=better
0.003
MomentumPrice trend strength over different horizons
6M Return
8.8%
12M Return
13.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
14.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.38
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-16.7%
Earnings Stability (CV)
Lower = more stable
3.702
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
0.7%
Buyback Yield
0.4%
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
33
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
36
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
30
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