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LFE

Canadian Life Companies Split Corp.
Chart
9.48 CAD
Latest Week 2026-07-31
Financial ServicesAsset ManagementMICRO
Snapshot 2026-07-26 · 1.0w · Fresh
0.61
OS Score
61.0%
Value
12.0%
Quality
86.0%
Momentum
1/9
F-Score
0.271
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 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
12-1 58%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 17%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.43
V
Value Analysis
Cheapness relative to fundamentals
61.0%ile
P/E
5.5×
P/S
5.4×
P/B
1.4×
FCF Yield
-0.368
SH Yield
-0.435
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
30.00000000
/100 — 1=cheapest
VC2 (Trending Value)
69.00000000
/100
VC3 (Buyback)
68.00000000
/100
P/E of 5.5x places this firmly in deep value territory. Negative FCF yield (-36.8%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
12.0%ile
ROE
0.248
ROA
0.102
Net Margin
0.978
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.458
Earn Growth
-0.613
Accruals
0.272
lower=better
5yr Consist
No
ROE of 25% is exceptional. Accruals ratio of 0.272 is elevated — earnings quality may be lower than headline numbers suggest. F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
86.0%ile
6M Return
33.0%
12M Return
77.2%
12-1 Mom
58.2%
Risk-Adj
3.43
Vol 252d
17.0%
Vol 60d
41.6%
↑ Expanding
Max DD 12M
-12.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 58% is very strong — a clear uptrend. Risk-adjusted momentum of 3.43 is excellent — strong returns relative to volatility. Near-term vol (42%) is expanding vs long-term (17%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.61
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 82 peers
Sector Value %ile
48.2%
Sector Quality %ile
10.8%
P/E z-score
-0.65
P/B z-score
-0.36
Sector Avg OS
57.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
XAU Goldmoney Inc. 99.0% 99.0% 88.0% 85.0%
AGF-B AGF Management Limited 96.0% 86.0% 81.0% 86.0%
PWI Power & Infrastructure Split Corp. 95.0% 92.0% 83.0% 71.0%
CXI Currency Exchange International, Corp. 95.0% 89.0% 82.0% 75.0%
MFC Manulife Financial Corporation 94.0% 87.0% 81.0% 74.0%
DS Dividend Select 15 Corp. 92.0% 83.0% 76.0% 67.0%
POW Power Corporation of Canada 90.0% 69.0% 73.0% 85.0%
IAG iA Financial Corporation Inc. 90.0% 77.0% 75.0% 72.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (61th value) but weak quality (12th). Classic value trap risk.
Earnings Quality Concern
ROE looks strong (25%) but high accruals (0.272) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (42%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
50.6% avg (5 factors)
Quality
C
55.4% avg (4 factors)
Momentum
A
94.7% avg (4 factors)
Risk
A
88.4% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.610—0—
Value %ile0.610—0—
Quality %ile0.120—8—
Momentum %ile0.860—6—
F-Score1.000—8—
Confidence0.514—0—
Volatility0.170—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.48
Price / Sales
5.36
Price / Book
1.36
FCF Yield
-36.8%
Sales Yield (1/P·S)
0.2243
Shareholder Yield
Div + net buyback / mktcap
-43.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
24.8%
Return on Assets
10.2%
Net Margin
97.8%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.272
External Financing
Net issuance — lower=better
0.420
MomentumPrice trend strength over different horizons
6M Return
33.0%
12M Return
77.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
58.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.43
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-45.8%
Earnings Growth (YoY)
-61.3%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
Dividend Yield
12.5%
Buyback Yield
-56.0%
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
30
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
69
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
68
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity