Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/57b64247-0f78-4536-88f4-c48d81ab6634/

CJT

Cargojet Inc.
Chart
81.56 CAD
Latest Week 2026-06-05
IndustrialsIntegrated Freight & LogisticsSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.28
OS Score
68.0%
Value
13.0%
Quality
9.0%
Momentum
#67.00000000
TV Rank
5/9
F-Score
0.297
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 8.00000000
📐
EBITDA/EV
16.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
8.9%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 68th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
68.0%ile
P/E
16.1×
P/S
1.2×
P/B
1.6×
E/P
0.0452
FCF Yield
-0.067
EBITDA/EV
0.164
SH Yield
0.089
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
10.00000000
/100
Negative FCF yield (-6.7%) — the business is currently cash-consumptive. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
13.0%ile
ROE
0.102
ROA
0.037
Net Margin
0.073
Op Margin
0.094
GPA
0.102
Current
0.91
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.008
Earn Growth
-0.216
Stability
1.051
lower=better
Accruals
-0.057
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
9.0%ile
6M Return
2.6%
12M Return
-13.8%
12-1 Mom
-14.1%
Risk-Adj
-0.39
Vol 252d
36.5%
Vol 60d
78.2%
↑ Expanding
Max DD 12M
-35.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -14% signals a downtrend — price is moving against you. Near-term vol (78%) is expanding vs long-term (37%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.28
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 62 peers
Sector Value %ile
77.8%
Sector Quality %ile
15.9%
P/E z-score
-0.54
P/B z-score
-0.73
Sector Avg OS
39.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
DRX ADF Group Inc. 97.0% 94.0% 78.0% 76.0%
HMM-A Hammond Manufacturing Company Limited 96.0% 92.0% 71.0% 83.0%
WJX Wajax Corporation 95.0% 97.0% 74.0% 67.0%
ADEN ADENTRA Inc. 89.0% 94.0% 65.0% 36.0%
DCM DATA Communications Management Corp. 88.0% 95.0% 80.0% 18.0%
DXT Dexterra Group Inc. 86.0% 72.0% 67.0% 71.0%
AC Air Canada 83.0% 89.0% 67.0% 24.0%
DBM Doman Building Materials Group Ltd. 79.0% 92.0% 33.0% 35.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (68th value) but weak quality (13th). Classic value trap risk.
Falling Knife
Weak momentum (9th) despite looking cheap (68th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (78%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
66.6% avg (7 factors)
Quality
D
35.6% avg (7 factors)
Momentum
F
22.1% avg (4 factors)
Risk
C
55.8% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.280—1—
Value %ile0.680—0—
Quality %ile0.130—1—
Momentum %ile0.090—1—
F-Score5.000—0—
Confidence0.939—1—
Volatility0.365—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.12
Earnings Yield (E/P)
0.0452
Price / Sales
1.18
Price / Book
1.64
Price / Cash Flow
6.33
FCF Yield
-6.7%
EBITDA / EV
16.4%
Sales Yield (1/P·S)
0.4819
Shareholder Yield
Div + net buyback / mktcap
8.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.2%
Return on Assets
3.7%
Net Margin
7.3%
Operating Margin
9.4%
Gross Profit / Assets
Novy-Marx GPA
10.2%
Current Ratio
0.91
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.057
MomentumPrice trend strength over different horizons
6M Return
2.6%
12M Return
-13.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-14.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.39
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.8%
Earnings Growth (YoY)
-21.6%
Earnings Stability (CV)
Lower = more stable
1.051
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
Buyback Yield
7.1%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
67
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
Show all
Op Income
OCF
CapEx
Equity