Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5928e519-1174-4a4f-807d-95781aa065a5/
CNR
Canadian National Railway CompanySnapshot 2026-06-07 · 0.0w · Fresh
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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
4.9%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 19%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
19.0%ile
P/E
21.7×
P/S
5.9×
P/B
4.7×
E/P
0.0527
FCF Yield
0.029
EBITDA/EV
0.074
SH Yield
0.049
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
85.00000000
/100 — 1=cheapest
VC2 (Trending Value)
79.00000000
/100
VC3 (Buyback)
81.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.219
ROA
0.079
Net Margin
0.272
Op Margin
0.378
GPA
0.123
Current
0.67
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.015
Earn Growth
0.086
Stability
0.037
lower=better
Accruals
-0.041
lower=better
5yr Consist
Yes
ROE of 22% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
27.0%ile
6M Return
25.3%
12M Return
19.9%
12-1 Mom
9.0%
Risk-Adj
0.46
Vol 252d
19.5%
Vol 60d
43.9%
↑ Expanding
Max DD 12M
-11.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (44%) is expanding vs long-term (19%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.25
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 62 peers
Sector Value %ile
41.3%
Sector Quality %ile
98.4%
P/E z-score
-0.40
P/B z-score
0.27
Sector Avg OS
39.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality at a Premium
High quality (88th) but expensive (19th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (44%) significantly exceeds 252-day (19%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
48.7% avg (7 factors)
Quality
C
58.6% avg (7 factors)
Momentum
C
51.6% avg (4 factors)
Risk
A
84.2% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.250 | —1 | — | |
| Value %ile | 0.190 | —1 | — | |
| Quality %ile | 0.880 | —1 | — | |
| Momentum %ile | 0.270 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.195 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
21.65
Earnings Yield (E/P)
0.0527
Price / Sales
5.90
Price / Book
4.75
Price / Cash Flow
14.25
FCF Yield
2.9%
EBITDA / EV
7.4%
Sales Yield (1/P·S)
0.1396
Shareholder Yield
Div + net buyback / mktcap
4.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.9%
Return on Assets
7.9%
Net Margin
27.2%
Operating Margin
37.8%
Gross Profit / Assets
Novy-Marx GPA
12.3%
Current Ratio
0.67
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.041
External Financing
Net issuance — lower=better
0.049
MomentumPrice trend strength over different horizons
6M Return
25.3%
12M Return
19.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
9.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.46
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.5%
Earnings Growth (YoY)
8.6%
Earnings Stability (CV)
Lower = more stable
0.037
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
0.0%
Buyback Yield
2.7%
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
85
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity