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SLF

Sun Life Financial Inc.
Chart
113.18 CAD
Latest Week 2026-07-10
Financial ServicesInsurance - DiversifiedLARGE
Snapshot 2026-07-12 · 0.9w · Fresh
0.85
OS Score
72.0%
Value
64.0%
Quality
69.0%
Momentum
5/9
F-Score
0.679
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.850
↗
Trending Value
✗
◆
Quality × Value
QV 0.679
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
Rev +11%
🔄
Shareholder Yield
5.1%
💰
High Yield
Div 3.3%
🚀
Momentum Leaders
12-1 31%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.91
⚡
Risk-Adj Momentum
RAM 1.78
V
Value Analysis
Cheapness relative to fundamentals
72.0%ile
P/E
19.1×
P/S
1.7×
P/B
2.4×
E/P
0.0732
FCF Yield
0.081
SH Yield
0.051
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
39.00000000
/100 — 1=cheapest
VC2 (Trending Value)
32.00000000
/100
VC3 (Buyback)
36.00000000
/100
FCF yield of 8.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
64.0%ile
ROE
0.127
ROA
0.008
Net Margin
0.091
Op Margin
0.132
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.115
Earn Growth
0.224
Stability
0.282
lower=better
Accruals
-0.005
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
69.0%ile
6M Return
32.1%
12M Return
38.8%
12-1 Mom
31.3%
Risk-Adj
1.78
Vol 252d
17.6%
Vol 60d
37.3%
↑ Expanding
Max DD 12M
-9.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 31% is very strong — a clear uptrend. Risk-adjusted momentum of 1.78 is excellent — strong returns relative to volatility. Near-term vol (37%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.85
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 82 peers
Sector Value %ile
65.1%
Sector Quality %ile
66.3%
P/E z-score
0.22
P/B z-score
0.02
Sector Avg OS
56.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
XAU Goldmoney Inc. 98.0% 99.0% 88.0% 80.0%
CXI Currency Exchange International, Corp. 96.0% 91.0% 86.0% 73.0%
AGF-B AGF Management Limited 96.0% 88.0% 81.0% 82.0%
PWI Power & Infrastructure Split Corp. 96.0% 92.0% 83.0% 74.0%
MFC Manulife Financial Corporation 94.0% 89.0% 81.0% 73.0%
DS Dividend Select 15 Corp. 92.0% 83.0% 76.0% 67.0%
POW Power Corporation of Canada 91.0% 71.0% 73.0% 85.0%
IAG iA Financial Corporation Inc. 91.0% 77.0% 77.0% 70.0%
Factor Interactions
Strong Capital Return
Shareholder yield 5.1% backed by 8.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (37%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.2% avg (6 factors)
Quality
D
40.3% avg (5 factors)
Momentum
B
74.7% avg (4 factors)
Risk
A
87.4% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.850—6—
Value %ile0.720—6—
Quality %ile0.640—0—
Momentum %ile0.690—0—
F-Score5.000—0—
Confidence0.802—6—
Volatility0.176—6—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
19.13
Earnings Yield (E/P)
0.0732
Price / Sales
1.75
Price / Book
2.44
Price / Cash Flow
11.71
FCF Yield
8.1%
Sales Yield (1/P·S)
0.5540
Shareholder Yield
Div + net buyback / mktcap
5.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.7%
Return on Assets
0.8%
Net Margin
9.1%
Operating Margin
13.2%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.005
External Financing
Net issuance — lower=better
0.003
MomentumPrice trend strength over different horizons
6M Return
32.1%
12M Return
38.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
31.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.78
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
11.5%
Earnings Growth (YoY)
22.4%
Earnings Stability (CV)
Lower = more stable
0.282
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
3.3%
Buyback Yield
1.8%
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
39
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
32
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
36
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