Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5e4029c5-77bd-479f-a591-87cf5b25fef9/

YCM

New Commerce Split Fund
Chart
10.00 CAD
Latest Week 2026-06-05
Financial ServicesAsset ManagementNANO
Snapshot 2026-06-07 · 0.0w · Fresh
0.43
OS Score
45.0%
Value
46.0%
Quality
47.0%
Momentum
3/9
F-Score
0.455
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
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 159%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 4.49
V
Value Analysis
Cheapness relative to fundamentals
45.0%ile
P/B
15.7×
FCF Yield
0.062
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
56.00000000
/100 — 1=cheapest
VC2 (Trending Value)
55.00000000
/100
VC3 (Buyback)
55.00000000
/100
FCF yield of 6.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
46.0%ile
ROE
-1.641
ROA
-0.106
Net Margin
1.192
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.235
Accruals
-0.164
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
47.0%ile
6M Return
57.0%
12M Return
153.9%
12-1 Mom
158.5%
Risk-Adj
4.49
Vol 252d
35.3%
Vol 60d
82.9%
↑ Expanding
Max DD 12M
-11.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 159% is very strong — a clear uptrend. Risk-adjusted momentum of 4.49 is excellent — strong returns relative to volatility. Near-term vol (83%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.43
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 82 peers
Sector Value %ile
28.9%
Sector Quality %ile
48.2%
P/B z-score
5.79
Sector Avg OS
58.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
XAU Goldmoney Inc. 98.0% 98.0% 64.0% 84.0%
AGF-B AGF Management Limited 96.0% 93.0% 80.0% 72.0%
PWI Power & Infrastructure Split Corp. 96.0% 92.0% 83.0% 74.0%
QRC Queen's Road Capital Investment Ltd. 95.0% 80.0% 82.0% 92.0%
CF Canaccord Genuity Group Inc. 95.0% 90.0% 78.0% 69.0%
DS Dividend Select 15 Corp. 92.0% 83.0% 76.0% 63.0%
POW Power Corporation of Canada 90.0% 75.0% 73.0% 77.0%
MFC Manulife Financial Corporation 90.0% 92.0% 81.0% 34.0%
Factor Interactions
Volatility Expanding
60-day vol (83%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
23.3% avg (3 factors)
Quality
C
50.0% avg (4 factors)
Momentum
A
100.0% avg (4 factors)
Risk
C
57.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.430—0—
Value %ile0.450—0—
Quality %ile0.460—0—
Momentum %ile0.470—0—
F-Score3.000—1—
Confidence0.191—1—
Volatility0.353—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
15.72
Price / Cash Flow
17.41
FCF Yield
6.2%
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-164.1%
Return on Assets
-10.6%
Net Margin
119.2%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.164
MomentumPrice trend strength over different horizons
6M Return
57.0%
12M Return
153.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
158.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
4.49
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
23.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
0.0%
Buyback Yield
0.0%
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
56
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
55
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
55
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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