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BNS

The Bank of Nova Scotia
Chart
112.36 CAD
Latest Week 2026-06-05
Financial ServicesBanks - DiversifiedLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.89
OS Score
76.0%
Value
65.0%
Quality
75.0%
Momentum
5/9
F-Score
0.703
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
QV 0.703
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
Rev +10%
🔄
Shareholder Yield
5.4%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 51%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 15%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.41
V
Value Analysis
Cheapness relative to fundamentals
76.0%ile
P/E
14.4×
P/S
3.6×
P/B
1.6×
FCF Yield
0.067
SH Yield
0.054
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
26.00000000
/100 — 1=cheapest
VC2 (Trending Value)
22.00000000
/100
VC3 (Buyback)
22.00000000
/100
FCF yield of 6.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
65.0%ile
ROE
0.110
ROA
0.006
Net Margin
0.249
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.104
Earn Growth
0.011
Stability
0.102
lower=better
Accruals
-0.012
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
75.0%ile
6M Return
15.7%
12M Return
59.8%
12-1 Mom
50.9%
Risk-Adj
3.41
Vol 252d
14.9%
Vol 60d
32.4%
↑ Expanding
Max DD 12M
-11.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 51% is very strong — a clear uptrend. Risk-adjusted momentum of 3.41 is excellent — strong returns relative to volatility. Near-term vol (32%) is expanding vs long-term (15%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 82 peers
Sector Value %ile
71.1%
Sector Quality %ile
68.7%
P/E z-score
-0.06
P/B z-score
-0.26
Sector Avg OS
58.3%
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
Trending Value Signal
Cheap (76th value) with strong momentum (75th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 5.4% backed by 6.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (32%) significantly exceeds 252-day (15%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
75.1% avg (5 factors)
Quality
C
49.7% avg (4 factors)
Momentum
A
89.2% avg (4 factors)
Risk
A
91.8% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.890—1—
Value %ile0.760—1—
Quality %ile0.650—0—
Momentum %ile0.750—1—
F-Score5.000—0—
Confidence0.727—1—
Volatility0.149—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.43
Price / Sales
3.59
Price / Book
1.58
Price / Cash Flow
4.89
FCF Yield
6.7%
Sales Yield (1/P·S)
0.0937
Shareholder Yield
Div + net buyback / mktcap
5.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.0%
Return on Assets
0.6%
Net Margin
24.9%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.012
External Financing
Net issuance — lower=better
0.004
MomentumPrice trend strength over different horizons
6M Return
15.7%
12M Return
59.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
50.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.41
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.4%
Earnings Growth (YoY)
1.1%
Earnings Stability (CV)
Lower = more stable
0.102
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
0.0%
Buyback Yield
1.5%
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
26
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
22
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
22
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