Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/85a4f232-0690-46a5-8ad1-6b9f4b09381d/

ATH

Athabasca Oil Corporation
Chart
11.46 CAD
Latest Week 2026-06-05
EnergyOil & Gas E&PMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.64
OS Score
27.0%
Value
83.0%
Quality
89.0%
Momentum
5/9
F-Score
0.473
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
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.3%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 117%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.47
V
Value Analysis
Cheapness relative to fundamentals
27.0%ile
P/E
25.0×
P/S
3.9×
P/B
3.0×
E/P
0.0650
FCF Yield
0.022
EBITDA/EV
0.080
SH Yield
0.033
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
77.00000000
/100 — 1=cheapest
VC2 (Trending Value)
74.00000000
/100
VC3 (Buyback)
76.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
83.0%ile
ROE
0.120
ROA
0.083
Net Margin
0.156
Op Margin
0.255
GPA
0.270
Current
1.74
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.055
Earn Growth
-0.436
Stability
0.967
lower=better
Accruals
-0.091
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
89.0%ile
6M Return
46.7%
12M Return
116.2%
12-1 Mom
116.6%
Risk-Adj
3.47
Vol 252d
33.6%
Vol 60d
77.0%
↑ Expanding
Max DD 12M
-16.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 117% is very strong — a clear uptrend. Risk-adjusted momentum of 3.47 is excellent — strong returns relative to volatility. Near-term vol (77%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.64
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy · 94 peers
Sector Value %ile
28.4%
Sector Quality %ile
89.5%
P/E z-score
-0.22
P/B z-score
0.03
Sector Avg OS
54.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
TOT Total Energy Services Inc. 99.0% 96.0% 82.0% 92.0%
SOIL Saturn Oil & Gas Inc. 98.0% 89.0% 85.0% 97.0%
CFW Calfrac Well Services Ltd. 97.0% 98.0% 66.0% 79.0%
TCW Trican Well Service Ltd. 96.0% 89.0% 84.0% 78.0%
PXT Parex Resources Inc. 96.0% 89.0% 74.0% 86.0%
PEY Peyto Exploration & Development Corp. 94.0% 83.0% 90.0% 66.0%
SGY Surge Energy Inc. 94.0% 82.0% 72.0% 85.0%
SU Suncor Energy Inc. 94.0% 80.0% 81.0% 81.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (83th) and momentum (89th) but expensive (27th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (83th) but expensive (27th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (77%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
51.4% avg (7 factors)
Quality
B
61.6% avg (7 factors)
Momentum
A
99.0% avg (4 factors)
Risk
B
60.7% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.640—0—
Value %ile0.270—1—
Quality %ile0.830—1—
Momentum %ile0.890—1—
F-Score5.000—0—
Confidence0.939—1—
Volatility0.336—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
25.01
Earnings Yield (E/P)
0.0650
Price / Sales
3.89
Price / Book
3.00
Price / Cash Flow
11.93
FCF Yield
2.2%
EBITDA / EV
8.0%
Sales Yield (1/P·S)
0.2553
Shareholder Yield
Div + net buyback / mktcap
3.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.0%
Return on Assets
8.3%
Net Margin
15.6%
Operating Margin
25.5%
Gross Profit / Assets
Novy-Marx GPA
27.0%
Current Ratio
1.74
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.091
External Financing
Net issuance — lower=better
0.070
MomentumPrice trend strength over different horizons
6M Return
46.7%
12M Return
116.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
116.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.47
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.5%
Earnings Growth (YoY)
-43.6%
Earnings Stability (CV)
Lower = more stable
0.967
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
Buyback Yield
3.3%
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
77
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
74
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
76
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