Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8857bee9-5942-4e29-bbdc-6a59ba0b54e3/
TRZ
Transat A.T. Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 1.00000000
📐
EBITDA/EV
60.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
14.2%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 32%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 90th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
0.3×
P/S
0.0×
E/P
0.0390
FCF Yield
0.168
EBITDA/EV
0.609
SH Yield
0.142
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
1.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 0.3x places this firmly in deep value territory. FCF yield of 16.8% is strong — the business generates significant free cash relative to price. VC2 score of 1.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
10.0%ile
ROE
-0.497
ROA
0.117
Net Margin
0.097
Op Margin
0.013
GPA
0.148
Current
0.71
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.035
Stability
4.815
lower=better
Accruals
0.017
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
32.0%ile
6M Return
-2.8%
12M Return
21.1%
12-1 Mom
31.9%
Risk-Adj
0.80
Vol 252d
39.6%
Vol 60d
83.8%
↑ Expanding
Max DD 12M
-26.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 32% is very strong — a clear uptrend. Near-term vol (84%) is expanding vs long-term (40%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.62
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 50 peers
Sector Value %ile
80.4%
Sector Quality %ile
9.8%
P/E z-score
-0.49
Sector Avg OS
55.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (90th value) but weak quality (10th). Classic value trap risk.
Strong Capital Return
Shareholder yield 14.2% backed by 16.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (84%) significantly exceeds 252-day (40%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.7% avg (6 factors)
Quality
D
31.0% avg (7 factors)
Momentum
C
53.0% avg (4 factors)
Risk
C
50.6% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.620 | —0 | — | |
| Value %ile | 0.900 | —1 | — | |
| Quality %ile | 0.100 | —1 | — | |
| Momentum %ile | 0.320 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.799 | —1 | — | |
| Volatility | 0.396 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
0.30
Earnings Yield (E/P)
0.0390
Price / Sales
0.03
Price / Cash Flow
0.35
FCF Yield
16.8%
EBITDA / EV
60.9%
Sales Yield (1/P·S)
2.9505
Shareholder Yield
Div + net buyback / mktcap
14.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-49.7%
Return on Assets
11.7%
Net Margin
9.7%
Operating Margin
1.3%
Gross Profit / Assets
Novy-Marx GPA
14.8%
Current Ratio
0.71
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.017
External Financing
Net issuance — lower=better
0.006
MomentumPrice trend strength over different horizons
6M Return
-2.8%
12M Return
21.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
31.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.80
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.5%
Earnings Stability (CV)
Lower = more stable
4.815
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
Buyback Yield
14.2%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
1
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
79
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
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Op Income
OCF
CapEx
Equity