Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/90dbc615-ee0c-402d-9d38-fabb1ffb89e6/

CNI

Canadian National Railway Company
Chart
124.40 USD
Latest Week 2026-07-10
IndustrialsRailroadsLARGE
Snapshot 2026-07-12 · 0.7w · Fresh
0.81
OS Score
67.0%
Value
91.0%
Quality
34.0%
Momentum
7/9
F-Score
0.781
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.810
↗
Trending Value
✗
◆
Quality × Value
QV 0.781
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
5.3%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 16%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.76
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
67.0%ile
P/E
16.0×
P/S
4.4×
P/B
3.5×
E/P
0.0730
FCF Yield
0.110
EBITDA/EV
0.093
SH Yield
0.053
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
68.00000000
/100 — 1=cheapest
VC2 (Trending Value)
36.00000000
/100
VC3 (Buyback)
66.00000000
/100
FCF yield of 11.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.219
ROA
0.079
Net Margin
0.272
Op Margin
0.411
GPA
0.128
D/E
1.77
Current
0.67
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.005
Earn Growth
0.045
Stability
0.041
lower=better
Accruals
-0.041
lower=better
5yr Consist
Yes
ROE of 22% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
34.0%ile
6M Return
27.2%
12M Return
21.2%
12-1 Mom
16.0%
Risk-Adj
0.79
Vol 252d
20.2%
Vol 60d
47.0%
↑ Expanding
Max DD 12M
-11.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (47%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.81
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 500 peers
Sector Value %ile
70.1%
Sector Quality %ile
94.4%
P/E z-score
-0.39
P/B z-score
-0.05
Sector Avg OS
52.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
GSL Global Ship Lease Inc 99.0% 97.0% 90.0% 79.0%
ESEA Euroseas Ltd 99.0% 97.0% 96.0% 88.0%
DAC Danaos Corporation 98.0% 97.0% 85.0% 77.0%
UAL United Airlines Holdings Inc 98.0% 90.0% 95.0% 85.0%
DLX Deluxe Corporation 98.0% 93.0% 88.0% 80.0%
CMRE Costamare Inc 98.0% 96.0% 84.0% 83.0%
NMM Navios Maritime Partners LP Unit 97.0% 97.0% 71.0% 86.0%
CPA Copa Holdings SA 97.0% 92.0% 88.0% 75.0%
Factor Interactions
Strong Capital Return
Shareholder yield 5.3% backed by 11.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (47%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
66.5% avg (7 factors)
Quality
C
58.3% avg (8 factors)
Momentum
C
57.0% avg (4 factors)
Risk
A
83.0% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.810—6—
Value %ile0.670—0—
Quality %ile0.910—6—
Momentum %ile0.340—0—
F-Score7.000—6—
Confidence0.980—6—
Volatility0.202—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.03
Earnings Yield (E/P)
0.0730
Price / Sales
4.36
Price / Book
3.51
Price / Cash Flow
10.55
FCF Yield
11.0%
EBITDA / EV
9.3%
Sales Yield (1/P·S)
0.1775
Shareholder Yield
Div + net buyback / mktcap
5.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.9%
Return on Assets
7.9%
Net Margin
27.2%
Operating Margin
41.1%
Gross Profit / Assets
Novy-Marx GPA
12.8%
Debt / Equity
1.77
Current Ratio
0.67
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.041
External Financing
Net issuance — lower=better
0.049
MomentumPrice trend strength over different horizons
6M Return
27.2%
12M Return
21.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
16.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.79
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.5%
Earnings Growth (YoY)
4.5%
Earnings Stability (CV)
Lower = more stable
0.041
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
1.6%
Buyback Yield
3.7%
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
68
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
36
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
66
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