Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a2523e6a-1d11-471f-ac2a-dfaefd801a1d/
TD
Toronto Dominion BankSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 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
5.6%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 58%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 15%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.90
V
Value Analysis
Cheapness relative to fundamentals
73.0%ile
P/E
9.3×
P/S
1.2×
P/B
1.1×
E/P
0.1076
FCF Yield
0.030
EBITDA/EV
0.035
SH Yield
0.056
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
22.00000000
/100 — 1=cheapest
VC2 (Trending Value)
16.00000000
/100
VC3 (Buyback)
16.00000000
/100
P/E of 9.3x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
20.0%ile
ROE
0.120
ROA
0.007
Net Margin
0.132
Op Margin
0.165
GPA
0.029
D/E
15.77
Current
0.05
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.056
Earn Growth
-0.142
Stability
0.789
lower=better
Accruals
0.000
lower=better
5yr Consist
No
Highly leveraged with D/E of 15.77 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
30.2%
12M Return
66.6%
12-1 Mom
58.2%
Risk-Adj
3.90
Vol 252d
14.9%
Vol 60d
34.4%
↑ Expanding
Max DD 12M
-6.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 58% is very strong — a clear uptrend. Risk-adjusted momentum of 3.90 is excellent — strong returns relative to volatility. Near-term vol (34%) is expanding vs long-term (15%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.78
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
28.9%
Sector Quality %ile
4.0%
P/E z-score
-0.23
P/B z-score
-0.06
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (73th value) with strong momentum (88th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (73th value) but weak quality (20th). Classic value trap risk.
Volatility Expanding
60-day vol (34%) significantly exceeds 252-day (15%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.8% avg (7 factors)
Quality
F
28.2% avg (8 factors)
Momentum
A
93.8% avg (4 factors)
Risk
A
91.8% 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. 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.780 | —1 | — | |
| Value %ile | 0.730 | —1 | — | |
| Quality %ile | 0.200 | —1 | — | |
| Momentum %ile | 0.880 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.149 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.30
Earnings Yield (E/P)
0.1076
Price / Sales
1.23
Price / Book
1.12
Price / Cash Flow
9.00
FCF Yield
3.0%
EBITDA / EV
3.5%
Sales Yield (1/P·S)
0.1930
Shareholder Yield
Div + net buyback / mktcap
5.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.0%
Return on Assets
0.7%
Net Margin
13.2%
Operating Margin
16.5%
Gross Profit / Assets
Novy-Marx GPA
2.9%
Debt / Equity
15.77
Current Ratio
0.05
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.000
MomentumPrice trend strength over different horizons
6M Return
30.2%
12M Return
66.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
58.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.90
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.6%
Earnings Growth (YoY)
-14.2%
Earnings Stability (CV)
Lower = more stable
0.789
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
5.6%
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
22
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
16
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
16
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