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TD

Toronto Dominion Bank
Chart
123.60 USD
Latest Week 2026-07-17
Financial ServicesBanks - DiversifiedMEGA
Snapshot 2026-07-19 · 0.6w · Fresh
0.4
OS Score
27.0%
Value
31.0%
Quality
90.0%
Momentum
5/9
F-Score
0.289
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 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
5.2%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 65%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 15%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.51
⚡
Risk-Adj Momentum
RAM 4.36
V
Value Analysis
Cheapness relative to fundamentals
27.0%ile
P/E
13.7×
P/S
1.8×
P/B
1.6×
E/P
0.0383
FCF Yield
0.037
EBITDA/EV
0.042
SH Yield
0.052
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
66.00000000
/100 — 1=cheapest
VC2 (Trending Value)
33.00000000
/100
VC3 (Buyback)
35.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
31.0%ile
ROE
0.120
ROA
0.007
Net Margin
0.132
Op Margin
0.165
GPA
0.029
D/E
15.78
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 15.78 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
90.0%ile
6M Return
32.7%
12M Return
72.3%
12-1 Mom
65.2%
Risk-Adj
4.36
Vol 252d
15.0%
Vol 60d
33.9%
↑ Expanding
Max DD 12M
-6.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 65% is very strong — a clear uptrend. Risk-adjusted momentum of 4.36 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
0.4
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
11.2%
P/E z-score
-0.12
P/B z-score
-0.06
Sector Avg OS
85.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CARE Carter Bank and Trust 99.0% 96.0% 96.0% 91.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 89.0%
IX Orix Corp Ads 99.0% 98.0% 82.0% 90.0%
RILYL BRC Group Holdings, Inc. 99.0% 94.0% 88.0% 95.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 91.0%
MRX Marex Group plc Ordinary Shares 98.0% 93.0% 81.0% 89.0%
HG Hamilton Insurance Group, Ltd. 98.0% 97.0% 82.0% 90.0%
MFG Mizuho Financial Group Inc. 98.0% 97.0% 70.0% 91.0%
Factor Interactions
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
C
58.7% avg (7 factors)
Quality
F
28.2% avg (8 factors)
Momentum
A
94.6% avg (4 factors)
Risk
A
91.7% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.400—0—
Value %ile0.270—2—
Quality %ile0.310—0—
Momentum %ile0.900—7—
F-Score5.000—0—
Confidence1.000—7—
Volatility0.150—7—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.69
Earnings Yield (E/P)
0.0383
Price / Sales
1.81
Price / Book
1.64
Price / Cash Flow
13.26
FCF Yield
3.7%
EBITDA / EV
4.2%
Sales Yield (1/P·S)
0.2326
Shareholder Yield
Div + net buyback / mktcap
5.2%
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
15.78
Current Ratio
0.05
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.000
External Financing
Net issuance — lower=better
0.018
MomentumPrice trend strength over different horizons
6M Return
32.7%
12M Return
72.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
65.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
4.36
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
1.3%
Buyback Yield
3.9%
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
66
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
33
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
35
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
Show all
Op Income
OCF
CapEx
Equity