Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/bc692a79-d180-48b3-84c6-a21bc55b97e0/

CGX

Cineplex Inc.
Chart
11.20 CAD
Latest Week 2026-06-05
Communication ServicesEntertainmentSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.69
OS Score
69.0%
Value
80.0%
Quality
16.0%
Momentum
5/9
F-Score
0.743
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.743
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 69th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
69.0%ile
P/S
0.6×
E/P
0.0393
FCF Yield
0.038
EBITDA/EV
0.105
SH Yield
0.010
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
17.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
13.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
80.0%ile
ROE
0.358
ROA
-0.018
Net Margin
-0.029
Op Margin
0.074
GPA
0.430
Current
0.37
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.008
Stability
1.504
lower=better
Accruals
-0.086
lower=better
5yr Consist
No
ROE of 36% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
16.0%ile
6M Return
1.7%
12M Return
-2.6%
12-1 Mom
2.6%
Risk-Adj
0.08
Vol 252d
33.4%
Vol 60d
78.6%
↑ Expanding
Max DD 12M
-23.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (79%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.69
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services · 23 peers
Sector Value %ile
58.3%
Sector Quality %ile
66.7%
Sector Avg OS
60.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
TVA-B TVA Group Inc. 99.0% 99.0% 89.0% 85.0%
Y Yellow Pages Limited 92.0% 93.0% 88.0% 31.0%
CCA Cogeco Communications Inc. 91.0% 97.0% 91.0% 18.0%
CGO Cogeco Inc. 90.0% 97.0% 79.0% 20.0%
BCE BCE Inc. 89.0% 91.0% 80.0% 29.0%
WILD WildBrain Ltd. 87.0% 99.0% 84.0% 2.0%
RCI-B Rogers Communications Inc. 86.0% 88.0% 35.0% 71.0%
RCI-A Rogers Communications Inc. 84.0% 87.0% 35.0% 66.0%
Factor Interactions
Falling Knife
Weak momentum (16th) despite looking cheap (69th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (79%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
48.2% avg (5 factors)
Quality
C
46.1% avg (7 factors)
Momentum
D
33.5% avg (4 factors)
Risk
B
61.1% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.690—0—
Value %ile0.690—0—
Quality %ile0.800—1—
Momentum %ile0.160—1—
F-Score5.000—0—
Confidence0.818—1—
Volatility0.334—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0393
Price / Sales
0.55
Price / Cash Flow
5.05
FCF Yield
3.8%
EBITDA / EV
10.5%
Sales Yield (1/P·S)
0.5342
Shareholder Yield
Div + net buyback / mktcap
1.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
35.8%
Return on Assets
-1.8%
Net Margin
-2.9%
Operating Margin
7.4%
Gross Profit / Assets
Novy-Marx GPA
43.0%
Current Ratio
0.37
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.086
MomentumPrice trend strength over different horizons
6M Return
1.7%
12M Return
-2.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
2.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.08
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.8%
Earnings Stability (CV)
Lower = more stable
1.504
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
Buyback Yield
1.0%
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
17
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
13
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