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AIF

Altus Group Limited
Chart
45.93 CAD
Latest Week 2026-06-05
Real EstateReal Estate ServicesSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.12
OS Score
15.0%
Value
72.0%
Quality
11.0%
Momentum
7/9
F-Score
0.329
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 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
13.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
15.0%ile
P/E
4.4×
P/S
3.3×
P/B
4.1×
E/P
0.0157
FCF Yield
0.049
EBITDA/EV
0.036
SH Yield
0.130
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
78.00000000
/100 — 1=cheapest
VC2 (Trending Value)
67.00000000
/100
VC3 (Buyback)
68.00000000
/100
P/E of 4.4x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
72.0%ile
ROE
0.927
ROA
0.352
Net Margin
0.740
Op Margin
0.050
GPA
0.315
Current
0.71
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.039
Stability
2.282
lower=better
Accruals
0.275
lower=better
5yr Consist
No
ROE of 93% is exceptional. Accruals ratio of 0.275 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
11.0%ile
6M Return
-16.8%
12M Return
-10.6%
12-1 Mom
-13.3%
Risk-Adj
-0.31
Vol 252d
43.0%
Vol 60d
98.2%
↑ Expanding
Max DD 12M
-37.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -13% signals a downtrend — price is moving against you. Near-term vol (98%) is expanding vs long-term (43%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.12
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate · 51 peers
Sector Value %ile
11.5%
Sector Quality %ile
84.6%
P/E z-score
-0.26
P/B z-score
0.94
Sector Avg OS
43.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MRD Melcor Developments Ltd. 94.0% 96.0% 66.0% 66.0%
BTB-UN BTB Real Estate Investment Trust 84.0% 84.0% 80.0% 23.0%
VITL-UN Vital Infrastructure Property Trust 83.0% 79.0% 84.0% 26.0%
TNT-UN True North Commercial Real Estate Investment Trust 83.0% 89.0% 73.0% 17.0%
PMZ-UN Primaris Real Estate Investment Trust 81.0% 80.0% 36.0% 64.0%
FCD-UN Firm Capital Property Trust 81.0% 80.0% 69.0% 31.0%
PLZ-UN Plaza Retail REIT 78.0% 77.0% 65.0% 32.0%
RFA RFA Financial Inc. 78.0% 69.0% 15.0% 96.0%
Factor Interactions
Earnings Quality Concern
ROE looks strong (93%) but high accruals (0.275) suggests earnings are accrual-heavy, not cash-backed.
Quality at a Premium
High quality (72th) but expensive (15th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (98%) significantly exceeds 252-day (43%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
58.5% avg (7 factors)
Quality
C
57.1% avg (7 factors)
Momentum
F
17.7% avg (4 factors)
Risk
C
45.0% 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 Composite0.120—1—
Value %ile0.150—1—
Quality %ile0.720—1—
Momentum %ile0.110—1—
F-Score7.000—1—
Confidence0.939—1—
Volatility0.430—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
4.42
Earnings Yield (E/P)
0.0157
Price / Sales
3.27
Price / Book
4.10
Price / Cash Flow
20.02
FCF Yield
4.9%
EBITDA / EV
3.6%
Sales Yield (1/P·S)
0.3144
Shareholder Yield
Div + net buyback / mktcap
13.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
92.7%
Return on Assets
35.2%
Net Margin
74.0%
Operating Margin
5.0%
Gross Profit / Assets
Novy-Marx GPA
31.5%
Current Ratio
0.71
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.275
MomentumPrice trend strength over different horizons
6M Return
-16.8%
12M Return
-10.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-13.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.31
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.9%
Earnings Stability (CV)
Lower = more stable
2.282
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.0%
Buyback Yield
11.5%
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
78
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
67
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
68
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