Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c2fa6785-7603-4a32-ba04-a2578a0f1c32/
CHE-UN
Chemtrade Logistics Income FundSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
#35.00000000
◆
Quality × Value
QV 0.814
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 10.00000000
📐
EBITDA/EV
13.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +12%
🔄
Shareholder Yield
9.6%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 67%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 85th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.30
V
Value Analysis
Cheapness relative to fundamentals
85.0%ile
P/E
15.9×
P/S
0.9×
P/B
2.4×
E/P
0.0914
FCF Yield
0.048
EBITDA/EV
0.137
SH Yield
0.096
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
15.00000000
/100 — 1=cheapest
VC2 (Trending Value)
10.00000000
/100
VC3 (Buyback)
12.00000000
/100
VC2 score of 10.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
78.0%ile
ROE
0.153
ROA
0.045
Net Margin
0.057
Op Margin
0.139
GPA
0.176
Current
1.00
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.118
Earn Growth
0.145
Stability
0.474
lower=better
Accruals
-0.105
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
76.0%ile
6M Return
18.5%
12M Return
56.6%
12-1 Mom
67.2%
Risk-Adj
2.30
Vol 252d
29.2%
Vol 60d
69.0%
↑ Expanding
Max DD 12M
-13.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 67% is very strong — a clear uptrend. Risk-adjusted momentum of 2.30 is excellent — strong returns relative to volatility. Near-term vol (69%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 194 peers
Sector Value %ile
93.8%
Sector Quality %ile
76.9%
P/E z-score
-0.36
P/B z-score
-0.44
Sector Avg OS
48.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (85th) and quality (78th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (85th value) with strong momentum (76th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (69%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
74.9% avg (7 factors)
Quality
D
44.4% avg (7 factors)
Momentum
A
84.8% avg (4 factors)
Risk
B
68.0% 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 | 0.940 | —1 | — | |
| Value %ile | 0.850 | —1 | — | |
| Quality %ile | 0.780 | —1 | — | |
| Momentum %ile | 0.760 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.292 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.90
Earnings Yield (E/P)
0.0914
Price / Sales
0.90
Price / Book
2.43
Price / Cash Flow
4.77
FCF Yield
4.8%
EBITDA / EV
13.7%
Sales Yield (1/P·S)
0.6586
Shareholder Yield
Div + net buyback / mktcap
9.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.3%
Return on Assets
4.5%
Net Margin
5.7%
Operating Margin
13.9%
Gross Profit / Assets
Novy-Marx GPA
17.6%
Current Ratio
1.00
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.105
MomentumPrice trend strength over different horizons
6M Return
18.5%
12M Return
56.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
67.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.30
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
11.8%
Earnings Growth (YoY)
14.5%
Earnings Stability (CV)
Lower = more stable
0.474
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
Buyback Yield
5.3%
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
15
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
10
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
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
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Op Income
OCF
CapEx
Equity