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BNS

Bank of Nova Scotia
Chart
89.43 USD
Latest Week 2026-07-17
Financial ServicesBanks - DiversifiedLARGE
Snapshot 2026-07-19 · 0.6w · Fresh
0.39
OS Score
31.0%
Value
22.0%
Quality
89.0%
Momentum
4/9
F-Score
0.261
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 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
Yes
🌱
GARP
✗
🔄
Shareholder Yield
2.8%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 62%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.72
⚡
Risk-Adj Momentum
RAM 3.52
V
Value Analysis
Cheapness relative to fundamentals
31.0%ile
P/E
11.5×
P/S
1.5×
P/B
1.3×
E/P
0.0207
FCF Yield
0.046
EBITDA/EV
0.023
SH Yield
0.028
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
22.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
23.00000000
/100
P/E of 11.5x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
22.0%ile
ROE
0.110
ROA
0.006
Net Margin
0.135
Op Margin
0.181
GPA
0.022
D/E
16.44
Current
0.32
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.056
Earn Growth
0.438
Stability
0.233
lower=better
Accruals
-0.012
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 16.44 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
89.0%ile
6M Return
23.1%
12M Return
67.7%
12-1 Mom
61.7%
Risk-Adj
3.52
Vol 252d
17.5%
Vol 60d
38.4%
↑ Expanding
Max DD 12M
-12.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 62% is very strong — a clear uptrend. Risk-adjusted momentum of 3.52 is excellent — strong returns relative to volatility. Near-term vol (38%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.39
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
4.2%
P/E z-score
-0.20
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
BAP Credicorp Ltd 99.0% 97.0% 96.0% 91.0%
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%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 89.0%
CARE Carter Bank and Trust 99.0% 96.0% 96.0% 91.0%
BBDO Banco Bradesco S/A ADR 98.0% 97.0% 92.0% 77.0%
HG Hamilton Insurance Group, Ltd. 98.0% 97.0% 82.0% 90.0%
MRX Marex Group plc Ordinary Shares 98.0% 93.0% 81.0% 89.0%
Factor Interactions
Volatility Expanding
60-day vol (38%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
54.5% avg (7 factors)
Quality
F
28.9% avg (8 factors)
Momentum
A
91.6% avg (4 factors)
Risk
A
87.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.390—0—
Value %ile0.310—0—
Quality %ile0.220—7—
Momentum %ile0.890—7—
F-Score4.000—7—
Confidence1.000—7—
Volatility0.175—7—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.48
Earnings Yield (E/P)
0.0207
Price / Sales
1.54
Price / Book
1.26
Price / Cash Flow
3.90
FCF Yield
4.6%
EBITDA / EV
2.3%
Sales Yield (1/P·S)
0.1144
Shareholder Yield
Div + net buyback / mktcap
2.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.0%
Return on Assets
0.6%
Net Margin
13.5%
Operating Margin
18.1%
Gross Profit / Assets
Novy-Marx GPA
2.2%
Debt / Equity
16.44
Current Ratio
0.32
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.012
External Financing
Net issuance — lower=better
0.004
MomentumPrice trend strength over different horizons
6M Return
23.1%
12M Return
67.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
61.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.52
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.6%
Earnings Growth (YoY)
43.8%
Earnings Stability (CV)
Lower = more stable
0.233
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
0.9%
Buyback Yield
1.9%
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
22
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
23
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