Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d25f9a38-5eb5-4479-8c4e-917319b45d35/

AC

Air Canada
Chart
21.41 CAD
Latest Week 2026-06-05
IndustrialsAirlinesMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.83
OS Score
89.0%
Value
67.0%
Quality
24.0%
Momentum
#45.00000000
TV Rank
6/9
F-Score
0.772
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.830
↗
Trending Value
#45.00000000
◆
Quality × Value
QV 0.772
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.5
◇
VC2 Cheapest
VC2 3.00000000
📐
EBITDA/EV
23.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
13.9%
💰
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
89.0%ile
P/E
9.5×
P/S
0.3×
P/B
2.3×
E/P
0.0638
FCF Yield
0.052
EBITDA/EV
0.237
SH Yield
0.139
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
5.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 9.5x places this firmly in deep value territory. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
67.0%ile
ROE
0.237
ROA
0.019
Net Margin
0.029
Op Margin
0.041
GPA
0.160
Current
0.60
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.005
Earn Growth
-0.568
Stability
8.508
lower=better
Accruals
-0.091
lower=better
5yr Consist
No
ROE of 24% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
24.0%ile
6M Return
13.4%
12M Return
15.5%
12-1 Mom
8.0%
Risk-Adj
0.22
Vol 252d
37.2%
Vol 60d
76.3%
↑ Expanding
Max DD 12M
-27.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (76%) is expanding vs long-term (37%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.83
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 62 peers
Sector Value %ile
87.3%
Sector Quality %ile
69.8%
P/E z-score
-0.71
P/B z-score
-0.53
Sector Avg OS
38.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
DRX ADF Group Inc. 97.0% 94.0% 78.0% 76.0%
HMM-A Hammond Manufacturing Company Limited 96.0% 92.0% 71.0% 83.0%
WJX Wajax Corporation 95.0% 97.0% 74.0% 67.0%
ADEN ADENTRA Inc. 89.0% 94.0% 65.0% 36.0%
DCM DATA Communications Management Corp. 88.0% 95.0% 80.0% 18.0%
DXT Dexterra Group Inc. 86.0% 72.0% 67.0% 71.0%
DBM Doman Building Materials Group Ltd. 79.0% 92.0% 33.0% 35.0%
TBL Taiga Building Products Ltd. 79.0% 95.0% 32.0% 30.0%
Factor Interactions
Strong Capital Return
Shareholder yield 13.9% backed by 5.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (76%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
80.0% avg (7 factors)
Quality
D
37.4% avg (7 factors)
Momentum
D
44.9% avg (4 factors)
Risk
C
54.6% 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 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 Composite0.830—1—
Value %ile0.890—1—
Quality %ile0.670—0—
Momentum %ile0.240—1—
F-Score6.000—0—
Confidence0.939—1—
Volatility0.372—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.54
Earnings Yield (E/P)
0.0638
Price / Sales
0.27
Price / Book
2.26
Price / Cash Flow
1.68
FCF Yield
5.2%
EBITDA / EV
23.7%
Sales Yield (1/P·S)
1.5543
Shareholder Yield
Div + net buyback / mktcap
13.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.7%
Return on Assets
1.9%
Net Margin
2.9%
Operating Margin
4.1%
Gross Profit / Assets
Novy-Marx GPA
16.0%
Current Ratio
0.60
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.091
External Financing
Net issuance — lower=better
0.026
MomentumPrice trend strength over different horizons
6M Return
13.4%
12M Return
15.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
8.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.22
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.5%
Earnings Growth (YoY)
-56.8%
Earnings Stability (CV)
Lower = more stable
8.508
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
Buyback Yield
13.9%
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
5
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
45
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