Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d4e33d40-8813-4efa-b056-91a523a08332/
NPS
CANADIAN LARGE CAP LEADERS SPLISnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
25.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
15.2%
💰
High Yield
Div 10.4%
🚀
Momentum Leaders
12-1 66%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 15%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.72
⚡
Risk-Adj Momentum
RAM 4.51
V
Value Analysis
Cheapness relative to fundamentals
54.0%ile
P/E
3.9×
P/S
11.9×
P/B
1.3×
E/P
0.2570
FCF Yield
0.124
EBITDA/EV
0.257
SH Yield
0.152
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
45.00000000
/100 — 1=cheapest
VC2 (Trending Value)
45.00000000
/100
VC3 (Buyback)
46.00000000
/100
P/E of 3.9x places this firmly in deep value territory. FCF yield of 12.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
55.0%ile
ROE
0.327
ROA
0.193
Net Margin
3.062
Op Margin
3.063
GPA
0.055
Current
2.43
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Accruals
0.100
lower=better
5yr Consist
No
ROE of 33% is exceptional. Accruals ratio of 0.100 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
57.0%ile
6M Return
25.5%
12M Return
71.3%
12-1 Mom
66.3%
Risk-Adj
4.51
Vol 252d
14.7%
Vol 60d
35.1%
↑ Expanding
Max DD 12M
-3.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 66% is very strong — a clear uptrend. Risk-adjusted momentum of 4.51 is excellent — strong returns relative to volatility. Near-term vol (35%) is expanding vs long-term (15%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.61
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 82 peers
Sector Value %ile
42.2%
Sector Quality %ile
61.4%
P/E z-score
-0.74
P/B z-score
-0.40
Sector Avg OS
56.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 15.2% backed by 12.4% FCF yield. Returns are well-funded.
Earnings Quality Concern
ROE looks strong (33%) but high accruals (0.100) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (35%) significantly exceeds 252-day (15%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.2% avg (7 factors)
Quality
B
71.2% avg (7 factors)
Momentum
A
92.3% avg (4 factors)
Risk
A
92.2% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.610 | —0 | — | |
| Value %ile | 0.540 | —0 | — | |
| Quality %ile | 0.550 | —0 | — | |
| Momentum %ile | 0.570 | —0 | — | |
| F-Score | 3.000 | —6 | — | |
| Confidence | 0.687 | —0 | — | |
| Volatility | 0.147 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.89
Earnings Yield (E/P)
0.2570
Price / Sales
11.92
Price / Book
1.27
Price / Cash Flow
8.08
FCF Yield
12.4%
EBITDA / EV
25.7%
Sales Yield (1/P·S)
0.0839
Shareholder Yield
Div + net buyback / mktcap
15.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
32.7%
Return on Assets
19.3%
Net Margin
306.2%
Operating Margin
306.3%
Gross Profit / Assets
Novy-Marx GPA
5.5%
Current Ratio
2.43
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.100
External Financing
Net issuance — lower=better
0.144
MomentumPrice trend strength over different horizons
6M Return
25.5%
12M Return
71.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
66.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
4.51
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
10.4%
Buyback Yield
4.8%
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
45
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
45
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
46
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity