Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/dea9997a-bbd9-4186-a73d-241f7393cde5/
XLY
Auxly Cannabis Group Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
✗
◆
Quality × Value
QV 0.909
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 6.9
◇
VC2 Cheapest
✗
📐
EBITDA/EV
20.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +24%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 96th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.34
V
Value Analysis
Cheapness relative to fundamentals
96.0%ile
P/E
6.9×
P/S
1.4×
P/B
1.2×
E/P
0.1285
FCF Yield
0.136
EBITDA/EV
0.203
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
12.00000000
/100
VC3 (Buyback)
9.00000000
/100
P/E of 6.9x places this firmly in deep value territory. FCF yield of 13.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
86.0%ile
ROE
0.181
ROA
0.119
Net Margin
0.209
Op Margin
0.197
GPA
0.309
Current
2.23
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.238
Stability
0.850
lower=better
Accruals
-0.011
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
6.7%
12M Return
100.0%
12-1 Mom
75.0%
Risk-Adj
1.34
Vol 252d
55.9%
Vol 60d
86.0%
↑ Expanding
Max DD 12M
-28.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 75% is very strong — a clear uptrend. Near-term vol (86%) is expanding vs long-term (56%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 45 peers
Sector Value %ile
100.0%
Sector Quality %ile
93.5%
P/E z-score
-0.88
P/B z-score
-0.55
Sector Avg OS
46.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (96th) and quality (86th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (96th value) with strong momentum (85th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 24% with P/E of 7×. Growth isn't fully priced in.
Hot but Volatile
Strong momentum (85th) but high volatility (56%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (86%) significantly exceeds 252-day (56%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
82.1% avg (7 factors)
Quality
B
66.2% avg (7 factors)
Momentum
A
76.1% avg (4 factors)
Risk
F
23.5% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.980 | —1 | — | |
| Value %ile | 0.960 | —1 | — | |
| Quality %ile | 0.860 | —1 | — | |
| Momentum %ile | 0.850 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.559 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.91
Earnings Yield (E/P)
0.1285
Price / Sales
1.45
Price / Book
1.25
Price / Cash Flow
6.33
FCF Yield
13.6%
EBITDA / EV
20.3%
Sales Yield (1/P·S)
0.6539
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
18.1%
Return on Assets
11.9%
Net Margin
20.9%
Operating Margin
19.7%
Gross Profit / Assets
Novy-Marx GPA
30.9%
Current Ratio
2.23
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.011
MomentumPrice trend strength over different horizons
6M Return
6.7%
12M Return
100.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
75.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.34
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
23.8%
Earnings Stability (CV)
Lower = more stable
0.850
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
Buyback Yield
0.0%
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
8
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
12
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
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