Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e8db8f99-e764-47bf-91ce-05bc78f19d1e/
AEM
Agnico Eagle Mines LimitedSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.880
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 13.7
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
ROE 20%
📈
Consistent Earners
✗
🌱
GARP
Rev +52%
🔄
Shareholder Yield
2.2%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 37%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.97
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
79.0%ile
P/E
13.7×
P/S
5.4×
P/B
2.8×
E/P
0.1146
FCF Yield
0.138
EBITDA/EV
0.138
SH Yield
0.022
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
34.00000000
/100 — 1=cheapest
VC2 (Trending Value)
35.00000000
/100
VC3 (Buyback)
35.00000000
/100
FCF yield of 13.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
98.0%ile
ROE
0.203
ROA
0.152
Net Margin
0.395
Op Margin
0.598
GPA
0.238
D/E
0.34
Current
3.15
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.517
Earn Growth
1.261
Stability
0.480
lower=better
Accruals
-0.051
lower=better
5yr Consist
No
ROE of 20% is exceptional. Conservative balance sheet with D/E of 0.34. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
68.0%ile
6M Return
-22.8%
12M Return
23.7%
12-1 Mom
36.9%
Risk-Adj
0.80
Vol 252d
46.4%
Vol 60d
110.8%
↑ Expanding
Max DD 12M
-41.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 37% is very strong — a clear uptrend. Near-term vol (111%) is expanding vs long-term (46%) — 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
· 223 peers
Sector Value %ile
74.6%
Sector Quality %ile
98.7%
P/E z-score
-0.30
P/B z-score
-0.13
Sector Avg OS
53.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (79th) and quality (98th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (79th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 52% with P/E of 14×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (111%) significantly exceeds 252-day (46%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.8% avg (7 factors)
Quality
A
81.7% avg (8 factors)
Momentum
C
49.0% avg (4 factors)
Risk
D
39.3% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —6 | — | |
| Value %ile | 0.790 | —6 | — | |
| Quality %ile | 0.980 | —6 | — | |
| Momentum %ile | 0.680 | —0 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.464 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.75
Earnings Yield (E/P)
0.1146
Price / Sales
5.42
Price / Book
2.80
Price / Cash Flow
10.27
FCF Yield
13.8%
EBITDA / EV
13.8%
Sales Yield (1/P·S)
0.1916
Shareholder Yield
Div + net buyback / mktcap
2.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.3%
Return on Assets
15.2%
Net Margin
39.5%
Operating Margin
59.8%
Gross Profit / Assets
Novy-Marx GPA
23.8%
Debt / Equity
0.34
Current Ratio
3.15
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.051
External Financing
Net issuance — lower=better
0.024
MomentumPrice trend strength over different horizons
6M Return
-22.8%
12M Return
23.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
36.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.80
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
51.7%
Earnings Growth (YoY)
126.1%
Earnings Stability (CV)
Lower = more stable
0.480
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
1.2%
Buyback Yield
1.0%
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
34
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
35
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity