Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/eedb4041-3291-4a6a-a679-1b945dae3e62/

DRX

ADF Group Inc.
Chart
17.92 CAD
Latest Week 2026-07-17
IndustrialsMetal FabricationSMALL
Snapshot 2026-07-19 · 0.7w · Fresh
0.89
OS Score
69.0%
Value
64.0%
Quality
92.0%
Momentum
5/9
F-Score
0.665
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
QV 0.665
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 69%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.89
⚡
Risk-Adj Momentum
RAM 1.32
V
Value Analysis
Cheapness relative to fundamentals
69.0%ile
P/E
17.3×
P/S
1.7×
P/B
2.6×
E/P
0.0902
FCF Yield
0.031
EBITDA/EV
0.116
SH Yield
0.020
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
37.00000000
/100 — 1=cheapest
VC2 (Trending Value)
38.00000000
/100
VC3 (Buyback)
65.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
64.0%ile
ROE
0.151
ROA
0.085
Net Margin
0.098
Op Margin
0.146
GPA
0.207
Current
2.20
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.238
Earn Growth
-0.527
Stability
0.564
lower=better
Accruals
-0.012
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
92.0%ile
6M Return
104.5%
12M Return
136.9%
12-1 Mom
90.0%
Risk-Adj
1.32
Vol 252d
68.2%
Vol 60d
153.4%
↑ Expanding
Max DD 12M
-29.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 90% is very strong — a clear uptrend. Near-term vol (153%) is expanding vs long-term (68%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 62 peers
Sector Value %ile
82.5%
Sector Quality %ile
65.1%
P/E z-score
-0.57
P/B z-score
-0.46
Sector Avg OS
36.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
WJX Wajax Corporation 96.0% 96.0% 74.0% 74.0%
HMM-A Hammond Manufacturing Company Limited 95.0% 92.0% 71.0% 82.0%
DCM DATA Communications Management Corp. 93.0% 86.0% 79.0% 67.0%
ADEN ADENTRA Inc. 88.0% 91.0% 66.0% 36.0%
DBM Doman Building Materials Group Ltd. 86.0% 87.0% 33.0% 71.0%
AC Air Canada 83.0% 87.0% 68.0% 25.0%
TBL Taiga Building Products Ltd. 77.0% 96.0% 32.0% 25.0%
CHR Chorus Aviation Inc. 75.0% 95.0% 28.0% 24.0%
Factor Interactions
Hot but Volatile
Strong momentum (92th) but high volatility (68%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (153%) significantly exceeds 252-day (68%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
60.4% avg (7 factors)
Quality
C
52.2% avg (7 factors)
Momentum
A
89.5% avg (4 factors)
Risk
F
3.0% avg (1 factors)
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
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.890—7—
Value %ile0.690—0—
Quality %ile0.640—0—
Momentum %ile0.920—7—
F-Score5.000—0—
Confidence0.939—7—
Volatility0.682—7—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.29
Earnings Yield (E/P)
0.0902
Price / Sales
1.69
Price / Book
2.62
Price / Cash Flow
15.09
FCF Yield
3.1%
EBITDA / EV
11.6%
Sales Yield (1/P·S)
0.6176
Shareholder Yield
Div + net buyback / mktcap
2.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.1%
Return on Assets
8.5%
Net Margin
9.8%
Operating Margin
14.6%
Gross Profit / Assets
Novy-Marx GPA
20.7%
Current Ratio
2.20
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.012
MomentumPrice trend strength over different horizons
6M Return
104.5%
12M Return
136.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
90.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.32
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-23.8%
Earnings Growth (YoY)
-52.7%
Earnings Stability (CV)
Lower = more stable
0.564
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.2%
Buyback Yield
1.8%
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
37
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
38
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
65
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