Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f07abeb1-a5b2-40e7-8320-3135da6a5d27/
NA
National Bank of CanadaSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.870
↗
Trending Value
✗
◆
Quality × Value
QV 0.695
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
Rev +23%
🔄
Shareholder Yield
4.9%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 60%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.42
V
Value Analysis
Cheapness relative to fundamentals
70.0%ile
P/E
17.1×
P/S
5.3×
P/B
2.3×
FCF Yield
0.169
SH Yield
0.049
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
35.00000000
/100 — 1=cheapest
VC2 (Trending Value)
30.00000000
/100
VC3 (Buyback)
34.00000000
/100
FCF yield of 16.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
69.0%ile
ROE
0.137
ROA
0.007
Net Margin
0.309
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.229
Earn Growth
-0.083
Stability
0.133
lower=better
Accruals
-0.035
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
75.0%ile
6M Return
21.4%
12M Return
57.4%
12-1 Mom
60.1%
Risk-Adj
3.42
Vol 252d
17.6%
Vol 60d
40.9%
↑ Expanding
Max DD 12M
-8.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 60% is very strong — a clear uptrend. Risk-adjusted momentum of 3.42 is excellent — strong returns relative to volatility. Near-term vol (41%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.87
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 82 peers
Sector Value %ile
61.4%
Sector Quality %ile
73.5%
P/E z-score
0.10
P/B z-score
0.02
Sector Avg OS
58.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (70th value) with strong momentum (75th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 23% with P/E of 17×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 4.9% backed by 16.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (41%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
76.0% avg (5 factors)
Quality
C
54.3% avg (4 factors)
Momentum
A
90.3% avg (4 factors)
Risk
A
87.3% avg (1 factors)
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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.870 | —1 | — | |
| Value %ile | 0.700 | —1 | — | |
| Quality %ile | 0.690 | —0 | — | |
| Momentum %ile | 0.750 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.727 | —1 | — | |
| Volatility | 0.176 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.07
Price / Sales
5.28
Price / Book
2.34
Price / Cash Flow
2.97
FCF Yield
16.9%
Sales Yield (1/P·S)
0.0970
Shareholder Yield
Div + net buyback / mktcap
4.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.7%
Return on Assets
0.7%
Net Margin
30.9%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.035
External Financing
Net issuance — lower=better
0.003
MomentumPrice trend strength over different horizons
6M Return
21.4%
12M Return
57.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
60.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.42
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
22.9%
Earnings Growth (YoY)
-8.3%
Earnings Stability (CV)
Lower = more stable
0.133
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
0.0%
Buyback Yield
2.2%
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
35
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
30
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
34
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