Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f07abeb1-a5b2-40e7-8320-3135da6a5d27/

NA

National Bank of Canada
Chart
229.93 CAD
Latest Week 2026-07-10
Financial ServicesBanks - DiversifiedLARGE
Snapshot 2026-07-12 · 0.7w · Fresh
0.86
OS Score
67.0%
Value
65.0%
Quality
80.0%
Momentum
2/9
F-Score
0.660
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
QV 0.660
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
Rev +23%
🔄
Shareholder Yield
4.1%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 51%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 2.82
V
Value Analysis
Cheapness relative to fundamentals
67.0%ile
P/E
19.2×
P/S
5.9×
P/B
2.6×
FCF Yield
0.159
SH Yield
0.041
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
38.00000000
/100 — 1=cheapest
VC2 (Trending Value)
34.00000000
/100
VC3 (Buyback)
39.00000000
/100
FCF yield of 15.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
65.0%ile
ROE
0.137
ROA
0.007
Net Margin
0.309
F-Score
2/9
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
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
80.0%ile
6M Return
33.2%
12M Return
66.9%
12-1 Mom
51.4%
Risk-Adj
2.82
Vol 252d
18.2%
Vol 60d
42.6%
↑ Expanding
Max DD 12M
-8.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 51% is very strong — a clear uptrend. Risk-adjusted momentum of 2.82 is excellent — strong returns relative to volatility. Near-term vol (43%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 82 peers
Sector Value %ile
59.0%
Sector Quality %ile
67.5%
P/E z-score
0.23
P/B z-score
0.09
Sector Avg OS
56.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
XAU Goldmoney Inc. 98.0% 99.0% 88.0% 80.0%
AGF-B AGF Management Limited 96.0% 88.0% 81.0% 82.0%
CXI Currency Exchange International, Corp. 96.0% 91.0% 86.0% 73.0%
PWI Power & Infrastructure Split Corp. 96.0% 92.0% 83.0% 74.0%
MFC Manulife Financial Corporation 94.0% 89.0% 81.0% 73.0%
DS Dividend Select 15 Corp. 92.0% 83.0% 76.0% 67.0%
POW Power Corporation of Canada 91.0% 71.0% 73.0% 85.0%
IAG iA Financial Corporation Inc. 91.0% 77.0% 77.0% 70.0%
Factor Interactions
Growth at Reasonable Price
Revenue growing 23% with P/E of 19×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 4.1% backed by 15.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (43%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.8% avg (5 factors)
Quality
C
54.3% avg (4 factors)
Momentum
A
93.6% avg (4 factors)
Risk
A
86.3% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.860—6—
Value %ile0.670—0—
Quality %ile0.650—0—
Momentum %ile0.800—6—
F-Score2.000—6—
Confidence0.727—6—
Volatility0.182—6—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
19.20
Price / Sales
5.94
Price / Book
2.64
Price / Cash Flow
3.34
FCF Yield
15.9%
Sales Yield (1/P·S)
0.0911
Shareholder Yield
Div + net buyback / mktcap
4.1%
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
33.2%
12M Return
66.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
51.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.82
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
2
Dividend Yield
2.2%
Buyback Yield
2.0%
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
38
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
34
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
39
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
Show all
Op Income
OCF
CapEx
Equity