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IGM

IGM Financial Inc.
Chart
81.08 CAD
Latest Week 2026-06-05
Financial ServicesAsset ManagementLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.58
OS Score
27.0%
Value
76.0%
Quality
84.0%
Momentum
8/9
F-Score
0.453
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
4.2%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 83%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 4.76
V
Value Analysis
Cheapness relative to fundamentals
27.0%ile
P/E
16.4×
P/S
4.8×
P/B
2.1×
E/P
0.0521
FCF Yield
0.039
EBITDA/EV
0.065
SH Yield
0.042
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
77.00000000
/100 — 1=cheapest
VC2 (Trending Value)
72.00000000
/100
VC3 (Buyback)
73.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
76.0%ile
ROE
0.128
ROA
0.054
Net Margin
0.293
Op Margin
0.333
GPA
0.093
Current
4.79
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.094
Earn Growth
0.193
Stability
0.132
lower=better
Accruals
0.002
lower=better
5yr Consist
Yes
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
84.0%ile
6M Return
42.5%
12M Return
92.9%
12-1 Mom
83.5%
Risk-Adj
4.76
Vol 252d
17.5%
Vol 60d
38.0%
↑ Expanding
Max DD 12M
-8.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 83% is very strong — a clear uptrend. Risk-adjusted momentum of 4.76 is excellent — strong returns relative to volatility. Near-term vol (38%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.58
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 82 peers
Sector Value %ile
13.3%
Sector Quality %ile
84.3%
P/E z-score
0.06
P/B z-score
-0.07
Sector Avg OS
58.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
XAU Goldmoney Inc. 98.0% 98.0% 64.0% 84.0%
AGF-B AGF Management Limited 96.0% 93.0% 80.0% 72.0%
PWI Power & Infrastructure Split Corp. 96.0% 92.0% 83.0% 74.0%
CF Canaccord Genuity Group Inc. 95.0% 90.0% 78.0% 69.0%
QRC Queen's Road Capital Investment Ltd. 95.0% 80.0% 82.0% 92.0%
DS Dividend Select 15 Corp. 92.0% 83.0% 76.0% 63.0%
POW Power Corporation of Canada 90.0% 75.0% 73.0% 77.0%
MFC Manulife Financial Corporation 90.0% 92.0% 81.0% 34.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (76th) and momentum (84th) but expensive (27th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (76th) but expensive (27th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (38%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
55.8% avg (7 factors)
Quality
B
63.0% avg (7 factors)
Momentum
A
97.7% avg (4 factors)
Risk
A
87.4% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.580—0—
Value %ile0.270—1—
Quality %ile0.760—1—
Momentum %ile0.840—1—
F-Score8.000—1—
Confidence0.939—1—
Volatility0.175—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.37
Earnings Yield (E/P)
0.0521
Price / Sales
4.79
Price / Book
2.10
Price / Cash Flow
17.04
FCF Yield
3.9%
EBITDA / EV
6.5%
Sales Yield (1/P·S)
0.1564
Shareholder Yield
Div + net buyback / mktcap
4.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.8%
Return on Assets
5.4%
Net Margin
29.3%
Operating Margin
33.3%
Gross Profit / Assets
Novy-Marx GPA
9.3%
Current Ratio
4.79
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.002
External Financing
Net issuance — lower=better
0.025
MomentumPrice trend strength over different horizons
6M Return
42.5%
12M Return
92.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
83.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
4.76
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.4%
Earnings Growth (YoY)
19.3%
Earnings Stability (CV)
Lower = more stable
0.132
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Dividend Yield
0.0%
Buyback Yield
1.4%
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
77
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
72
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
73
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