Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f63fd3c2-098e-493e-bb35-c736f3ec80f2/
CVE
Cenovus Energy IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#4.00000000
◆
Quality × Value
QV 0.858
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.4
◇
VC2 Cheapest
VC2 7.00000000
📐
EBITDA/EV
18.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.8%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 117%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.53
V
Value Analysis
Cheapness relative to fundamentals
92.0%ile
P/E
11.4×
P/S
1.1×
P/B
1.6×
E/P
0.0876
FCF Yield
0.225
EBITDA/EV
0.188
SH Yield
0.028
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
9.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
7.00000000
/100
P/E of 11.4x places this firmly in deep value territory. FCF yield of 22.5% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
80.0%ile
ROE
0.142
ROA
0.071
Net Margin
0.094
Op Margin
0.121
GPA
0.149
D/E
0.99
Current
1.57
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.164
Earn Growth
0.644
Stability
0.441
lower=better
Accruals
-0.068
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
94.0%ile
6M Return
56.4%
12M Return
115.5%
12-1 Mom
116.9%
Risk-Adj
3.53
Vol 252d
33.1%
Vol 60d
75.3%
↑ Expanding
Max DD 12M
-10.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 117% is very strong — a clear uptrend. Risk-adjusted momentum of 3.53 is excellent — strong returns relative to volatility. Near-term vol (75%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 226 peers
Sector Value %ile
83.3%
Sector Quality %ile
69.6%
P/E z-score
-0.54
P/B z-score
-0.07
Sector Avg OS
71.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (92th) and quality (80th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (92th value) with strong momentum (94th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (75%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
80.0% avg (7 factors)
Quality
C
51.1% avg (8 factors)
Momentum
A
100.0% avg (4 factors)
Risk
B
61.4% 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 | 0.980 | —1 | — | |
| Value %ile | 0.920 | —1 | — | |
| Quality %ile | 0.800 | —1 | — | |
| Momentum %ile | 0.940 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.331 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.42
Earnings Yield (E/P)
0.0876
Price / Sales
1.07
Price / Book
1.63
Price / Cash Flow
5.83
FCF Yield
22.5%
EBITDA / EV
18.8%
Sales Yield (1/P·S)
0.8038
Shareholder Yield
Div + net buyback / mktcap
2.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.2%
Return on Assets
7.1%
Net Margin
9.4%
Operating Margin
12.1%
Gross Profit / Assets
Novy-Marx GPA
14.9%
Debt / Equity
0.99
Current Ratio
1.57
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.068
MomentumPrice trend strength over different horizons
6M Return
56.4%
12M Return
115.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
116.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.53
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-16.4%
Earnings Growth (YoY)
64.4%
Earnings Stability (CV)
Lower = more stable
0.441
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
2.8%
Buyback Yield
0.0%
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
9
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
7
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
4
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