Equity Rundown: Aurora Cannabis Inc. (TSX:ACB) Quant Signals Under Review

The 12 month volatility of Aurora Cannabis Inc. (TSX:ACB) is 99.373300.  This is calculated by taking weekly log normal returns and standard deviation of the share price over one year annualized.  Stock volatility is a percentage that indicates whether a stock is a desirable purchase.  Investors look at the Volatility 12m to determine if a company has a low volatility percentage or not over the course of a year.  The lower the number, a company is thought to have low volatility.  The Volatility 3m is a similar percentage determined by the daily log normal returns and standard deviation of the share price over 3 months.  The Volatility 3m of Aurora Cannabis Inc. (TSX:ACB) is 99.042500.  The Volatility 6m is the same, except measured over the course of six months.  The Volatility 6m is 112.229200.

There are many different tools to determine whether a company is profitable or not. One of the most popular ratios is the “Return on Assets” (aka ROA). This score indicates how profitable a company is relative to its total assets. The Return on Assets for Aurora Cannabis Inc. (TSX:ACB) is 0.067248. This number is calculated by dividing net income after tax by the company’s total assets. A company that manages their assets well will have a higher return, while a company that manages their assets poorly will have a lower return.

Turning to Free Cash Flow Growth (FCF Growth), this is the free cash flow of the current year minus the free cash flow from the previous year, divided by last year’s free cash flow. The FCF Growth of Aurora Cannabis Inc. (TSX:ACB) is . Free cash flow (FCF) is the cash produced by the company minus capital expenditure. This cash is what a company uses to meet its financial obligations, such as making payments on debt or to pay out dividends.

The Free Cash Flow Score (FCF Score) is a helpful tool in calculating the free cash flow growth with free cash flow stability – this gives investors the overall quality of the free cash flow.

Stock volatility is a percentage that indicates whether a stock is a desirable purchase. Investors look at the Volatility 12m to determine if a company has a low volatility percentage or not over the course of a year. The Volatility 12m of Aurora Cannabis Inc. (TSX:ACB) is 99.373300. This is calculated by taking weekly log normal returns and standard deviation of the share price over one year annualized.

The lower the number, a company is thought to have low volatility. The Volatility 3m is a similar percentage determined by the daily log normal returns and standard deviation of the share price over 3 months. The Volatility 3m of Aurora Cannabis Inc. (TSX:ACB) is 99.042500. The Volatility 6m is the same, except measured over the course of six months. The Volatility 6m is 112.229200.

ERP5 Rank

The ERP5 Rank is an investment tool that analysts use to discover undervalued companies. The ERP5 looks at the Price to Book ratio, Earnings Yield, ROIC and 5 year average ROIC. The ERP5 of Aurora Cannabis Inc. (TSX:ACB) is 18209. The lower the ERP5 rank, the more undervalued a company is thought to be.

MF Rank

The MF Rank (aka the Magic Formula) is a formula that pinpoints a valuable company trading at a good price. The formula is calculated by looking at companies that have a high earnings yield as well as a high return on invested capital. The MF Rank of Aurora Cannabis Inc. (TSX:ACB) is 12345. A company with a low rank is considered a good company to invest in. The Magic Formula was introduced in a book written by Joel Greenblatt, entitled, “The Little Book that Beats the Market”.

The Q.i. Value of Aurora Cannabis Inc. (TSX:ACB) is 62.00000. The Q.i. Value is a helpful tool in determining if a company is undervalued or not. The Q.i. Value is calculated using the following ratios: EBITDA Yield, Earnings Yield, FCF Yield, and Liquidity. The lower the Q.i. value, the more undervalued the company is thought to be.

The Value Composite One (VC1) is a method that investors use to determine a company’s value. The VC1 of Aurora Cannabis Inc. (TSX:ACB) is 81. A company with a value of 0 is thought to be an undervalued company, while a company with a value of 100 is considered an overvalued company. The VC1 is calculated using the price to book value, price to sales, EBITDA to EV, price to cash flow, and price to earnings. Similarly, the Value Composite Two (VC2) is calculated with the same ratios, but adds the Shareholder Yield. The Value Composite Two of Aurora Cannabis Inc. (TSX:ACB) is 88.