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N91

Ninety One Group
Chart
£221.20
Latest Week 2026-06-05
Financial ServicesAsset ManagementMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.51
OS Score
15.0%
Value
88.0%
Quality
79.0%
Momentum
4/9
F-Score
0.363
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 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
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 24%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.04
V
Value Analysis
Cheapness relative to fundamentals
15.0%ile
P/E
1396.4×
P/S
280.8×
P/B
305.2×
E/P
0.0007
FCF Yield
0.001
EBITDA/EV
0.001
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
88.00000000
/100 — 1=cheapest
VC2 (Trending Value)
80.00000000
/100
VC3 (Buyback)
81.00000000
/100
P/E of 1396.4x is premium-priced — the market is paying up for expected growth. VC2 score of 80.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.219
ROA
0.010
Net Margin
0.201
Op Margin
0.238
GPA
0.044
Current
1.03
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.090
Earn Growth
-0.092
Accruals
-0.001
lower=better
5yr Consist
No
ROE of 22% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
79.0%ile
6M Return
5.1%
12M Return
25.8%
12-1 Mom
24.3%
Risk-Adj
1.04
Vol 252d
23.3%
Vol 60d
56.2%
↑ Expanding
Max DD 12M
-15.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 24% is very strong — a clear uptrend. Near-term vol (56%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.51
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 186 peers
Sector Value %ile
11.2%
Sector Quality %ile
92.5%
P/E z-score
0.06
P/B z-score
-0.05
Sector Avg OS
58.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
VTAS Volta Finance Limited 98.0% 87.0% 80.0% 99.0%
FSG Foresight Group Holdings Limited 98.0% 99.0% 99.0% 69.0%
STAN Standard Chartered PLC 97.0% 91.0% 74.0% 90.0%
BGEO Lion Finance Group PLC 97.0% 96.0% 68.0% 88.0%
STB Secure Trust Bank PLC 97.0% 90.0% 73.0% 92.0%
CRE Conduit Holdings Limited 97.0% 96.0% 84.0% 73.0%
DFCH Distribution Finance Capital Holdings plc 96.0% 92.0% 71.0% 86.0%
BPM B.P. Marsh & Partners PLC 96.0% 87.0% 86.0% 72.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (88th) and momentum (79th) but expensive (15th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (88th) but expensive (15th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
4.0% avg (7 factors)
Quality
C
46.3% avg (7 factors)
Momentum
C
55.6% avg (4 factors)
Risk
A
77.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.510—0—
Value %ile0.150—1—
Quality %ile0.880—1—
Momentum %ile0.790—1—
F-Score4.000—1—
Confidence0.909—1—
Volatility0.233—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1396.42
Earnings Yield (E/P)
0.0007
Price / Sales
280.82
Price / Book
305.17
Price / Cash Flow
1243.33
FCF Yield
0.1%
EBITDA / EV
0.1%
Sales Yield (1/P·S)
0.0036
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.9%
Return on Assets
1.0%
Net Margin
20.1%
Operating Margin
23.8%
Gross Profit / Assets
Novy-Marx GPA
4.4%
Current Ratio
1.03
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.001
MomentumPrice trend strength over different horizons
6M Return
5.1%
12M Return
25.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
24.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.04
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.0%
Earnings Growth (YoY)
-9.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.1%
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
88
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
80
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
81
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity