Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1cbea033-e017-411a-b691-c6b7524c6ada/
MFC
Manulife Financial CorpSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
14 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
#31.00000000
◆
Quality × Value
QV 0.866
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.8
💎
Deep Value
P/E 10.3
◇
VC2 Cheapest
VC2 4.00000000
📐
EBITDA/EV
12.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
Rev +71%
🔄
Shareholder Yield
5.1%
💰
High Yield
Div 5.1%
🚀
Momentum Leaders
12-1 27%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.48
V
Value Analysis
Cheapness relative to fundamentals
95.0%ile
P/E
10.3×
P/S
0.8×
P/B
1.3×
E/P
0.0971
FCF Yield
0.448
EBITDA/EV
0.128
SH Yield
0.051
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
6.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 10.3x places this firmly in deep value territory. FCF yield of 44.8% is strong — the business generates significant free cash relative to price. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
79.0%ile
ROE
0.126
ROA
0.006
Net Margin
0.081
Op Margin
0.119
GPA
0.026
D/E
19.23
Current
0.19
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.713
Earn Growth
0.218
Stability
0.326
lower=better
Accruals
-0.022
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 19.23 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
74.0%ile
6M Return
11.8%
12M Return
24.0%
12-1 Mom
27.0%
Risk-Adj
1.48
Vol 252d
18.3%
Vol 60d
40.8%
↑ Expanding
Max DD 12M
-11.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 27% is very strong — a clear uptrend. Near-term vol (41%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
91.0%
Sector Quality %ile
58.9%
P/E z-score
-0.18
P/B z-score
-0.06
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (95th) and quality (79th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (95th value) with strong momentum (74th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 71% with P/E of 10×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 5.1% backed by 44.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (41%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.5% avg (7 factors)
Quality
F
25.6% avg (8 factors)
Momentum
B
60.9% avg (4 factors)
Risk
A
86.2% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.960 | —1 | — | |
| Value %ile | 0.950 | —1 | — | |
| Quality %ile | 0.790 | —1 | — | |
| Momentum %ile | 0.740 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.183 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.30
Earnings Yield (E/P)
0.0971
Price / Sales
0.83
Price / Book
1.30
Price / Cash Flow
2.28
FCF Yield
44.8%
EBITDA / EV
12.8%
Sales Yield (1/P·S)
1.2279
Shareholder Yield
Div + net buyback / mktcap
5.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.6%
Return on Assets
0.6%
Net Margin
8.1%
Operating Margin
11.9%
Gross Profit / Assets
Novy-Marx GPA
2.6%
Debt / Equity
19.23
Current Ratio
0.19
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.022
MomentumPrice trend strength over different horizons
6M Return
11.8%
12M Return
24.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
27.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.48
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
71.3%
Earnings Growth (YoY)
21.8%
Earnings Stability (CV)
Lower = more stable
0.326
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
5.1%
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
6
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
31
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