Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1cbea033-e017-411a-b691-c6b7524c6ada/
MFC
Manulife Financial CorpSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
14 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
#22
◆
Quality × Value
QV 0.877
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.9
💎
Deep Value
P/E 11.3
◇
VC2 Cheapest
VC2 6
📐
EBITDA/EV
13.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
Rev +71%
🔄
Shareholder Yield
4.6%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 37%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.96
⚡
Risk-Adj Momentum
RAM 2.05
V
Value Analysis
Cheapness relative to fundamentals
95.0%ile
P/E
11.3×
P/S
0.9×
P/B
1.4×
E/P
0.1364
FCF Yield
0.420
EBITDA/EV
0.130
SH Yield
0.046
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
6.00000000
/100
VC3 (Buyback)
8.00000000
/100
P/E of 11.3x places this firmly in deep value territory. FCF yield of 42.0% is strong — the business generates significant free cash relative to price. VC2 score of 6.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
81.0%ile
ROE
0.125
ROA
0.006
Net Margin
0.081
Op Margin
0.119
GPA
0.026
D/E
18.90
Current
2.24
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 18.90 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
18.4%
12M Return
46.3%
12-1 Mom
36.9%
Risk-Adj
2.05
Vol 252d
18.0%
Vol 60d
41.1%
↑ Expanding
Max DD 12M
-11.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 37% is very strong — a clear uptrend. Risk-adjusted momentum of 2.05 is excellent — strong returns relative to volatility. Near-term vol (41%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
92.2%
Sector Quality %ile
67.9%
P/E z-score
-0.21
P/B z-score
-0.06
Sector Avg OS
85.4%
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 (81th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (95th value) with strong momentum (82th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 71% with P/E of 11×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 4.6% backed by 42.0% 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
84.1% avg (7 factors)
Quality
D
34.3% avg (8 factors)
Momentum
A
76.0% avg (4 factors)
Risk
A
86.7% 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. 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
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.970 | —7 | — | |
| Value %ile | 0.950 | —7 | — | |
| Quality %ile | 0.810 | —7 | — | |
| Momentum %ile | 0.820 | —7 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.180 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.26
Earnings Yield (E/P)
0.1364
Price / Sales
0.91
Price / Book
1.40
Price / Cash Flow
2.50
FCF Yield
42.0%
EBITDA / EV
13.0%
Sales Yield (1/P·S)
1.1509
Shareholder Yield
Div + net buyback / mktcap
4.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.5%
Return on Assets
0.6%
Net Margin
8.1%
Operating Margin
11.9%
Gross Profit / Assets
Novy-Marx GPA
2.6%
Debt / Equity
18.90
Current Ratio
2.24
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.022
External Financing
Net issuance — lower=better
0.002
MomentumPrice trend strength over different horizons
6M Return
18.4%
12M Return
46.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
36.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.05
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
1.6%
Buyback Yield
3.0%
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
6
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
22
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