Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3cb7cc57-f5ce-4284-af6a-0847ccbdb393/
MGN
Megan Holdings Limited Ordinary SharesSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
108.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +39%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
49.0%ile
P/E
4.3×
P/S
0.0×
P/B
0.1×
E/P
1.0667
FCF Yield
-2.349
EBITDA/EV
1.081
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
52.00000000
/100 — 1=cheapest
VC2 (Trending Value)
52.00000000
/100
VC3 (Buyback)
53.00000000
/100
P/E of 4.3x places this firmly in deep value territory. Negative FCF yield (-234.9%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
47.0%ile
ROE
0.018
ROA
0.009
Net Margin
0.010
Op Margin
0.052
GPA
0.015
D/E
0.96
Current
2.05
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.391
Earn Growth
-0.816
Accruals
0.111
lower=better
5yr Consist
No
Accruals ratio of 0.111 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
48.0%ile
6M Return
-94.0%
Vol 252d
175.6%
Vol 60d
388.0%
↑ Expanding
Max DD 12M
-97.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (388%) is expanding vs long-term (176%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.5
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
51.1%
Sector Quality %ile
44.3%
P/E z-score
-0.51
P/B z-score
-0.07
Sector Avg OS
51.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Growth at Reasonable Price
Revenue growing 39% with P/E of 4×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (388%) significantly exceeds 252-day (176%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
83.3% avg (6 factors)
Quality
F
27.0% avg (8 factors)
Momentum
F
0.0% avg (1 factors)
Risk
F
0.0% 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 weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.500 | —0 | — | |
| Value %ile | 0.490 | —0 | — | |
| Quality %ile | 0.470 | —0 | — | |
| Momentum %ile | 0.480 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.764 | —7 | — | |
| Volatility | 1.756 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
4.33
Earnings Yield (E/P)
1.0667
Price / Sales
0.05
Price / Book
0.08
FCF Yield
-234.9%
EBITDA / EV
108.1%
Sales Yield (1/P·S)
20.5486
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
1.8%
Return on Assets
0.9%
Net Margin
1.0%
Operating Margin
5.2%
Gross Profit / Assets
Novy-Marx GPA
1.5%
Debt / Equity
0.96
Current Ratio
2.05
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.111
MomentumPrice trend strength over different horizons
6M Return
-94.0%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
39.1%
Earnings Growth (YoY)
-81.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
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
52
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
52
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
53
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity