Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/40911444-9806-407c-8fd8-8687c58dab93/
MCB
Metropolitan Bank HoldingSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
✗
◆
Quality × Value
QV 0.831
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.3
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 39%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 92th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.27
V
Value Analysis
Cheapness relative to fundamentals
92.0%ile
P/E
11.3×
P/S
1.8×
P/B
1.0×
E/P
0.0882
FCF Yield
0.145
EBITDA/EV
0.119
SH Yield
0.003
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
15.00000000
/100
P/E of 11.3x places this firmly in deep value territory. FCF yield of 14.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
75.0%ile
ROE
0.091
ROA
0.010
Net Margin
0.159
Op Margin
0.324
GPA
0.034
D/E
8.33
Current
0.00
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.095
Earn Growth
0.289
Stability
0.422
lower=better
Accruals
-0.006
lower=better
5yr Consist
No
Highly leveraged with D/E of 8.33 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
17.8%
12M Return
39.7%
12-1 Mom
39.2%
Risk-Adj
1.27
Vol 252d
30.9%
Vol 60d
66.1%
↑ Expanding
Max DD 12M
-18.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 39% is very strong — a clear uptrend. Near-term vol (66%) is expanding vs long-term (31%) — 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
82.4%
Sector Quality %ile
48.7%
P/E z-score
-0.13
P/B z-score
-0.07
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 (92th) and quality (75th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (92th value) with strong momentum (81th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (66%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.7% avg (7 factors)
Quality
D
33.7% avg (8 factors)
Momentum
B
69.9% avg (4 factors)
Risk
B
65.1% 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 | 0.920 | —1 | — | |
| Quality %ile | 0.750 | —1 | — | |
| Momentum %ile | 0.810 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.309 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.34
Earnings Yield (E/P)
0.0882
Price / Sales
1.80
Price / Book
1.03
Price / Cash Flow
7.19
FCF Yield
14.5%
EBITDA / EV
11.9%
Sales Yield (1/P·S)
0.5527
Shareholder Yield
Div + net buyback / mktcap
0.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.1%
Return on Assets
1.0%
Net Margin
15.9%
Operating Margin
32.4%
Gross Profit / Assets
Novy-Marx GPA
3.4%
Debt / Equity
8.33
Current Ratio
0.00
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.006
MomentumPrice trend strength over different horizons
6M Return
17.8%
12M Return
39.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
39.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.27
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.5%
Earnings Growth (YoY)
28.9%
Earnings Stability (CV)
Lower = more stable
0.422
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.3%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
15
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity