Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/49369f1a-c114-45aa-a1fe-4a95b9df8e8a/

OMU

Old Mutual Limited
Chart
£58.00
Latest Week 2026-06-05
Financial ServicesFinancial ConglomeratesMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.92
OS Score
97.0%
Value
30.0%
Quality
77.0%
Momentum
#49.00000000
TV Rank
4/9
F-Score
0.539
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
#49.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
11.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.2%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 21%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
28.3×
P/S
0.9×
P/B
4.0×
E/P
0.0353
FCF Yield
-0.021
EBITDA/EV
0.119
SH Yield
0.022
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
Negative FCF yield (-2.1%) — the business is currently cash-consumptive. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
30.0%ile
ROE
0.140
ROA
0.006
Net Margin
0.031
Op Margin
0.087
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.355
Earn Growth
0.122
Accruals
0.008
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
77.0%ile
6M Return
-4.9%
12M Return
16.8%
12-1 Mom
20.8%
Risk-Adj
0.75
Vol 252d
27.8%
Vol 60d
61.8%
↑ Expanding
Max DD 12M
-25.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 21% is very strong — a clear uptrend. Near-term vol (62%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 186 peers
Sector Value %ile
98.9%
Sector Quality %ile
25.1%
P/E z-score
-1.14
P/B z-score
-0.11
Sector Avg OS
58.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
FSG Foresight Group Holdings Limited 98.0% 99.0% 99.0% 69.0%
VTAS Volta Finance Limited 98.0% 87.0% 80.0% 99.0%
STB Secure Trust Bank PLC 97.0% 90.0% 73.0% 92.0%
STAN Standard Chartered PLC 97.0% 91.0% 74.0% 90.0%
CRE Conduit Holdings Limited 97.0% 96.0% 84.0% 73.0%
BGEO Lion Finance Group PLC 97.0% 96.0% 68.0% 88.0%
BARC Barclays PLC 96.0% 88.0% 78.0% 84.0%
DFCH Distribution Finance Capital Holdings plc 96.0% 92.0% 71.0% 86.0%
Factor Interactions
Trending Value Signal
Cheap (97th value) with strong momentum (77th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (62%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
45.2% avg (7 factors)
Quality
D
33.2% avg (5 factors)
Momentum
C
47.0% avg (4 factors)
Risk
B
70.3% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.920—1—
Value %ile0.970—1—
Quality %ile0.300—1—
Momentum %ile0.770—1—
F-Score4.000—1—
Confidence0.704—1—
Volatility0.278—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
28.30
Earnings Yield (E/P)
0.0353
Price / Sales
0.87
Price / Book
3.96
FCF Yield
-2.1%
EBITDA / EV
11.9%
Sales Yield (1/P·S)
1.2406
Shareholder Yield
Div + net buyback / mktcap
2.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.0%
Return on Assets
0.6%
Net Margin
3.1%
Operating Margin
8.7%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.008
External Financing
Net issuance — lower=better
0.002
MomentumPrice trend strength over different horizons
6M Return
-4.9%
12M Return
16.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
20.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.75
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
35.5%
Earnings Growth (YoY)
12.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
1.6%
Buyback Yield
0.6%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
49
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