Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4eec2666-7dae-4567-a9af-1d650e4dc1c5/

MKTX

MarketAxess Holdings Inc
Chart
116.69 USD
Latest Week 2026-07-24
Financial ServicesCapital MarketsMID
Snapshot 2026-07-26 · 0.6w · Fresh
0.68
OS Score
68.0%
Value
88.0%
Quality
6.0%
Momentum
5/9
F-Score
0.774
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.774
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 26%
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
11.8%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.63
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
68.0%ile
P/E
13.4×
P/S
4.7×
P/B
3.5×
E/P
0.0941
FCF Yield
0.079
EBITDA/EV
0.115
SH Yield
0.118
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
69.00000000
/100 — 1=cheapest
VC2 (Trending Value)
32.00000000
/100
VC3 (Buyback)
34.00000000
/100
FCF yield of 7.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.260
ROA
0.134
Net Margin
0.353
Op Margin
0.433
GPA
0.268
D/E
0.92
Current
24.26
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.076
Earn Growth
0.428
Stability
0.339
lower=better
Accruals
0.014
lower=better
5yr Consist
Yes
ROE of 26% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
6.0%ile
6M Return
-31.3%
12M Return
-43.8%
12-1 Mom
-45.8%
Risk-Adj
-1.46
Vol 252d
31.4%
Vol 60d
71.8%
↑ Expanding
Max DD 12M
-44.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -46% signals a downtrend — price is moving against you. Near-term vol (72%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.68
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
26.3%
Sector Quality %ile
84.4%
P/E z-score
-0.15
P/B z-score
-0.01
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
UVE Universal Insurance Holdings Inc 99.0% 97.0% 92.0% 92.0%
RILYL BRC Group Holdings, Inc. 99.0% 95.0% 88.0% 95.0%
IFS Intercorp Financial Services Inc 99.0% 98.0% 83.0% 90.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 90.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 90.0%
SBFG SB Financial Group Inc 98.0% 96.0% 93.0% 76.0%
HCI HCI Group Inc 98.0% 94.0% 93.0% 76.0%
NTRS Northern Trust Corporation 98.0% 94.0% 89.0% 81.0%
Factor Interactions
Falling Knife
Weak momentum (6th) despite looking cheap (68th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 11.8% backed by 7.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (72%) 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
A
78.3% avg (8 factors)
Momentum
F
0.0% avg (4 factors)
Risk
B
64.3% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.680—0—
Value %ile0.680—0—
Quality %ile0.880—8—
Momentum %ile0.060—8—
F-Score5.000—0—
Confidence0.958—8—
Volatility0.314—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.40
Earnings Yield (E/P)
0.0941
Price / Sales
4.74
Price / Book
3.48
Price / Cash Flow
14.95
FCF Yield
7.9%
EBITDA / EV
11.5%
Sales Yield (1/P·S)
0.2175
Shareholder Yield
Div + net buyback / mktcap
11.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
26.0%
Return on Assets
13.4%
Net Margin
35.3%
Operating Margin
43.3%
Gross Profit / Assets
Novy-Marx GPA
26.8%
Debt / Equity
0.92
Current Ratio
24.26
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.014
External Financing
Net issuance — lower=better
0.166
MomentumPrice trend strength over different horizons
6M Return
-31.3%
12M Return
-43.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-45.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.46
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.6%
Earnings Growth (YoY)
42.8%
Earnings Stability (CV)
Lower = more stable
0.339
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
2.6%
Buyback Yield
9.2%
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
69
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
32
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
34
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