Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/58f6af1f-242e-4ec9-b67c-f3f25bb99a7e/
MFC
Manulife Financial CorporationSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
✗
◆
Quality × Value
QV 0.863
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 14.0
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.2%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 27%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.50
V
Value Analysis
Cheapness relative to fundamentals
92.0%ile
P/E
14.0×
P/S
1.1×
P/B
1.7×
E/P
0.1083
FCF Yield
0.331
EBITDA/EV
0.087
SH Yield
0.062
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
14.00000000
/100
FCF yield of 33.1% is strong — the business generates significant free cash relative to price.
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
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Earn Growth
0.058
Stability
0.385
lower=better
Accruals
-0.022
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
34.0%ile
6M Return
12.7%
12M Return
26.3%
12-1 Mom
26.9%
Risk-Adj
1.50
Vol 252d
17.9%
Vol 60d
41.0%
↑ Expanding
Max DD 12M
-11.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 27% is very strong — a clear uptrend. Risk-adjusted momentum of 1.50 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
0.9
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 82 peers
Sector Value %ile
94.0%
Sector Quality %ile
90.4%
P/E z-score
-0.09
P/B z-score
-0.20
Sector Avg OS
58.3%
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 (81th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 6.2% backed by 33.1% 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
78.9% avg (7 factors)
Quality
D
39.9% avg (5 factors)
Momentum
B
61.9% avg (4 factors)
Risk
A
86.9% 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 | 0.900 | —1 | — | |
| Value %ile | 0.920 | —1 | — | |
| Quality %ile | 0.810 | —1 | — | |
| Momentum %ile | 0.340 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.848 | —1 | — | |
| Volatility | 0.179 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.04
Earnings Yield (E/P)
0.1083
Price / Sales
1.14
Price / Book
1.75
Price / Cash Flow
3.13
FCF Yield
33.1%
EBITDA / EV
8.7%
Sales Yield (1/P·S)
0.9091
Shareholder Yield
Div + net buyback / mktcap
6.2%
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%
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
12.7%
12M Return
26.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
26.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.50
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Growth (YoY)
5.8%
Earnings Stability (CV)
Lower = more stable
0.385
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
Buyback Yield
2.4%
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
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
Yes
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