Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/58f6af1f-242e-4ec9-b67c-f3f25bb99a7e/
MFC
Manulife Financial CorporationSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.849
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.4%
💰
High Yield
Div 3.2%
🚀
Momentum Leaders
12-1 40%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 17%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.84
⚡
Risk-Adj Momentum
RAM 2.31
V
Value Analysis
Cheapness relative to fundamentals
89.0%ile
P/E
15.2×
P/S
1.2×
P/B
1.9×
E/P
0.0999
FCF Yield
0.306
EBITDA/EV
0.080
SH Yield
0.054
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
18.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
19.00000000
/100
FCF yield of 30.6% 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
73.0%ile
6M Return
14.7%
12M Return
45.8%
12-1 Mom
40.3%
Risk-Adj
2.31
Vol 252d
17.5%
Vol 60d
40.8%
↑ Expanding
Max DD 12M
-11.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 40% is very strong — a clear uptrend. Risk-adjusted momentum of 2.31 is excellent — strong returns relative to volatility. Near-term vol (41%) is expanding vs long-term (17%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 82 peers
Sector Value %ile
92.8%
Sector Quality %ile
89.2%
P/E z-score
-0.02
P/B z-score
-0.17
Sector Avg OS
56.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (89th) and quality (81th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (89th value) with strong momentum (73th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 5.4% backed by 30.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (41%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
75.7% avg (7 factors)
Quality
D
39.9% avg (5 factors)
Momentum
A
77.5% avg (4 factors)
Risk
A
87.5% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —6 | — | |
| Value %ile | 0.890 | —6 | — | |
| Quality %ile | 0.810 | —6 | — | |
| Momentum %ile | 0.730 | —2 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.831 | —6 | — | |
| Volatility | 0.175 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.19
Earnings Yield (E/P)
0.0999
Price / Sales
1.24
Price / Book
1.89
Price / Cash Flow
3.39
FCF Yield
30.6%
EBITDA / EV
8.0%
Sales Yield (1/P·S)
0.8380
Shareholder Yield
Div + net buyback / mktcap
5.4%
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
14.7%
12M Return
45.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
40.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.31
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
3.2%
Buyback Yield
2.2%
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
18
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
15
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
19
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity