Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/63111705-83f5-4b54-8acd-5ac03e555cd1/
MGA
Magna International IncSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.850
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.7%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 57%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.96
⚡
Risk-Adj Momentum
RAM 1.48
V
Value Analysis
Cheapness relative to fundamentals
86.0%ile
P/E
26.6×
P/S
0.4×
P/B
1.5×
E/P
0.0586
FCF Yield
0.242
EBITDA/EV
0.136
SH Yield
0.047
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
12.00000000
/100
FCF yield of 24.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
22.0%ile
ROE
0.056
ROA
0.021
Net Margin
0.016
Op Margin
0.032
GPA
0.168
D/E
1.63
Current
1.22
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.010
Earn Growth
-0.414
Stability
0.778
lower=better
Accruals
-0.112
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
25.3%
12M Return
59.9%
12-1 Mom
57.2%
Risk-Adj
1.48
Vol 252d
38.8%
Vol 60d
91.7%
↑ Expanding
Max DD 12M
-23.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 57% is very strong — a clear uptrend. Near-term vol (92%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.85
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 486 peers
Sector Value %ile
83.6%
Sector Quality %ile
29.4%
P/E z-score
-0.11
P/B z-score
-0.10
Sector Avg OS
50.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (86th value) with strong momentum (88th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (86th value) but weak quality (22th). Classic value trap risk.
Strong Capital Return
Shareholder yield 4.7% backed by 24.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (92%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
72.6% avg (7 factors)
Quality
D
36.7% avg (8 factors)
Momentum
A
82.8% avg (4 factors)
Risk
C
52.0% 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 Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.850 | —8 | — | |
| Value %ile | 0.860 | —8 | — | |
| Quality %ile | 0.220 | —8 | — | |
| Momentum %ile | 0.880 | —8 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.388 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
26.63
Earnings Yield (E/P)
0.0586
Price / Sales
0.42
Price / Book
1.50
Price / Cash Flow
4.23
FCF Yield
24.2%
EBITDA / EV
13.6%
Sales Yield (1/P·S)
1.8157
Shareholder Yield
Div + net buyback / mktcap
4.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.6%
Return on Assets
2.1%
Net Margin
1.6%
Operating Margin
3.2%
Gross Profit / Assets
Novy-Marx GPA
16.8%
Debt / Equity
1.63
Current Ratio
1.22
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.112
External Financing
Net issuance — lower=better
0.019
MomentumPrice trend strength over different horizons
6M Return
25.3%
12M Return
59.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
57.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.48
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.0%
Earnings Growth (YoY)
-41.4%
Earnings Stability (CV)
Lower = more stable
0.778
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
2.2%
Buyback Yield
2.5%
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
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
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