Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/73f6ec2a-ff43-46da-8774-97f545127e11/
MFG
Mizuho Financial Group Inc.Snapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#26
◆
Quality × Value
QV 0.824
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.0
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 4
📐
EBITDA/EV
35.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 88%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.79
⚡
Risk-Adj Momentum
RAM 2.48
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/S
0.0×
P/B
0.0×
E/P
0.3535
FCF Yield
0.150
EBITDA/EV
0.353
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
4.00000000
/100
FCF yield of 15.0% is strong — the business generates significant free cash relative to price. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
70.0%ile
ROE
0.110
ROA
0.004
Net Margin
0.145
Op Margin
0.188
GPA
0.014
D/E
25.70
Current
1.37
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.012
Earn Growth
0.415
Stability
0.401
lower=better
Accruals
0.002
lower=better
5yr Consist
No
Highly leveraged with D/E of 25.70 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
91.0%ile
6M Return
14.9%
12M Return
80.0%
12-1 Mom
87.8%
Risk-Adj
2.48
Vol 252d
35.4%
Vol 60d
81.3%
↑ Expanding
Max DD 12M
-23.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 88% is very strong — a clear uptrend. Risk-adjusted momentum of 2.48 is excellent — strong returns relative to volatility. Near-term vol (81%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
97.2%
Sector Quality %ile
44.9%
P/B z-score
-0.07
Sector Avg OS
85.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (70th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (97th value) with strong momentum (91th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (81%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (5 factors)
Quality
D
32.9% avg (8 factors)
Momentum
A
85.8% avg (4 factors)
Risk
C
57.7% 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 Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.980 | —7 | — | |
| Value %ile | 0.970 | —7 | — | |
| Quality %ile | 0.700 | —7 | — | |
| Momentum %ile | 0.910 | —7 | — | |
| F-Score | 7.000 | —7 | — | |
| Confidence | 0.881 | —7 | — | |
| Volatility | 0.354 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.3535
Price / Sales
0.01
Price / Book
0.01
Price / Cash Flow
0.20
FCF Yield
15.0%
EBITDA / EV
35.3%
Sales Yield (1/P·S)
1.8810
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.0%
Return on Assets
0.4%
Net Margin
14.5%
Operating Margin
18.8%
Gross Profit / Assets
Novy-Marx GPA
1.4%
Debt / Equity
25.70
Current Ratio
1.37
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.002
External Financing
Net issuance — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
14.9%
12M Return
80.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
87.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.48
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.2%
Earnings Growth (YoY)
41.5%
Earnings Stability (CV)
Lower = more stable
0.401
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
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
3
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
26
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