Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/73f6ec2a-ff43-46da-8774-97f545127e11/
MFG
Mizuho Financial Group Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
#15.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
38.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
336.6%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 58%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.66
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/S
0.0×
P/B
0.0×
FCF Yield
0.163
EBITDA/EV
0.382
SH Yield
3.366
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
FCF yield of 16.3% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
29.0%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
88.0%ile
6M Return
29.5%
12M Return
73.3%
12-1 Mom
58.2%
Risk-Adj
1.66
Vol 252d
35.0%
Vol 60d
79.7%
↑ Expanding
Max DD 12M
-23.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 58% is very strong — a clear uptrend. Risk-adjusted momentum of 1.66 is excellent — strong returns relative to volatility. Near-term vol (80%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
97.4%
Sector Quality %ile
9.2%
P/B z-score
-0.11
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (97th value) with strong momentum (88th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (97th value) but weak quality (29th). Classic value trap risk.
Strong Capital Return
Shareholder yield 336.6% backed by 16.3% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (80%) 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
85.2% avg (4 factors)
Risk
C
58.3% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.920 | —1 | — | |
| Value %ile | 0.970 | —1 | — | |
| Quality %ile | 0.290 | —1 | — | |
| Momentum %ile | 0.880 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.350 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.01
Price / Book
0.01
Price / Cash Flow
0.20
FCF Yield
16.3%
EBITDA / EV
38.2%
Sales Yield (1/P·S)
2.0341
Shareholder Yield
Div + net buyback / mktcap
336.6%
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
MomentumPrice trend strength over different horizons
6M Return
29.5%
12M Return
73.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
58.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.66
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
Buyback Yield
0.0%
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
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
15
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