Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7b195681-93db-4a00-9507-dc9eeb54b5a4/
MTX
MTU Aero Engines AGSnapshot 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +18%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.83
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
26.0%ile
P/E
18.2×
P/S
2.1×
P/B
4.3×
E/P
0.0661
FCF Yield
0.017
EBITDA/EV
0.098
SH Yield
0.011
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
75.00000000
/100 — 1=cheapest
VC2 (Trending Value)
77.00000000
/100
VC3 (Buyback)
73.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
60.0%ile
ROE
0.236
ROA
0.080
Net Margin
0.116
Op Margin
0.145
GPA
0.133
Current
1.44
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.182
Earn Growth
0.605
Accruals
0.013
lower=better
5yr Consist
No
ROE of 24% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
35.0%ile
6M Return
-8.3%
12M Return
-3.3%
12-1 Mom
1.1%
Risk-Adj
0.03
Vol 252d
36.4%
Vol 60d
86.3%
↑ Expanding
Max DD 12M
-31.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (86%) is expanding vs long-term (36%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.21
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 143 peers
Sector Value %ile
30.6%
Sector Quality %ile
60.4%
P/E z-score
-0.20
P/B z-score
-0.05
Sector Avg OS
51.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Growth at Reasonable Price
Revenue growing 18% with P/E of 18×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (86%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
50.1% avg (7 factors)
Quality
C
48.2% avg (7 factors)
Momentum
F
29.3% avg (4 factors)
Risk
C
55.9% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.210 | —8 | — | |
| Value %ile | 0.260 | —6 | — | |
| Quality %ile | 0.600 | —0 | — | |
| Momentum %ile | 0.350 | —0 | — | |
| F-Score | 7.000 | —8 | — | |
| Confidence | 0.871 | —8 | — | |
| Volatility | 0.364 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.15
Earnings Yield (E/P)
0.0661
Price / Sales
2.10
Price / Book
4.28
Price / Cash Flow
21.75
FCF Yield
1.7%
EBITDA / EV
9.8%
Sales Yield (1/P·S)
0.4554
Shareholder Yield
Div + net buyback / mktcap
1.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.6%
Return on Assets
8.0%
Net Margin
11.6%
Operating Margin
14.5%
Gross Profit / Assets
Novy-Marx GPA
13.3%
Current Ratio
1.44
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.013
MomentumPrice trend strength over different horizons
6M Return
-8.3%
12M Return
-3.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
1.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.03
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
18.2%
Earnings Growth (YoY)
60.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
1.1%
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
75
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
77
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
73
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity