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MUFG

Mitsubishi UFJ Financial Group Inc ADR
Chart
$19.91
Latest Week 2026-06-05
Financial ServicesBanks - DiversifiedMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.79
OS Score
64.0%
Value
63.0%
Quality
64.0%
Momentum
9/9
F-Score
0.635
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.635
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
F9
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 32%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.02
V
Value Analysis
Cheapness relative to fundamentals
64.0%ile
P/B
0.0×
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
36.00000000
/100 — 1=cheapest
VC2 (Trending Value)
36.00000000
/100
VC3 (Buyback)
36.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
63.0%ile
ROE
0.109
ROA
0.006
Net Margin
0.185
Op Margin
0.253
GPA
0.017
D/E
18.32
Current
1.81
F-Score
9/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.063
Earn Growth
0.309
Stability
0.359
lower=better
Accruals
-0.014
lower=better
5yr Consist
No
Highly leveraged with D/E of 18.32 — returns are being amplified by debt. F-Score of 9/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
64.0%ile
6M Return
22.3%
12M Return
45.9%
12-1 Mom
31.5%
Risk-Adj
1.02
Vol 252d
30.9%
Vol 60d
67.2%
↑ Expanding
Max DD 12M
-17.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 32% is very strong — a clear uptrend. Near-term vol (67%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.79
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
13.6%
Sector Quality %ile
23.8%
P/B z-score
-0.11
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
SYF Synchrony Financial 98.0% 96.0% 97.0% 72.0%
UFCS United Fire Group Inc 98.0% 96.0% 81.0% 88.0%
Factor Interactions
Piotroski + Value Convergence
F-Score 9/9 with good value (64th). Strong fundamental improvement in a cheap stock.
Volatility Expanding
60-day vol (67%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (1 factors)
Quality
D
40.0% avg (8 factors)
Momentum
B
68.9% avg (4 factors)
Risk
B
65.1% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.790—1—
Value %ile0.640—0—
Quality %ile0.630—0—
Momentum %ile0.640—0—
F-Score9.000—1—
Confidence1.000—1—
Volatility0.309—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.01
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.9%
Return on Assets
0.6%
Net Margin
18.5%
Operating Margin
25.3%
Gross Profit / Assets
Novy-Marx GPA
1.7%
Debt / Equity
18.32
Current Ratio
1.81
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.014
MomentumPrice trend strength over different horizons
6M Return
22.3%
12M Return
45.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
31.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.02
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.3%
Earnings Growth (YoY)
30.9%
Earnings Stability (CV)
Lower = more stable
0.359
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
9
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
36
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
36
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
36
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity