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MUFG

Mitsubishi UFJ Financial Group Inc ADR
Chart
21.32 USD
Latest Week 2026-07-17
Financial ServicesBanks - DiversifiedMEGA
Snapshot 2026-07-19 · 0.6w · Fresh
0.21
OS Score
37.0%
Value
35.0%
Quality
36.0%
Momentum
3/9
F-Score
0.360
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 61%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 2.03
V
Value Analysis
Cheapness relative to fundamentals
37.0%ile
P/B
0.0×
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
64.00000000
/100 — 1=cheapest
VC2 (Trending Value)
64.00000000
/100
VC3 (Buyback)
64.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
35.0%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
3/9
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.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
36.0%ile
6M Return
12.8%
12M Return
62.7%
12-1 Mom
60.9%
Risk-Adj
2.03
Vol 252d
30.0%
Vol 60d
66.6%
↑ Expanding
Max DD 12M
-17.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 61% is very strong — a clear uptrend. Risk-adjusted momentum of 2.03 is excellent — strong returns relative to volatility. Near-term vol (67%) is expanding vs long-term (30%) — 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
Financial Services · 500 peers
Sector Value %ile
1.0%
Sector Quality %ile
14.8%
P/B z-score
-0.07
Sector Avg OS
85.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CARE Carter Bank and Trust 99.0% 96.0% 96.0% 91.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 89.0%
IX Orix Corp Ads 99.0% 98.0% 82.0% 90.0%
RILYL BRC Group Holdings, Inc. 99.0% 94.0% 88.0% 95.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 91.0%
MRX Marex Group plc Ordinary Shares 98.0% 93.0% 81.0% 89.0%
HG Hamilton Insurance Group, Ltd. 98.0% 97.0% 82.0% 90.0%
MFG Mizuho Financial Group Inc. 98.0% 97.0% 70.0% 91.0%
Factor Interactions
Volatility Expanding
60-day vol (67%) significantly exceeds 252-day (30%). 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
A
82.3% avg (4 factors)
Risk
B
66.6% 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
FactorCurrentStreakTrendSpark
OS Composite0.210—2—
Value %ile0.370—0—
Quality %ile0.350—0—
Momentum %ile0.360—0—
F-Score3.000—7—
Confidence0.881—7—
Volatility0.300—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
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
External Financing
Net issuance — lower=better
0.001
MomentumPrice trend strength over different horizons
6M Return
12.8%
12M Return
62.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
60.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.03
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
3
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
64
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
64
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
64
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