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MMS

McMillan Shakespeare Limited
Chart
19.50 AUD
Latest Week 2026-07-31
IndustrialsStaffing & Employment ServicesSMALL
Snapshot 2026-07-26 · 1.1w · Fresh
0.47
OS Score
5.0%
Value
92.0%
Quality
90.0%
Momentum
3/9
F-Score
0.214
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
12.3%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
7.4%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 20%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
5.0%ile
P/E
14.2×
P/S
3.1×
P/B
12.0×
E/P
0.0235
FCF Yield
-0.040
EBITDA/EV
0.123
SH Yield
0.074
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
86.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
17.00000000
/100
Negative FCF yield (-4.0%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
92.0%ile
ROE
0.845
ROA
0.064
Net Margin
0.219
Op Margin
0.107
GPA
0.294
Current
1.05
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.048
Earn Growth
0.141
5yr Consist
No
ROE of 85% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
90.0%ile
6M Return
17.0%
12M Return
20.5%
12-1 Mom
19.8%
Risk-Adj
0.68
Vol 252d
29.2%
Vol 60d
68.6%
↑ Expanding
Max DD 12M
-24.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (69%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.47
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 129 peers
Sector Value %ile
13.1%
Sector Quality %ile
83.1%
P/E z-score
-0.38
P/B z-score
0.05
Sector Avg OS
52.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BOL Boom Logistics Limited 99.0% 99.0% 96.0% 94.0%
ASH Ashley Services Group Limited 99.0% 96.0% 93.0% 96.0%
AHL Adrad Holdings Limited 98.0% 95.0% 81.0% 97.0%
EHL Emeco Holdings Limited 98.0% 99.0% 93.0% 86.0%
WWG Wiseway Group Limited 98.0% 95.0% 84.0% 96.0%
CLX CTI Logistics Limited 97.0% 92.0% 85.0% 93.0%
IPG IPD Group Limited 97.0% 88.0% 93.0% 94.0%
SYL Symal Group Limited 96.0% 87.0% 86.0% 96.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (92th) and momentum (90th) but expensive (5th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (92th) but expensive (5th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (69%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
47.3% avg (7 factors)
Quality
C
58.0% avg (6 factors)
Momentum
C
54.1% avg (4 factors)
Risk
B
67.9% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.470—0—
Value %ile0.050—8—
Quality %ile0.920—8—
Momentum %ile0.900—8—
F-Score3.000—8—
Confidence0.451—0—
Volatility0.292—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.20
Earnings Yield (E/P)
0.0235
Price / Sales
3.11
Price / Book
12.00
FCF Yield
-4.0%
EBITDA / EV
12.3%
Sales Yield (1/P·S)
0.2194
Shareholder Yield
Div + net buyback / mktcap
7.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
84.5%
Return on Assets
6.4%
Net Margin
21.9%
Operating Margin
10.7%
Gross Profit / Assets
Novy-Marx GPA
29.4%
Current Ratio
1.05
MomentumPrice trend strength over different horizons
6M Return
17.0%
12M Return
20.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
19.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.68
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.8%
Earnings Growth (YoY)
14.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
7.2%
Buyback Yield
0.2%
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
86
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
15
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
17
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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