Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a86196db-8b28-4e7f-aae3-cce77f88a6f3/
MORN
Morningstar IncSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.812
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.7%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
16.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
68.0%ile
P/E
16.3×
P/S
2.6×
P/B
6.4×
E/P
0.0726
FCF Yield
0.093
EBITDA/EV
0.097
SH Yield
0.160
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
69.00000000
/100 — 1=cheapest
VC2 (Trending Value)
30.00000000
/100
VC3 (Buyback)
32.00000000
/100
FCF yield of 9.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.395
ROA
0.101
Net Margin
0.161
Op Margin
0.231
GPA
0.388
D/E
2.91
Current
1.03
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.084
Earn Growth
0.048
Stability
0.194
lower=better
Accruals
-0.047
lower=better
5yr Consist
Yes
ROE of 40% is exceptional. Highly leveraged with D/E of 2.91 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
5.0%ile
6M Return
-19.1%
12M Return
-39.8%
12-1 Mom
-46.5%
Risk-Adj
-1.17
Vol 252d
39.7%
Vol 60d
97.3%
↑ Expanding
Max DD 12M
-44.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -47% signals a downtrend — price is moving against you. Near-term vol (97%) is expanding vs long-term (40%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.72
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
23.8%
Sector Quality %ile
99.0%
P/E z-score
-0.05
P/B z-score
-0.01
Sector Avg OS
85.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Falling Knife
Weak momentum (5th) despite looking cheap (68th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 16.0% backed by 9.3% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (40%) boosted by high leverage (D/E 2.9). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (97%) significantly exceeds 252-day (40%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
65.4% avg (7 factors)
Quality
B
63.2% avg (8 factors)
Momentum
F
3.4% avg (4 factors)
Risk
C
50.5% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. 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 Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.720 | —5 | — | |
| Value %ile | 0.680 | —0 | — | |
| Quality %ile | 0.970 | —7 | — | |
| Momentum %ile | 0.050 | —7 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.940 | —7 | — | |
| Volatility | 0.397 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.28
Earnings Yield (E/P)
0.0726
Price / Sales
2.61
Price / Book
6.44
Price / Cash Flow
11.11
FCF Yield
9.3%
EBITDA / EV
9.7%
Sales Yield (1/P·S)
0.3146
Shareholder Yield
Div + net buyback / mktcap
16.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
39.5%
Return on Assets
10.1%
Net Margin
16.1%
Operating Margin
23.1%
Gross Profit / Assets
Novy-Marx GPA
38.8%
Debt / Equity
2.91
Current Ratio
1.03
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.047
MomentumPrice trend strength over different horizons
6M Return
-19.1%
12M Return
-39.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-46.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.17
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.4%
Earnings Growth (YoY)
4.8%
Earnings Stability (CV)
Lower = more stable
0.194
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
1.1%
Buyback Yield
14.9%
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
69
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
30
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
32
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
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