Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a9ac5b3c-0711-4a79-927a-b6aeea8e43ed/
JHG
Janus Henderson Group PLCSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
✗
◆
Quality × Value
QV 0.893
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 10.1
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +25%
🔄
Shareholder Yield
2.4%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 43%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 15%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.91
V
Value Analysis
Cheapness relative to fundamentals
84.0%ile
P/E
10.1×
P/S
2.4×
P/B
1.5×
E/P
0.0989
FCF Yield
0.189
EBITDA/EV
0.127
SH Yield
0.024
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
15.00000000
/100
VC3 (Buyback)
15.00000000
/100
P/E of 10.1x places this firmly in deep value territory. FCF yield of 18.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
95.0%ile
ROE
0.149
ROA
0.099
Net Margin
0.242
Op Margin
0.258
GPA
0.292
D/E
0.40
Current
3.89
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.250
Earn Growth
0.940
Stability
0.734
lower=better
Accruals
-0.023
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.40. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
83.0%ile
6M Return
15.8%
12M Return
43.3%
12-1 Mom
43.1%
Risk-Adj
2.91
Vol 252d
14.8%
Vol 60d
31.9%
↑ Expanding
Max DD 12M
-8.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 43% is very strong — a clear uptrend. Risk-adjusted momentum of 2.91 is excellent — strong returns relative to volatility. Near-term vol (32%) is expanding vs long-term (15%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
58.1%
Sector Quality %ile
96.6%
P/E z-score
-0.19
P/B z-score
-0.05
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (84th) and quality (95th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (84th value) with strong momentum (83th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (84th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 25% with P/E of 10×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (32%) significantly exceeds 252-day (15%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
75.4% avg (7 factors)
Quality
B
74.4% avg (8 factors)
Momentum
A
81.8% avg (4 factors)
Risk
A
92.0% 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 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.970 | —1 | — | |
| Value %ile | 0.840 | —1 | — | |
| Quality %ile | 0.950 | —1 | — | |
| Momentum %ile | 0.830 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.148 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.11
Earnings Yield (E/P)
0.0989
Price / Sales
2.45
Price / Book
1.50
Price / Cash Flow
8.18
FCF Yield
18.9%
EBITDA / EV
12.7%
Sales Yield (1/P·S)
0.4695
Shareholder Yield
Div + net buyback / mktcap
2.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.9%
Return on Assets
9.9%
Net Margin
24.2%
Operating Margin
25.8%
Gross Profit / Assets
Novy-Marx GPA
29.2%
Debt / Equity
0.40
Current Ratio
3.89
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.023
MomentumPrice trend strength over different horizons
6M Return
15.8%
12M Return
43.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
43.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.91
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
25.0%
Earnings Growth (YoY)
94.0%
Earnings Stability (CV)
Lower = more stable
0.734
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
2.4%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
15
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
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
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
Show all
Op Income
OCF
CapEx
Equity