Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/aca81091-bcee-4f51-8b0b-67994437ec21/

MEC

Morphic Ethical Equities Fund Limited
Chart
1.30 AUD
Latest Week 2026-06-05
Financial ServicesAsset ManagementNANO
Snapshot 2026-06-07 · 0.0w · Fresh
0.31
OS Score
35.0%
Value
34.0%
Quality
35.0%
Momentum
4/9
F-Score
0.345
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
13.4%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 18%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.03
V
Value Analysis
Cheapness relative to fundamentals
35.0%ile
P/E
7.3×
P/S
4.9×
P/B
1.0×
FCF Yield
0.090
SH Yield
0.134
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
65.00000000
/100 — 1=cheapest
VC2 (Trending Value)
64.00000000
/100
VC3 (Buyback)
64.00000000
/100
P/E of 7.3x places this firmly in deep value territory. FCF yield of 9.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
34.0%ile
ROE
0.131
ROA
0.123
Net Margin
0.671
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
35.0%ile
6M Return
16.3%
12M Return
26.9%
12-1 Mom
18.2%
Risk-Adj
1.03
Vol 252d
17.7%
Vol 60d
41.1%
↑ Expanding
Max DD 12M
-8.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (41%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.31
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 158 peers
Sector Value %ile
31.4%
Sector Quality %ile
32.7%
P/E z-score
-0.35
P/B z-score
-0.09
Sector Avg OS
58.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
TWR Tower Limited 99.0% 98.0% 96.0% 91.0%
HUM Humm Group Limited 98.0% 96.0% 89.0% 91.0%
LFG Liberty Financial Group Limited 98.0% 94.0% 98.0% 86.0%
HLI Helia Group Limited 98.0% 97.0% 96.0% 86.0%
BFL BSP Financial Group Limited 97.0% 95.0% 89.0% 87.0%
ACQ Acorn Capital Investment Fund Limited 97.0% 92.0% 88.0% 90.0%
KSL Kina Securities Limited 97.0% 96.0% 85.0% 86.0%
FSA FSA Group Limited 96.0% 85.0% 96.0% 94.0%
Factor Interactions
Strong Capital Return
Shareholder yield 13.4% backed by 9.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (41%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.2% avg (5 factors)
Quality
B
66.3% avg (3 factors)
Momentum
C
57.4% avg (4 factors)
Risk
A
87.2% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.310—0—
Value %ile0.350—0—
Quality %ile0.340—0—
Momentum %ile0.350—0—
F-Score4.000—1—
Confidence0.368—1—
Volatility0.177—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.34
Price / Sales
4.92
Price / Book
0.96
FCF Yield
9.0%
Sales Yield (1/P·S)
0.1986
Shareholder Yield
Div + net buyback / mktcap
13.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.1%
Return on Assets
12.3%
Net Margin
67.1%
MomentumPrice trend strength over different horizons
6M Return
16.3%
12M Return
26.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
18.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.03
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
Buyback Yield
13.4%
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
65
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
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