Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/aca81091-bcee-4f51-8b0b-67994437ec21/
MEC
Morphic Ethical Equities Fund LimitedSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
QV 0.765
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
14.6%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 22%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 17%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.31
V
Value Analysis
Cheapness relative to fundamentals
77.0%ile
P/E
7.5×
P/S
5.0×
P/B
1.0×
FCF Yield
0.088
SH Yield
0.146
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
23.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
23.00000000
/100
P/E of 7.5x places this firmly in deep value territory. FCF yield of 8.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
76.0%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
77.0%ile
6M Return
16.3%
12M Return
24.7%
12-1 Mom
22.4%
Risk-Adj
1.31
Vol 252d
17.1%
Vol 60d
41.6%
↑ Expanding
Max DD 12M
-8.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 22% is very strong — a clear uptrend. Near-term vol (42%) is expanding vs long-term (17%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 159 peers
Sector Value %ile
61.3%
Sector Quality %ile
58.1%
P/E z-score
-0.35
P/B z-score
-0.09
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (77th) and quality (76th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (77th value) with strong momentum (77th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 14.6% backed by 8.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (42%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
86.6% avg (5 factors)
Quality
B
66.3% avg (3 factors)
Momentum
C
59.9% avg (4 factors)
Risk
A
88.2% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.890 | —6 | — | |
| Value %ile | 0.770 | —6 | — | |
| Quality %ile | 0.760 | —6 | — | |
| Momentum %ile | 0.770 | —6 | — | |
| F-Score | 4.000 | —6 | — | |
| Confidence | 0.336 | —6 | — | |
| Volatility | 0.171 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.52
Price / Sales
5.04
Price / Book
0.99
FCF Yield
8.8%
Sales Yield (1/P·S)
0.1941
Shareholder Yield
Div + net buyback / mktcap
14.6%
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
24.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
22.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.31
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
1.5%
Buyback Yield
13.1%
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
23
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
23
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity