Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b7356b73-4829-4fa1-b1ce-dab0610da292/
MGNS
Morgan Sindall Group plcSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 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
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 26%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
16.0%ile
P/E
1604.1×
P/S
46.5×
P/B
311.9×
E/P
0.0006
FCF Yield
0.001
EBITDA/EV
0.001
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
81.00000000
/100 — 1=cheapest
VC2 (Trending Value)
78.00000000
/100
VC3 (Buyback)
80.00000000
/100
P/E of 1604.1x is premium-priced — the market is paying up for expected growth.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
47.0%ile
ROE
0.194
ROA
0.059
Net Margin
0.029
Op Margin
0.040
GPA
0.236
Current
1.21
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.104
Earn Growth
0.106
Accruals
0.001
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
79.0%ile
6M Return
-5.9%
12M Return
19.8%
12-1 Mom
26.1%
Risk-Adj
0.76
Vol 252d
34.6%
Vol 60d
76.2%
↑ Expanding
Max DD 12M
-25.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 26% is very strong — a clear uptrend. Near-term vol (76%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.29
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 164 peers
Sector Value %ile
23.0%
Sector Quality %ile
46.1%
P/E z-score
-0.35
P/B z-score
0.03
Sector Avg OS
48.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (76%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
3.9% avg (7 factors)
Quality
D
38.8% avg (7 factors)
Momentum
C
49.4% avg (4 factors)
Risk
C
59.0% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.290 | —1 | — | |
| Value %ile | 0.160 | —1 | — | |
| Quality %ile | 0.470 | —0 | — | |
| Momentum %ile | 0.790 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.553 | —0 | — | |
| Volatility | 0.346 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1604.06
Earnings Yield (E/P)
0.0006
Price / Sales
46.47
Price / Book
311.91
Price / Cash Flow
1640.18
FCF Yield
0.1%
EBITDA / EV
0.1%
Sales Yield (1/P·S)
0.0216
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
19.4%
Return on Assets
5.9%
Net Margin
2.9%
Operating Margin
4.0%
Gross Profit / Assets
Novy-Marx GPA
23.6%
Current Ratio
1.21
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.001
External Financing
Net issuance — lower=better
0.034
MomentumPrice trend strength over different horizons
6M Return
-5.9%
12M Return
19.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
26.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.76
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.4%
Earnings Growth (YoY)
10.6%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
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
81
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
78
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
80
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