Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b7356b73-4829-4fa1-b1ce-dab0610da292/
MGNS
Morgan Sindall Group plcSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.8
◇
VC2 Cheapest
✗
📐
EBITDA/EV
15.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.6%
💰
High Yield
Div 3.3%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.95
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
80.0%ile
P/E
12.8×
P/S
0.4×
P/B
3.0×
E/P
0.1273
FCF Yield
0.096
EBITDA/EV
0.153
SH Yield
0.046
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
27.00000000
/100 — 1=cheapest
VC2 (Trending Value)
26.00000000
/100
VC3 (Buyback)
28.00000000
/100
FCF yield of 9.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
21.0%ile
ROE
0.234
ROA
0.071
Net Margin
0.035
Op Margin
0.045
GPA
0.250
Current
1.23
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.104
Earn Growth
0.331
Accruals
-0.005
lower=better
5yr Consist
No
ROE of 23% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
29.0%ile
6M Return
-2.8%
12M Return
4.5%
12-1 Mom
0.5%
Risk-Adj
0.02
Vol 252d
31.9%
Vol 60d
68.5%
↑ Expanding
Max DD 12M
-25.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (68%) is expanding vs long-term (32%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.56
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 164 peers
Sector Value %ile
79.4%
Sector Quality %ile
24.2%
P/E z-score
-0.28
P/B z-score
0.05
Sector Avg OS
48.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (80th value) but weak quality (21th). Classic value trap risk.
Strong Capital Return
Shareholder yield 4.6% backed by 9.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (68%) significantly exceeds 252-day (32%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
79.3% avg (7 factors)
Quality
D
42.7% avg (7 factors)
Momentum
D
33.0% avg (4 factors)
Risk
B
63.5% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. 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 Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.560 | —0 | — | |
| Value %ile | 0.800 | —6 | — | |
| Quality %ile | 0.210 | —6 | — | |
| Momentum %ile | 0.290 | —4 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 0.764 | —6 | — | |
| Volatility | 0.319 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.77
Earnings Yield (E/P)
0.1273
Price / Sales
0.45
Price / Book
2.98
Price / Cash Flow
11.93
FCF Yield
9.6%
EBITDA / EV
15.3%
Sales Yield (1/P·S)
2.8253
Shareholder Yield
Div + net buyback / mktcap
4.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.4%
Return on Assets
7.1%
Net Margin
3.5%
Operating Margin
4.5%
Gross Profit / Assets
Novy-Marx GPA
25.0%
Current Ratio
1.23
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.005
External Financing
Net issuance — lower=better
0.022
MomentumPrice trend strength over different horizons
6M Return
-2.8%
12M Return
4.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
0.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.02
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.4%
Earnings Growth (YoY)
33.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
3.3%
Buyback Yield
1.3%
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
27
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
26
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
28
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