Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d99a2550-473f-4775-9ef5-3c1fe8f16fba/
MFG
Magellan Financial Group LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.880
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
11.0%
💰
High Yield
Div 6.6%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
86.0%ile
P/E
10.3×
P/S
5.4×
P/B
1.7×
FCF Yield
0.100
SH Yield
0.110
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
12.00000000
/100
P/E of 10.3x places this firmly in deep value territory. FCF yield of 10.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
90.0%ile
ROE
0.164
ROA
0.151
Net Margin
0.527
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.276
Earn Growth
-0.278
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
-5.5%
12M Return
14.0%
12-1 Mom
17.1%
Risk-Adj
0.33
Vol 252d
51.4%
Vol 60d
126.1%
↑ Expanding
Max DD 12M
-26.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (126%) is expanding vs long-term (51%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 158 peers
Sector Value %ile
71.7%
Sector Quality %ile
84.9%
P/E z-score
-0.31
P/B z-score
-0.09
Sector Avg OS
57.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (86th) and quality (90th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (86th value) with strong momentum (85th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 11.0% backed by 10.0% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (85th) but high volatility (51%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (126%) significantly exceeds 252-day (51%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.7% avg (5 factors)
Quality
B
74.1% avg (3 factors)
Momentum
D
42.2% avg (4 factors)
Risk
D
31.0% 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 weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —1 | — | |
| Value %ile | 0.860 | —1 | — | |
| Quality %ile | 0.900 | —1 | — | |
| Momentum %ile | 0.850 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.387 | —1 | — | |
| Volatility | 0.514 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.25
Price / Sales
5.40
Price / Book
1.69
FCF Yield
10.0%
Sales Yield (1/P·S)
0.2050
Shareholder Yield
Div + net buyback / mktcap
11.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.4%
Return on Assets
15.1%
Net Margin
52.7%
External Financing
Net issuance — lower=better
0.069
MomentumPrice trend strength over different horizons
6M Return
-5.5%
12M Return
14.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
17.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.33
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-27.6%
Earnings Growth (YoY)
-27.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
6.6%
Buyback Yield
4.4%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
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
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Op Income
OCF
CapEx
Equity