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MFG

Magellan Financial Group Limited
Chart
9.70 AUD
Latest Week 2026-07-17
Financial ServicesAsset ManagementMID
Snapshot 2026-07-19 · 0.7w · Fresh
0.53
OS Score
14.0%
Value
89.0%
Quality
86.0%
Momentum
3/9
F-Score
0.353
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 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
11.5%
💰
High Yield
Div 8.9%
🚀
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
14.0%ile
P/E
17.2×
P/S
9.1×
P/B
2.8×
FCF Yield
0.057
SH Yield
0.115
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
89.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
83.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%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
86.0%ile
6M Return
10.0%
12M Return
6.7%
12-1 Mom
11.3%
Risk-Adj
0.21
Vol 252d
52.9%
Vol 60d
131.3%
↑ Expanding
Max DD 12M
-26.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (131%) is expanding vs long-term (53%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.53
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 159 peers
Sector Value %ile
15.0%
Sector Quality %ile
86.2%
P/E z-score
-0.20
P/B z-score
-0.09
Sector Avg OS
53.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
HLI Helia Group Limited 99.0% 96.0% 96.0% 92.0%
TWR Tower Limited 99.0% 98.0% 95.0% 88.0%
SVR Solvar Limited 98.0% 96.0% 96.0% 85.0%
ACQ Acorn Capital Investment Fund Limited 97.0% 92.0% 88.0% 89.0%
PNC Pioneer Credit Limited 97.0% 88.0% 91.0% 93.0%
BFL BSP Financial Group Limited 97.0% 95.0% 89.0% 83.0%
KSL Kina Securities Limited 97.0% 96.0% 85.0% 83.0%
MFF MFF Capital Investments Limited 96.0% 90.0% 85.0% 89.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (89th) and momentum (86th) but expensive (14th value). Premium priced — watch for mean reversion.
Strong Capital Return
Shareholder yield 11.5% backed by 5.7% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (86th) but high volatility (53%). Momentum could reverse sharply.
Quality at a Premium
High quality (89th) but expensive (14th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (131%) significantly exceeds 252-day (53%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.5% avg (5 factors)
Quality
B
74.1% avg (3 factors)
Momentum
D
42.4% avg (4 factors)
Risk
F
28.6% 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
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.530—0—
Value %ile0.140—3—
Quality %ile0.890—7—
Momentum %ile0.860—7—
F-Score3.000—7—
Confidence0.345—7—
Volatility0.529—7—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.20
Price / Sales
9.06
Price / Book
2.83
FCF Yield
5.7%
Sales Yield (1/P·S)
0.1171
Shareholder Yield
Div + net buyback / mktcap
11.5%
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
10.0%
12M Return
6.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
11.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.21
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
8.9%
Buyback Yield
2.6%
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
89
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
83
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