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MEGI

MainStay CBRE Global Infrastructure Megatrends Fund
Chart
$15.07
Latest Week 2026-06-05
Financial ServicesAsset ManagementSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.95
OS Score
88.0%
Value
84.0%
Quality
70.0%
Momentum
6/9
F-Score
0.860
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.860
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 8.6
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
10.0%
💰
High Yield
Div 10.0%
🚀
Momentum Leaders
12-1 19%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 88th
🛡
Low Volatility
Vol 18%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.04
V
Value Analysis
Cheapness relative to fundamentals
88.0%ile
P/E
8.6×
P/S
7.3×
P/B
1.0×
E/P
0.1164
FCF Yield
0.110
EBITDA/EV
0.116
SH Yield
0.100
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
20.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
14.00000000
/100
P/E of 8.6x places this firmly in deep value territory. FCF yield of 11.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
84.0%ile
ROE
0.111
ROA
0.085
Net Margin
0.850
Op Margin
0.850
GPA
0.087
D/E
0.31
Current
0.00
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Accruals
0.005
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.31.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
70.0%ile
6M Return
14.6%
12M Return
18.6%
12-1 Mom
19.2%
Risk-Adj
1.04
Vol 252d
18.4%
Vol 60d
45.2%
↑ Expanding
Max DD 12M
-9.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (45%) is expanding vs long-term (18%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
70.7%
Sector Quality %ile
71.7%
P/E z-score
-0.26
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
SYF Synchrony Financial 98.0% 96.0% 97.0% 72.0%
BOTJ Bank of the James Financial Group 98.0% 92.0% 89.0% 88.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (88th) and quality (84th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (88th value) with strong momentum (70th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 10.0% backed by 11.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (45%) significantly exceeds 252-day (18%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.0% avg (7 factors)
Quality
C
55.2% avg (8 factors)
Momentum
C
54.9% avg (4 factors)
Risk
A
85.9% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.950—1—
Value %ile0.880—1—
Quality %ile0.840—1—
Momentum %ile0.700—1—
F-Score6.000—0—
Confidence0.744—1—
Volatility0.184—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.59
Earnings Yield (E/P)
0.1164
Price / Sales
7.30
Price / Book
0.96
Price / Cash Flow
9.08
FCF Yield
11.0%
EBITDA / EV
11.6%
Sales Yield (1/P·S)
0.1370
Shareholder Yield
Div + net buyback / mktcap
10.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.1%
Return on Assets
8.5%
Net Margin
85.0%
Operating Margin
85.0%
Gross Profit / Assets
Novy-Marx GPA
8.7%
Debt / Equity
0.31
Current Ratio
0.00
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.005
MomentumPrice trend strength over different horizons
6M Return
14.6%
12M Return
18.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
19.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.04
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
10.0%
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
20
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
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