Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e1d87977-fc80-4ce8-b24d-9c5e20f3ad8c/
MFF
MFF Capital Investments LimitedSnapshot 2026-07-12 · 0.6w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.869
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
3.7%
💰
High Yield
Div 3.7%
🚀
Momentum Leaders
12-1 18%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 15%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.18
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
7.1×
P/S
5.0×
P/B
1.3×
FCF Yield
0.118
SH Yield
0.037
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
9.00000000
/100
P/E of 7.1x places this firmly in deep value territory. FCF yield of 11.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
84.0%ile
ROE
0.177
ROA
0.146
Net Margin
0.711
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.052
Earn Growth
-0.045
5yr Consist
No
F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
89.0%ile
6M Return
5.0%
12M Return
21.9%
12-1 Mom
17.9%
Risk-Adj
1.18
Vol 252d
15.2%
Vol 60d
35.9%
↑ Expanding
Max DD 12M
-12.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (36%) is expanding vs long-term (15%) — 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
· 159 peers
Sector Value %ile
86.2%
Sector Quality %ile
71.2%
P/E z-score
-0.36
P/B z-score
-0.09
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (90th) and quality (84th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (90th value) with strong momentum (89th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (36%) significantly exceeds 252-day (15%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
80.7% avg (5 factors)
Quality
B
74.6% avg (3 factors)
Momentum
C
53.3% avg (4 factors)
Risk
A
91.4% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.950 | —6 | — | |
| Value %ile | 0.900 | —6 | — | |
| Quality %ile | 0.840 | —6 | — | |
| Momentum %ile | 0.890 | —6 | — | |
| F-Score | 1.000 | —6 | — | |
| Confidence | 0.352 | —6 | — | |
| Volatility | 0.152 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.07
Price / Sales
5.02
Price / Book
1.25
FCF Yield
11.8%
Sales Yield (1/P·S)
0.2126
Shareholder Yield
Div + net buyback / mktcap
3.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.7%
Return on Assets
14.6%
Net Margin
71.1%
MomentumPrice trend strength over different horizons
6M Return
5.0%
12M Return
21.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
17.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.18
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.2%
Earnings Growth (YoY)
-4.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
Dividend Yield
3.7%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
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