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MKZ-UN

Mackenzie Master Limited Partnership
Chart
0.48 CAD
Latest Week 2026-06-05
Financial ServicesAsset ManagementNANO
Snapshot 2026-06-07 · 0.0w · Fresh
0.46
OS Score
47.0%
Value
47.0%
Quality
48.0%
Momentum
4/9
F-Score
0.470
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
24.4%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
17.5%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 36%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.17
V
Value Analysis
Cheapness relative to fundamentals
47.0%ile
P/E
5.9×
P/S
4.1×
P/B
5.9×
E/P
0.2435
FCF Yield
0.208
EBITDA/EV
0.244
SH Yield
0.175
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
54.00000000
/100 — 1=cheapest
VC2 (Trending Value)
54.00000000
/100
VC3 (Buyback)
53.00000000
/100
P/E of 5.9x places this firmly in deep value territory. FCF yield of 20.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
47.0%ile
ROE
1.000
ROA
0.673
Net Margin
0.700
Op Margin
0.825
Current
3.06
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.091
Earn Growth
-0.031
Accruals
-0.003
lower=better
5yr Consist
No
ROE of 100% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
48.0%ile
6M Return
-3.3%
12M Return
29.7%
12-1 Mom
36.4%
Risk-Adj
1.17
Vol 252d
31.1%
Vol 60d
77.9%
↑ Expanding
Max DD 12M
-19.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 36% is very strong — a clear uptrend. Near-term vol (78%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.46
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 82 peers
Sector Value %ile
32.5%
Sector Quality %ile
50.6%
P/E z-score
-0.60
P/B z-score
1.32
Sector Avg OS
58.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
XAU Goldmoney Inc. 98.0% 98.0% 64.0% 84.0%
AGF-B AGF Management Limited 96.0% 93.0% 80.0% 72.0%
PWI Power & Infrastructure Split Corp. 96.0% 92.0% 83.0% 74.0%
QRC Queen's Road Capital Investment Ltd. 95.0% 80.0% 82.0% 92.0%
CF Canaccord Genuity Group Inc. 95.0% 90.0% 78.0% 69.0%
DS Dividend Select 15 Corp. 92.0% 83.0% 76.0% 63.0%
POW Power Corporation of Canada 90.0% 75.0% 73.0% 77.0%
MFC Manulife Financial Corporation 90.0% 92.0% 81.0% 34.0%
Factor Interactions
Strong Capital Return
Shareholder yield 17.5% backed by 20.8% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (78%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.7% avg (7 factors)
Quality
A
93.5% avg (6 factors)
Momentum
C
59.0% avg (4 factors)
Risk
B
64.8% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.460—0—
Value %ile0.470—0—
Quality %ile0.470—0—
Momentum %ile0.480—0—
F-Score4.000—1—
Confidence0.254—1—
Volatility0.311—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.88
Earnings Yield (E/P)
0.2435
Price / Sales
4.12
Price / Book
5.88
Price / Cash Flow
5.86
FCF Yield
20.8%
EBITDA / EV
24.4%
Sales Yield (1/P·S)
0.2953
Shareholder Yield
Div + net buyback / mktcap
17.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
100.0%
Return on Assets
67.3%
Net Margin
70.0%
Operating Margin
82.5%
Current Ratio
3.06
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.003
MomentumPrice trend strength over different horizons
6M Return
-3.3%
12M Return
29.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
36.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.17
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-9.1%
Earnings Growth (YoY)
-3.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
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
54
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
54
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
53
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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