Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/fac2a190-2fc1-45cf-ba05-e9f5e1204d51/
MBH
Michelmersh Brick Holdings plcSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
0 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
✗
💰
High Yield
✗
🚀
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
29.0%ile
P/E
1937.4×
P/S
102.6×
P/B
76.0×
E/P
0.0005
FCF Yield
0.000
EBITDA/EV
0.001
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
65.00000000
/100 — 1=cheapest
VC2 (Trending Value)
27.00000000
/100
VC3 (Buyback)
29.00000000
/100
P/E of 1937.4x is premium-priced — the market is paying up for expected growth.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
11.0%ile
ROE
0.039
ROA
0.029
Net Margin
0.053
Op Margin
0.066
GPA
0.190
Current
2.24
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.017
Earn Growth
-0.382
Accruals
-0.024
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
10.0%ile
6M Return
-9.3%
12M Return
-32.7%
12-1 Mom
-38.4%
Risk-Adj
-1.25
Vol 252d
30.6%
Vol 60d
70.8%
↑ Expanding
Max DD 12M
-38.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -38% signals a downtrend — price is moving against you. Near-term vol (71%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.04
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 170 peers
Sector Value %ile
17.5%
Sector Quality %ile
9.9%
P/E z-score
0.17
P/B z-score
-0.23
Sector Avg OS
55.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (71%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
3.9% avg (7 factors)
Quality
D
38.6% avg (7 factors)
Momentum
F
6.5% avg (4 factors)
Risk
B
65.6% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.040 | —1 | — | |
| Value %ile | 0.290 | —1 | — | |
| Quality %ile | 0.110 | —1 | — | |
| Momentum %ile | 0.100 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.813 | —1 | — | |
| Volatility | 0.306 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1937.39
Earnings Yield (E/P)
0.0005
Price / Sales
102.64
Price / Book
76.01
Price / Cash Flow
1060.83
FCF Yield
0.0%
EBITDA / EV
0.1%
Sales Yield (1/P·S)
0.0097
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
3.9%
Return on Assets
2.9%
Net Margin
5.3%
Operating Margin
6.6%
Gross Profit / Assets
Novy-Marx GPA
19.0%
Current Ratio
2.24
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.024
External Financing
Net issuance — lower=better
0.017
MomentumPrice trend strength over different horizons
6M Return
-9.3%
12M Return
-32.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-38.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.25
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.7%
Earnings Growth (YoY)
-38.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.1%
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
65
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
27
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
29
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
Show all
Op Income
OCF
CapEx
Equity