Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/04b56585-8702-4294-9ba7-39dfa300f284/
MTG
MGIC Investment CorpSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
QV 0.864
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
14.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
14.8%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.69
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
8.3×
P/S
4.9×
P/B
1.2×
E/P
0.1470
FCF Yield
0.111
EBITDA/EV
0.148
SH Yield
0.148
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
17.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
13.00000000
/100
P/E of 8.3x places this firmly in deep value territory. FCF yield of 11.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
83.0%ile
ROE
0.143
ROA
0.112
Net Margin
0.596
Op Margin
0.776
GPA
0.176
D/E
0.27
Current
10.40
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.012
Earn Growth
-0.073
Stability
0.073
lower=better
Accruals
0.002
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.27.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
28.0%ile
6M Return
-1.9%
12M Return
13.9%
12-1 Mom
4.5%
Risk-Adj
0.23
Vol 252d
19.8%
Vol 60d
46.2%
↑ Expanding
Max DD 12M
-14.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (46%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
75.6%
Sector Quality %ile
72.7%
P/E z-score
-0.29
P/B z-score
-0.08
Sector Avg OS
85.7%
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 (83th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 14.8% backed by 11.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (46%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
88.2% avg (7 factors)
Quality
B
73.0% avg (8 factors)
Momentum
D
38.5% avg (4 factors)
Risk
A
83.6% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.880 | —6 | — | |
| Value %ile | 0.900 | —6 | — | |
| Quality %ile | 0.830 | —6 | — | |
| Momentum %ile | 0.280 | —6 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.198 | —2 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.29
Earnings Yield (E/P)
0.1470
Price / Sales
4.94
Price / Book
1.18
Price / Cash Flow
8.43
FCF Yield
11.1%
EBITDA / EV
14.8%
Sales Yield (1/P·S)
0.1893
Shareholder Yield
Div + net buyback / mktcap
14.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.3%
Return on Assets
11.2%
Net Margin
59.6%
Operating Margin
77.6%
Gross Profit / Assets
Novy-Marx GPA
17.6%
Debt / Equity
0.27
Current Ratio
10.40
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.002
MomentumPrice trend strength over different horizons
6M Return
-1.9%
12M Return
13.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
4.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.23
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.2%
Earnings Growth (YoY)
-7.3%
Earnings Stability (CV)
Lower = more stable
0.073
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
2.1%
Buyback Yield
12.7%
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
17
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
13
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