Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0adf4a95-935c-4bc8-af11-32cf2a0e7fd2/
DGICB
Donegal Group B IncSnapshot 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.830
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
Div 3.2%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.04
V
Value Analysis
Cheapness relative to fundamentals
89.0%ile
P/E
11.8×
P/S
0.8×
P/B
1.2×
E/P
0.1056
FCF Yield
0.084
EBITDA/EV
0.109
SH Yield
0.013
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
19.00000000
/100
P/E of 11.8x places this firmly in deep value territory. FCF yield of 8.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
12.0%ile
ROE
0.101
ROA
0.027
Net Margin
0.068
Op Margin
0.084
GPA
0.115
D/E
2.77
Current
0.74
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.025
Earn Growth
-0.064
Stability
0.399
lower=better
Accruals
0.000
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.77 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
39.3%
12M Return
37.9%
12-1 Mom
58.7%
Risk-Adj
1.04
Vol 252d
56.5%
Vol 60d
131.9%
↑ Expanding
Max DD 12M
-23.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 59% is very strong — a clear uptrend. Near-term vol (132%) is expanding vs long-term (56%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.83
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
1.4%
P/E z-score
-0.19
P/B z-score
-0.06
Sector Avg OS
85.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (89th value) with strong momentum (82th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (89th value) but weak quality (12th). Classic value trap risk.
Hot but Volatile
Strong momentum (82th) but high volatility (56%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (132%) significantly exceeds 252-day (56%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.0% avg (7 factors)
Quality
D
30.4% avg (8 factors)
Momentum
A
78.3% avg (4 factors)
Risk
F
22.6% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.830 | —4 | — | |
| Value %ile | 0.890 | —8 | — | |
| Quality %ile | 0.120 | —8 | — | |
| Momentum %ile | 0.820 | —4 | — | |
| F-Score | 4.000 | —8 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.565 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.77
Earnings Yield (E/P)
0.1056
Price / Sales
0.80
Price / Book
1.19
Price / Cash Flow
11.96
FCF Yield
8.4%
EBITDA / EV
10.9%
Sales Yield (1/P·S)
1.2549
Shareholder Yield
Div + net buyback / mktcap
1.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.1%
Return on Assets
2.7%
Net Margin
6.8%
Operating Margin
8.4%
Gross Profit / Assets
Novy-Marx GPA
11.5%
Debt / Equity
2.77
Current Ratio
0.74
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.000
MomentumPrice trend strength over different horizons
6M Return
39.3%
12M Return
37.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
58.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.04
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-2.5%
Earnings Growth (YoY)
-6.4%
Earnings Stability (CV)
Lower = more stable
0.399
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
3.2%
Buyback Yield
-1.9%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
19
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