Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/172848c3-c1fd-41fe-b08a-79730582f556/
KMPR
Kemper CorporationSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
4 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
21.8%
💰
High Yield
Div 4.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 66%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.63
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
66.0%ile
P/E
40.5×
P/S
0.4×
P/B
0.6×
E/P
0.0121
FCF Yield
0.206
EBITDA/EV
0.041
SH Yield
0.218
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
21.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
14.00000000
/100
P/E of 40.5x is premium-priced — the market is paying up for expected growth. FCF yield of 20.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
15.0%ile
ROE
0.016
ROA
0.003
Net Margin
0.009
Op Margin
0.007
GPA
0.053
D/E
3.69
Current
0.33
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.006
Earn Growth
-0.879
Stability
1.031
lower=better
Accruals
-0.036
lower=better
5yr Consist
No
Highly leveraged with D/E of 3.69 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
4.0%ile
6M Return
-24.0%
12M Return
-50.6%
12-1 Mom
-54.0%
Risk-Adj
-1.31
Vol 252d
41.1%
Vol 60d
93.1%
↑ Expanding
Max DD 12M
-57.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -54% signals a downtrend — price is moving against you. Near-term vol (93%) is expanding vs long-term (41%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.24
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
23.6%
Sector Quality %ile
2.4%
P/E z-score
0.79
P/B z-score
-0.07
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (66th value) but weak quality (15th). Classic value trap risk.
Falling Knife
Weak momentum (4th) despite looking cheap (66th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 21.8% backed by 20.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (93%) significantly exceeds 252-day (41%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
63.9% avg (7 factors)
Quality
F
16.9% avg (8 factors)
Momentum
F
1.9% avg (4 factors)
Risk
C
48.1% 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 weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.240 | —4 | — | |
| Value %ile | 0.660 | —0 | — | |
| Quality %ile | 0.150 | —8 | — | |
| Momentum %ile | 0.040 | —8 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.411 | —4 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
40.48
Earnings Yield (E/P)
0.0121
Price / Sales
0.36
Price / Book
0.64
Price / Cash Flow
3.44
FCF Yield
20.6%
EBITDA / EV
4.1%
Sales Yield (1/P·S)
1.8377
Shareholder Yield
Div + net buyback / mktcap
21.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
1.6%
Return on Assets
0.3%
Net Margin
0.9%
Operating Margin
0.7%
Gross Profit / Assets
Novy-Marx GPA
5.3%
Debt / Equity
3.69
Current Ratio
0.33
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.036
External Financing
Net issuance — lower=better
0.024
MomentumPrice trend strength over different horizons
6M Return
-24.0%
12M Return
-50.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-54.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.31
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.6%
Earnings Growth (YoY)
-87.9%
Earnings Stability (CV)
Lower = more stable
1.031
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
4.4%
Buyback Yield
17.3%
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
21
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
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