Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/188576df-dc1c-49e5-b984-55c0c7c05a0e/
ACGLN
Arch Capital Group Ltd.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
✗
◆
Quality × Value
QV 0.949
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.3
💎
Deep Value
P/E 1.2
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
75.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 9%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
99.0%ile
P/E
1.2×
P/S
0.3×
P/B
0.2×
E/P
0.8279
FCF Yield
0.772
EBITDA/EV
0.754
SH Yield
0.008
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 1.2x places this firmly in deep value territory. FCF yield of 77.2% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.201
ROA
0.060
Net Margin
0.247
Op Margin
0.286
GPA
0.104
D/E
2.37
Current
0.68
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.085
Earn Growth
0.294
Stability
0.233
lower=better
Accruals
-0.013
lower=better
5yr Consist
Yes
ROE of 20% is exceptional. Highly leveraged with D/E of 2.37 — returns are being amplified by debt. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
25.0%ile
6M Return
-0.9%
12M Return
2.7%
12-1 Mom
7.9%
Risk-Adj
0.87
Vol 252d
9.0%
Vol 60d
19.8%
↑ Expanding
Max DD 12M
-6.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (20%) is expanding vs long-term (9%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
100.0%
Sector Quality %ile
91.0%
P/E z-score
-0.62
P/B z-score
-0.10
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (99th) and quality (91th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (99th). Strong fundamental improvement in a cheap stock.
Leveraged Returns
Strong ROE (20%) boosted by high leverage (D/E 2.4). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (20%) significantly exceeds 252-day (9%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
88.6% avg (7 factors)
Quality
C
52.0% avg (8 factors)
Momentum
D
40.9% avg (4 factors)
Risk
A
100.0% 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 | 0.920 | —1 | — | |
| Value %ile | 0.990 | —1 | — | |
| Quality %ile | 0.910 | —1 | — | |
| Momentum %ile | 0.250 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.090 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
1.21
Earnings Yield (E/P)
0.8279
Price / Sales
0.30
Price / Book
0.24
Price / Cash Flow
1.00
FCF Yield
77.2%
EBITDA / EV
75.4%
Sales Yield (1/P·S)
2.5583
Shareholder Yield
Div + net buyback / mktcap
0.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.1%
Return on Assets
6.0%
Net Margin
24.7%
Operating Margin
28.6%
Gross Profit / Assets
Novy-Marx GPA
10.4%
Debt / Equity
2.37
Current Ratio
0.68
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.013
MomentumPrice trend strength over different horizons
6M Return
-0.9%
12M Return
2.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
7.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.87
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.5%
Earnings Growth (YoY)
29.4%
Earnings Stability (CV)
Lower = more stable
0.233
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Dividend Yield
0.8%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
52
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