Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/188b46a0-9c44-4189-825b-0f7bd4e4804d/
RUBI
Rubico Inc. Common StockSnapshot 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
40.0%ile
P/B
0.0×
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
60.00000000
/100 — 1=cheapest
VC2 (Trending Value)
60.00000000
/100
VC3 (Buyback)
60.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
39.0%ile
ROE
0.058
ROA
0.020
Net Margin
0.112
Op Margin
0.393
GPA
0.107
D/E
1.93
Current
0.70
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.028
Earn Growth
-0.555
Accruals
-0.065
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
39.0%ile
6M Return
-99.7%
Vol 252d
142.9%
Vol 60d
313.7%
↑ Expanding
Max DD 12M
-100.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (314%) is expanding vs long-term (143%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.3
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
37.1%
Sector Quality %ile
34.5%
P/B z-score
-0.05
Sector Avg OS
53.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (314%) significantly exceeds 252-day (143%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (1 factors)
Quality
D
43.5% avg (8 factors)
Momentum
F
0.0% avg (1 factors)
Risk
F
0.0% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.300 | —1 | — | |
| Value %ile | 0.400 | —0 | — | |
| Quality %ile | 0.390 | —0 | — | |
| Momentum %ile | 0.390 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.813 | —1 | — | |
| Volatility | 1.429 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.00
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.8%
Return on Assets
2.0%
Net Margin
11.2%
Operating Margin
39.3%
Gross Profit / Assets
Novy-Marx GPA
10.7%
Debt / Equity
1.93
Current Ratio
0.70
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.065
MomentumPrice trend strength over different horizons
6M Return
-99.7%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-2.8%
Earnings Growth (YoY)
-55.5%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend 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
60
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
60
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
60
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