Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1bd030bd-52f6-4ba5-a6fc-07d8ed555fcd/
KNSL
Kinsale Capital Group IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.837
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 13.4
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
Rev +17%
🔄
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
73.0%ile
P/E
13.4×
P/S
3.7×
P/B
3.6×
E/P
0.0747
FCF Yield
0.158
EBITDA/EV
0.096
SH Yield
0.002
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
32.00000000
/100 — 1=cheapest
VC2 (Trending Value)
33.00000000
/100
VC3 (Buyback)
33.00000000
/100
FCF yield of 15.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%ile
ROE
0.268
ROA
0.085
Net Margin
0.275
Op Margin
0.347
GPA
0.144
D/E
2.16
Current
0.85
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.170
Earn Growth
0.301
Stability
0.172
lower=better
Accruals
-0.086
lower=better
5yr Consist
Yes
ROE of 27% is exceptional. Highly leveraged with D/E of 2.16 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
7.0%ile
6M Return
-14.0%
12M Return
-35.6%
12-1 Mom
-35.9%
Risk-Adj
-1.18
Vol 252d
30.3%
Vol 60d
73.8%
↑ Expanding
Max DD 12M
-36.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -36% signals a downtrend — price is moving against you. Near-term vol (74%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.76
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
28.9%
Sector Quality %ile
98.0%
P/E z-score
-0.03
P/B z-score
0.03
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 (73th) and quality (96th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 17% with P/E of 13×. Growth isn't fully priced in.
Falling Knife
Weak momentum (7th) despite looking cheap (73th value). Wait for momentum to stabilise.
Leveraged Returns
Strong ROE (27%) boosted by high leverage (D/E 2.2). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (74%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.3% avg (7 factors)
Quality
B
62.8% avg (8 factors)
Momentum
F
5.0% avg (4 factors)
Risk
B
66.2% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.760 | —1 | — | |
| Value %ile | 0.730 | —1 | — | |
| Quality %ile | 0.960 | —1 | — | |
| Momentum %ile | 0.070 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.303 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.39
Earnings Yield (E/P)
0.0747
Price / Sales
3.68
Price / Book
3.59
Price / Cash Flow
6.64
FCF Yield
15.8%
EBITDA / EV
9.6%
Sales Yield (1/P·S)
0.2716
Shareholder Yield
Div + net buyback / mktcap
0.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
26.8%
Return on Assets
8.5%
Net Margin
27.5%
Operating Margin
34.7%
Gross Profit / Assets
Novy-Marx GPA
14.4%
Debt / Equity
2.16
Current Ratio
0.85
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.086
MomentumPrice trend strength over different horizons
6M Return
-14.0%
12M Return
-35.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-35.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.18
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
17.0%
Earnings Growth (YoY)
30.1%
Earnings Stability (CV)
Lower = more stable
0.172
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
0.2%
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
32
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
33
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
33
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