Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1d4de5b1-5e27-4e7a-9e32-683ac4365ce4/

AFL

Aflac Incorporated
Chart
125.60 USD
Latest Week 2026-07-24
Financial ServicesInsurance - LifeLARGE
Snapshot 2026-07-26 · 0.6w · Fresh
0.69
OS Score
65.0%
Value
32.0%
Quality
71.0%
Momentum
5/9
F-Score
0.456
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
7.6%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 19%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 17%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.65
⚡
Risk-Adj Momentum
RAM 1.07
V
Value Analysis
Cheapness relative to fundamentals
65.0%ile
P/E
13.8×
P/S
3.5×
P/B
2.1×
E/P
0.0861
FCF Yield
0.044
EBITDA/EV
0.101
SH Yield
0.076
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
69.00000000
/100 — 1=cheapest
VC2 (Trending Value)
33.00000000
/100
VC3 (Buyback)
36.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
32.0%ile
ROE
0.155
ROA
0.040
Net Margin
0.254
Op Margin
0.313
GPA
0.075
D/E
2.88
Current
8.86
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.063
Earn Growth
0.290
Stability
0.756
lower=better
Accruals
0.015
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.88 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
71.0%ile
6M Return
18.5%
12M Return
24.1%
12-1 Mom
18.7%
Risk-Adj
1.07
Vol 252d
17.4%
Vol 60d
39.1%
↑ Expanding
Max DD 12M
-8.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (39%) is expanding vs long-term (17%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.69
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
22.2%
Sector Quality %ile
11.6%
P/E z-score
-0.12
P/B z-score
-0.04
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
IFS Intercorp Financial Services Inc 99.0% 98.0% 83.0% 90.0%
RILYL BRC Group Holdings, Inc. 99.0% 95.0% 88.0% 95.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 90.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 90.0%
UVE Universal Insurance Holdings Inc 99.0% 97.0% 92.0% 92.0%
HG Hamilton Insurance Group, Ltd. 98.0% 96.0% 81.0% 91.0%
MCY Mercury General Corporation 98.0% 95.0% 83.0% 87.0%
IX Orix Corp Ads 98.0% 97.0% 82.0% 91.0%
Factor Interactions
Leveraged Returns
Strong ROE (15%) boosted by high leverage (D/E 2.9). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (39%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
69.4% avg (7 factors)
Quality
C
57.7% avg (8 factors)
Momentum
C
57.8% avg (4 factors)
Risk
A
87.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.690—0—
Value %ile0.650—0—
Quality %ile0.320—0—
Momentum %ile0.710—2—
F-Score5.000—0—
Confidence0.958—8—
Volatility0.174—8—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.79
Earnings Yield (E/P)
0.0861
Price / Sales
3.51
Price / Book
2.13
Price / Cash Flow
21.79
FCF Yield
4.4%
EBITDA / EV
10.1%
Sales Yield (1/P·S)
0.2753
Shareholder Yield
Div + net buyback / mktcap
7.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.5%
Return on Assets
4.0%
Net Margin
25.4%
Operating Margin
31.3%
Gross Profit / Assets
Novy-Marx GPA
7.5%
Debt / Equity
2.88
Current Ratio
8.86
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.015
External Financing
Net issuance — lower=better
0.031
MomentumPrice trend strength over different horizons
6M Return
18.5%
12M Return
24.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
18.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.07
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.3%
Earnings Growth (YoY)
29.0%
Earnings Stability (CV)
Lower = more stable
0.756
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
1.9%
Buyback Yield
5.7%
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
69
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
33
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
36
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