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AAMI

Acadian Asset Management Inc
Chart
$74.00
Latest Week 2026-06-05
Financial ServicesAsset ManagementMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.14
OS Score
4.0%
Value
24.0%
Quality
95.0%
Momentum
3/9
F-Score
0.098
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 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
12-1 126%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.54
V
Value Analysis
Cheapness relative to fundamentals
4.0%ile
P/E
31.3×
P/S
4.3×
P/B
34.0×
E/P
0.0319
FCF Yield
-0.004
EBITDA/EV
0.065
SH Yield
0.015
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
96.00000000
/100 — 1=cheapest
VC2 (Trending Value)
93.00000000
/100
VC3 (Buyback)
91.00000000
/100
P/E of 31.3x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-0.4%) — the business is currently cash-consumptive. VC2 score of 93.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
24.0%ile
ROE
1.086
ROA
0.118
Net Margin
0.138
Op Margin
0.233
GPA
0.353
Current
0.95
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.115
Earn Growth
-0.012
Stability
0.450
lower=better
Accruals
0.116
lower=better
5yr Consist
No
ROE of 109% is exceptional. Accruals ratio of 0.116 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
95.0%ile
6M Return
58.5%
12M Return
143.4%
12-1 Mom
125.7%
Risk-Adj
3.54
Vol 252d
35.5%
Vol 60d
66.7%
↑ Expanding
Max DD 12M
-15.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 126% is very strong — a clear uptrend. Risk-adjusted momentum of 3.54 is excellent — strong returns relative to volatility. Near-term vol (67%) is expanding vs long-term (36%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.14
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
6.0%
P/E z-score
0.83
P/B z-score
1.19
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
VBNK VersaBank 98.0% 94.0% 85.0% 91.0%
SYF Synchrony Financial 98.0% 96.0% 97.0% 72.0%
Factor Interactions
Earnings Quality Concern
ROE looks strong (109%) but high accruals (0.116) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (67%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
29.6% avg (7 factors)
Quality
C
57.8% avg (7 factors)
Momentum
A
100.0% avg (4 factors)
Risk
C
57.4% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.140—1—
Value %ile0.040—1—
Quality %ile0.240—1—
Momentum %ile0.950—1—
F-Score3.000—1—
Confidence0.939—1—
Volatility0.355—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
31.31
Earnings Yield (E/P)
0.0319
Price / Sales
4.32
Price / Book
34.02
Price / Cash Flow
1757.70
FCF Yield
-0.4%
EBITDA / EV
6.5%
Sales Yield (1/P·S)
0.2142
Shareholder Yield
Div + net buyback / mktcap
1.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
108.6%
Return on Assets
11.8%
Net Margin
13.8%
Operating Margin
23.3%
Gross Profit / Assets
Novy-Marx GPA
35.3%
Current Ratio
0.95
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.116
External Financing
Net issuance — lower=better
0.050
MomentumPrice trend strength over different horizons
6M Return
58.5%
12M Return
143.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
125.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.54
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
11.5%
Earnings Growth (YoY)
-1.2%
Earnings Stability (CV)
Lower = more stable
0.450
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
0.2%
Buyback Yield
1.4%
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
96
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
93
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
91
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