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GUG

Guggenheim Active Allocation Fund
Chart
$15.64
Latest Week 2026-06-05
Financial ServicesAsset ManagementSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.6
OS Score
74.0%
Value
31.0%
Quality
33.0%
Momentum
3/9
F-Score
0.479
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
9.1%
💰
High Yield
Div 9.1%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 11%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.27
V
Value Analysis
Cheapness relative to fundamentals
74.0%ile
P/E
11.2×
P/S
9.0×
P/B
0.9×
E/P
0.0890
FCF Yield
0.061
EBITDA/EV
0.089
SH Yield
0.091
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
34.00000000
/100 — 1=cheapest
VC2 (Trending Value)
26.00000000
/100
VC3 (Buyback)
26.00000000
/100
P/E of 11.2x places this firmly in deep value territory. FCF yield of 6.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
31.0%ile
ROE
0.083
ROA
0.060
Net Margin
0.798
Op Margin
0.798
GPA
0.062
D/E
0.37
Current
0.09
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Accruals
0.019
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.37.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
33.0%ile
6M Return
4.7%
12M Return
13.6%
12-1 Mom
14.3%
Risk-Adj
1.27
Vol 252d
11.3%
Vol 60d
26.1%
↑ Expanding
Max DD 12M
-7.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (26%) is expanding vs long-term (11%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.6
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
30.7%
Sector Quality %ile
11.2%
P/E z-score
-0.13
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
DCOM Dime Community Bancshares, Inc. 98.0% 93.0% 87.0% 83.0%
RILY BRC Group Holdings, Inc. 98.0% 95.0% 79.0% 96.0%
Factor Interactions
Strong Capital Return
Shareholder yield 9.1% backed by 6.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (26%) significantly exceeds 252-day (11%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
69.1% avg (7 factors)
Quality
C
51.1% avg (8 factors)
Momentum
C
50.2% avg (4 factors)
Risk
A
97.9% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.600—0—
Value %ile0.740—1—
Quality %ile0.310—0—
Momentum %ile0.330—0—
F-Score3.000—1—
Confidence0.744—1—
Volatility0.113—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.23
Earnings Yield (E/P)
0.0890
Price / Sales
8.96
Price / Book
0.93
Price / Cash Flow
16.46
FCF Yield
6.1%
EBITDA / EV
8.9%
Sales Yield (1/P·S)
0.1122
Shareholder Yield
Div + net buyback / mktcap
9.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.3%
Return on Assets
6.0%
Net Margin
79.8%
Operating Margin
79.8%
Gross Profit / Assets
Novy-Marx GPA
6.2%
Debt / Equity
0.37
Current Ratio
0.09
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.019
MomentumPrice trend strength over different horizons
6M Return
4.7%
12M Return
13.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
14.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.27
Growth & StabilityEarnings trajectory, consistency, and capital allocation
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
9.1%
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
34
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
26
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
26
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