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WTM

White Mountains Insurance Group Ltd
Chart
$2,065.14
Latest Week 2026-06-05
Financial ServicesInsurance - Property & CasualtyMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.94
OS Score
94.0%
Value
66.0%
Quality
67.0%
Momentum
#45.00000000
TV Rank
3/9
F-Score
0.788
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
#45.00000000
◆
Quality × Value
QV 0.788
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 10.00000000
📐
EBITDA/EV
22.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +16%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 17%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 17%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
94.0%ile
P/E
5.1×
P/S
2.0×
P/B
1.0×
E/P
0.1974
FCF Yield
0.106
EBITDA/EV
0.220
SH Yield
0.002
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
10.00000000
/100
VC3 (Buyback)
10.00000000
/100
P/E of 5.1x places this firmly in deep value territory. FCF yield of 10.6% is strong — the business generates significant free cash relative to price. VC2 score of 10.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
66.0%ile
ROE
0.194
ROA
0.146
Net Margin
0.394
Op Margin
0.487
GPA
0.219
D/E
1.08
Current
0.02
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.158
Stability
2.258
lower=better
Accruals
0.057
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
67.0%ile
6M Return
1.5%
12M Return
13.6%
12-1 Mom
17.1%
Risk-Adj
0.99
Vol 252d
17.2%
Vol 60d
39.5%
↑ Expanding
Max DD 12M
-11.0%
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
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
88.2%
Sector Quality %ile
30.9%
P/E z-score
-0.43
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
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
PKBK Parke Bancorp Inc 98.0% 91.0% 86.0% 88.0%
FXNC First National Corp 98.0% 90.0% 92.0% 84.0%
Factor Interactions
Growth at Reasonable Price
Revenue growing 16% with P/E of 5×. Growth isn't fully priced in.
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
A
83.6% avg (7 factors)
Quality
B
60.3% avg (8 factors)
Momentum
C
48.5% avg (4 factors)
Risk
A
87.9% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.940—1—
Value %ile0.940—1—
Quality %ile0.660—0—
Momentum %ile0.670—0—
F-Score3.000—1—
Confidence1.000—1—
Volatility0.172—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.07
Earnings Yield (E/P)
0.1974
Price / Sales
1.99
Price / Book
0.98
Price / Cash Flow
8.31
FCF Yield
10.6%
EBITDA / EV
22.0%
Sales Yield (1/P·S)
0.4428
Shareholder Yield
Div + net buyback / mktcap
0.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
19.4%
Return on Assets
14.6%
Net Margin
39.4%
Operating Margin
48.7%
Gross Profit / Assets
Novy-Marx GPA
21.9%
Debt / Equity
1.08
Current Ratio
0.02
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.057
MomentumPrice trend strength over different horizons
6M Return
1.5%
12M Return
13.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
17.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.99
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
15.8%
Earnings Stability (CV)
Lower = more stable
2.258
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
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
8
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
10
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
45
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity