Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/449b63ec-d8ee-4334-98df-d7080ec75a45/

AGO

Assured Guaranty Ltd
Chart
85.36 USD
Latest Week 2026-07-24
Financial ServicesInsurance - SpecialtyMID
Snapshot 2026-07-26 · 0.6w · Fresh
0.7
OS Score
87.0%
Value
34.0%
Quality
27.0%
Momentum
6/9
F-Score
0.544
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 9.1
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
12.9%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.52
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
87.0%ile
P/E
9.1×
P/S
4.0×
P/B
0.7×
E/P
0.0899
FCF Yield
0.070
EBITDA/EV
0.103
SH Yield
0.129
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
17.00000000
/100 — 1=cheapest
VC2 (Trending Value)
12.00000000
/100
VC3 (Buyback)
13.00000000
/100
P/E of 9.1x places this firmly in deep value territory. FCF yield of 7.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
34.0%ile
ROE
0.075
ROA
0.033
Net Margin
0.436
Op Margin
0.491
GPA
0.071
D/E
1.28
Current
1.02
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.030
Earn Growth
-0.063
Stability
0.475
lower=better
Accruals
0.004
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
27.0%ile
6M Return
3.5%
12M Return
3.1%
12-1 Mom
-3.6%
Risk-Adj
-0.18
Vol 252d
20.1%
Vol 60d
47.5%
↑ Expanding
Max DD 12M
-17.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (47%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.7
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
70.1%
Sector Quality %ile
15.0%
P/E z-score
-0.28
P/B z-score
-0.07
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
Strong Capital Return
Shareholder yield 12.9% backed by 7.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (47%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
77.0% avg (7 factors)
Quality
C
49.9% avg (8 factors)
Momentum
D
31.9% avg (4 factors)
Risk
A
83.2% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.700—2—
Value %ile0.870—8—
Quality %ile0.340—0—
Momentum %ile0.270—8—
F-Score6.000—0—
Confidence0.958—8—
Volatility0.201—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.11
Earnings Yield (E/P)
0.0899
Price / Sales
3.97
Price / Book
0.68
Price / Cash Flow
10.44
FCF Yield
7.0%
EBITDA / EV
10.3%
Sales Yield (1/P·S)
0.1831
Shareholder Yield
Div + net buyback / mktcap
12.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.5%
Return on Assets
3.3%
Net Margin
43.6%
Operating Margin
49.1%
Gross Profit / Assets
Novy-Marx GPA
7.1%
Debt / Equity
1.28
Current Ratio
1.02
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.004
MomentumPrice trend strength over different horizons
6M Return
3.5%
12M Return
3.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-3.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.18
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.0%
Earnings Growth (YoY)
-6.3%
Earnings Stability (CV)
Lower = more stable
0.475
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.9%
Buyback Yield
12.0%
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
17
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
12
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
13
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