Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/456f4bef-5fb0-4473-9582-f736596130a9/
AMG
Affiliated Managers Group, Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
✗
◆
Quality × Value
QV 0.853
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.3
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +16%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 66%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.14
V
Value Analysis
Cheapness relative to fundamentals
75.0%ile
P/E
12.3×
P/S
3.9×
P/B
3.0×
E/P
0.0815
FCF Yield
0.092
EBITDA/EV
0.130
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
29.00000000
/100 — 1=cheapest
VC2 (Trending Value)
31.00000000
/100
VC3 (Buyback)
31.00000000
/100
FCF yield of 9.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.244
ROA
0.080
Net Margin
0.319
Op Margin
0.589
GPA
0.172
D/E
1.67
Current
1.14
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.161
Earn Growth
0.739
Stability
0.629
lower=better
Accruals
-0.034
lower=better
5yr Consist
No
ROE of 24% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
90.0%ile
6M Return
23.3%
12M Return
84.8%
12-1 Mom
66.1%
Risk-Adj
2.14
Vol 252d
30.9%
Vol 60d
75.5%
↑ Expanding
Max DD 12M
-19.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 66% is very strong — a clear uptrend. Risk-adjusted momentum of 2.14 is excellent — strong returns relative to volatility. Near-term vol (75%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
34.1%
Sector Quality %ile
98.6%
P/E z-score
-0.08
P/B z-score
0.01
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (75th) and quality (97th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (75th value) with strong momentum (90th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (75th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 16% with P/E of 12×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (75%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
62.3% avg (7 factors)
Quality
B
62.7% avg (8 factors)
Momentum
A
86.3% avg (4 factors)
Risk
B
65.2% 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. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.960 | —1 | — | |
| Value %ile | 0.750 | —1 | — | |
| Quality %ile | 0.970 | —1 | — | |
| Momentum %ile | 0.900 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.309 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.27
Earnings Yield (E/P)
0.0815
Price / Sales
3.91
Price / Book
3.00
Price / Cash Flow
8.59
FCF Yield
9.2%
EBITDA / EV
13.0%
Sales Yield (1/P·S)
0.2005
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
24.4%
Return on Assets
8.0%
Net Margin
31.9%
Operating Margin
58.9%
Gross Profit / Assets
Novy-Marx GPA
17.2%
Debt / Equity
1.67
Current Ratio
1.14
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.034
MomentumPrice trend strength over different horizons
6M Return
23.3%
12M Return
84.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
66.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.14
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
16.1%
Earnings Growth (YoY)
73.9%
Earnings Stability (CV)
Lower = more stable
0.629
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
0.0%
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
29
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
31
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
31
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
Show all
Op Income
OCF
CapEx
Equity