Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/517450e9-7557-4ff7-b6dd-1f6a8a06f3a5/
AII
American Integrity Insurance Group, Inc.Snapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
✗
◆
Quality × Value
QV 0.965
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 4.5
◇
VC2 Cheapest
✗
📐
EBITDA/EV
44.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
F9
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +27%
🔄
Shareholder Yield
✗
💰
High Yield
Div 5.5%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 97%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.76
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
4.5×
P/S
1.2×
P/B
1.1×
E/P
0.4368
FCF Yield
0.365
EBITDA/EV
0.448
SH Yield
-0.200
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
12.00000000
/100
P/E of 4.5x places this firmly in deep value territory. FCF yield of 36.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%ile
ROE
0.243
ROA
0.069
Net Margin
0.276
Op Margin
0.336
GPA
0.161
D/E
2.50
Current
1.25
F-Score
9/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.274
Earn Growth
0.239
Stability
0.586
lower=better
Accruals
0.004
lower=better
5yr Consist
No
ROE of 24% is exceptional. Highly leveraged with D/E of 2.50 — returns are being amplified by debt. F-Score of 9/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
31.0%ile
6M Return
4.4%
12M Return
11.4%
12-1 Mom
0.0%
Risk-Adj
0.00
Vol 252d
40.5%
Vol 60d
92.2%
↑ Expanding
Max DD 12M
-31.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (92%) is expanding vs long-term (41%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.93
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
97.2%
Sector Quality %ile
98.4%
P/E z-score
-0.39
P/B z-score
-0.06
Sector Avg OS
85.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (96th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 9/9 with good value (97th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 27% with P/E of 4×. Growth isn't fully priced in.
Leveraged Returns
Strong ROE (24%) boosted by high leverage (D/E 2.5). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (92%) significantly exceeds 252-day (41%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
83.7% avg (7 factors)
Quality
C
57.8% avg (8 factors)
Momentum
D
36.9% avg (4 factors)
Risk
C
49.1% 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 Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.930 | —7 | — | |
| Value %ile | 0.970 | —7 | — | |
| Quality %ile | 0.960 | —7 | — | |
| Momentum %ile | 0.310 | —0 | — | |
| F-Score | 9.000 | —7 | — | |
| Confidence | 0.969 | —7 | — | |
| Volatility | 0.405 | —4 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
4.49
Earnings Yield (E/P)
0.4368
Price / Sales
1.24
Price / Book
1.09
Price / Cash Flow
4.75
FCF Yield
36.5%
EBITDA / EV
44.8%
Sales Yield (1/P·S)
1.2988
Shareholder Yield
Div + net buyback / mktcap
-20.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
24.3%
Return on Assets
6.9%
Net Margin
27.6%
Operating Margin
33.6%
Gross Profit / Assets
Novy-Marx GPA
16.1%
Debt / Equity
2.50
Current Ratio
1.25
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.004
MomentumPrice trend strength over different horizons
6M Return
4.4%
12M Return
11.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
0.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.00
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
27.4%
Earnings Growth (YoY)
23.9%
Earnings Stability (CV)
Lower = more stable
0.586
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
9
Dividend Yield
5.5%
Buyback Yield
-25.4%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
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