Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/52631880-fbc1-4851-bda9-26a440ff5883/

GNW

Genworth Financial Inc
Chart
9.83 USD
Latest Week 2026-07-31
Financial ServicesInsurance - LifeMID
Snapshot 2026-07-26 · 0.9w · Fresh
0.83
OS Score
93.0%
Value
12.0%
Quality
71.0%
Momentum
#18.00000000
TV Rank
6/9
F-Score
0.334
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.830
↗
Trending Value
#18
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 7
📐
EBITDA/EV
13.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
7.7%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 18%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.79
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/E
17.6×
P/S
0.6×
P/B
0.4×
E/P
0.1115
FCF Yield
0.091
EBITDA/EV
0.137
SH Yield
0.077
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
9.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
8.00000000
/100
FCF yield of 9.1% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
12.0%ile
ROE
0.025
ROA
0.002
Net Margin
0.032
Op Margin
0.069
GPA
0.012
D/E
8.73
Current
1.90
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.037
Earn Growth
0.009
Stability
0.740
lower=better
Accruals
-0.002
lower=better
5yr Consist
No
Highly leveraged with D/E of 8.73 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
71.0%ile
6M Return
21.9%
12M Return
24.0%
12-1 Mom
18.2%
Risk-Adj
0.76
Vol 252d
23.9%
Vol 60d
55.9%
↑ Expanding
Max DD 12M
-13.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (56%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.83
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
86.8%
Sector Quality %ile
1.6%
P/E z-score
0.00
P/B z-score
-0.08
Sector Avg OS
85.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
RILYL BRC Group Holdings, Inc. 99.0% 95.0% 88.0% 95.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 90.0%
UVE Universal Insurance Holdings Inc 99.0% 97.0% 92.0% 92.0%
IFS Intercorp Financial Services Inc 99.0% 98.0% 83.0% 90.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 90.0%
MCY Mercury General Corporation 98.0% 95.0% 83.0% 87.0%
IX Orix Corp Ads 98.0% 97.0% 82.0% 91.0%
BBDO Banco Bradesco S/A ADR 98.0% 97.0% 92.0% 79.0%
Factor Interactions
Trending Value Signal
Cheap (93th value) with strong momentum (71th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (93th value) but weak quality (12th). Classic value trap risk.
Strong Capital Return
Shareholder yield 7.7% backed by 9.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.1% avg (7 factors)
Quality
F
23.6% avg (8 factors)
Momentum
C
56.6% avg (4 factors)
Risk
A
76.8% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.830—8—
Value %ile0.930—8—
Quality %ile0.120—8—
Momentum %ile0.710—2—
F-Score6.000—0—
Confidence0.958—8—
Volatility0.239—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.59
Earnings Yield (E/P)
0.1115
Price / Sales
0.56
Price / Book
0.43
Price / Cash Flow
9.89
FCF Yield
9.1%
EBITDA / EV
13.7%
Sales Yield (1/P·S)
1.6173
Shareholder Yield
Div + net buyback / mktcap
7.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.5%
Return on Assets
0.2%
Net Margin
3.2%
Operating Margin
6.9%
Gross Profit / Assets
Novy-Marx GPA
1.2%
Debt / Equity
8.73
Current Ratio
1.90
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.002
MomentumPrice trend strength over different horizons
6M Return
21.9%
12M Return
24.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
18.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.76
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-3.7%
Earnings Growth (YoY)
0.9%
Earnings Stability (CV)
Lower = more stable
0.740
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.6%
Buyback Yield
7.1%
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
9
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
18
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