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ESNT
Essent Group LtdSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
#44
◆
Quality × Value
QV 0.879
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 10
📐
EBITDA/EV
13.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
✗
🔄
Shareholder Yield
11.0%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 22%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.74
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
92.0%ile
P/E
8.6×
P/S
4.6×
P/B
1.0×
E/P
0.1356
FCF Yield
0.132
EBITDA/EV
0.136
SH Yield
0.110
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
15.00000000
/100 — 1=cheapest
VC2 (Trending Value)
10.00000000
/100
VC3 (Buyback)
12.00000000
/100
P/E of 8.6x places this firmly in deep value territory. FCF yield of 13.2% 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
84.0%ile
ROE
0.120
ROA
0.091
Net Margin
0.533
Op Margin
0.664
GPA
0.148
D/E
0.33
Current
5.91
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.009
Earn Growth
-0.051
Stability
0.091
lower=better
Accruals
-0.019
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.33.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
29.0%ile
6M Return
1.6%
12M Return
17.5%
12-1 Mom
6.6%
Risk-Adj
0.30
Vol 252d
22.3%
Vol 60d
49.8%
↑ Expanding
Max DD 12M
-13.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (50%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
82.4%
Sector Quality %ile
75.2%
P/E z-score
-0.28
P/B z-score
-0.09
Sector Avg OS
85.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (92th) and quality (84th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 11.0% backed by 13.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (50%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.7% avg (7 factors)
Quality
B
71.1% avg (8 factors)
Momentum
D
41.7% avg (4 factors)
Risk
A
79.6% 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 weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.890 | —6 | — | |
| Value %ile | 0.920 | —6 | — | |
| Quality %ile | 0.840 | —6 | — | |
| Momentum %ile | 0.290 | —2 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.223 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.64
Earnings Yield (E/P)
0.1356
Price / Sales
4.61
Price / Book
1.04
Price / Cash Flow
7.18
FCF Yield
13.2%
EBITDA / EV
13.6%
Sales Yield (1/P·S)
0.2043
Shareholder Yield
Div + net buyback / mktcap
11.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.0%
Return on Assets
9.1%
Net Margin
53.3%
Operating Margin
66.4%
Gross Profit / Assets
Novy-Marx GPA
14.8%
Debt / Equity
0.33
Current Ratio
5.91
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.019
MomentumPrice trend strength over different horizons
6M Return
1.6%
12M Return
17.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
6.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.30
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.9%
Earnings Growth (YoY)
-5.1%
Earnings Stability (CV)
Lower = more stable
0.091
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
1.1%
Buyback Yield
9.9%
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
15
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
10
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
44
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