Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/58885a73-2d72-46cc-a7d1-9b5a70764cb2/
HSX
Hiscox LtdSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 20%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 25%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
33.0%ile
P/E
919.8×
P/S
140.6×
P/B
140.8×
E/P
0.0011
FCF Yield
0.000
EBITDA/EV
0.002
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
72.00000000
/100 — 1=cheapest
VC2 (Trending Value)
34.00000000
/100
VC3 (Buyback)
66.00000000
/100
P/E of 919.8x is premium-priced — the market is paying up for expected growth.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
23.0%ile
ROE
0.153
ROA
0.050
Net Margin
0.153
Op Margin
0.202
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.075
Earn Growth
0.011
Accruals
0.044
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
79.0%ile
6M Return
30.8%
12M Return
27.1%
12-1 Mom
20.2%
Risk-Adj
0.81
Vol 252d
24.9%
Vol 60d
57.8%
↑ Expanding
Max DD 12M
-6.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 20% is very strong — a clear uptrend. Near-term vol (58%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.35
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 186 peers
Sector Value %ile
22.5%
Sector Quality %ile
20.3%
P/E z-score
-0.36
P/B z-score
-0.08
Sector Avg OS
58.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (58%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
4.0% avg (7 factors)
Quality
C
50.2% avg (5 factors)
Momentum
B
61.3% avg (4 factors)
Risk
A
75.2% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.350 | —0 | — | |
| Value %ile | 0.330 | —0 | — | |
| Quality %ile | 0.230 | —1 | — | |
| Momentum %ile | 0.790 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.731 | —1 | — | |
| Volatility | 0.249 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
919.76
Earnings Yield (E/P)
0.0011
Price / Sales
140.63
Price / Book
140.78
Price / Cash Flow
7632.23
FCF Yield
0.0%
EBITDA / EV
0.2%
Sales Yield (1/P·S)
0.0071
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.3%
Return on Assets
5.0%
Net Margin
15.3%
Operating Margin
20.2%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.044
External Financing
Net issuance — lower=better
0.023
MomentumPrice trend strength over different horizons
6M Return
30.8%
12M Return
27.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
20.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.81
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.5%
Earnings Growth (YoY)
1.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
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
72
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
34
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
66
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