Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/662a6d77-16cf-419e-bf5d-29b8937044a3/
CNA
CNA Financial CorporationSnapshot 2026-07-26 · 0.4w · Fresh
Strategy Eligibility
12 of 23 passing
★
OS Composite
OS 0.870
↗
Trending Value
#16
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.0
💎
Deep Value
P/E 10.9
◇
VC2 Cheapest
VC2 8
📐
EBITDA/EV
10.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
7.5%
💰
High Yield
Div 7.2%
🚀
Momentum Leaders
12-1 18%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.84
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
92.0%ile
P/E
10.9×
P/S
1.0×
P/B
1.3×
E/P
0.0987
FCF Yield
0.137
EBITDA/EV
0.103
SH Yield
0.075
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
10.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
10.00000000
/100
P/E of 10.9x places this firmly in deep value territory. FCF yield of 13.7% is strong — the business generates significant free cash relative to price. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
32.0%ile
ROE
0.122
ROA
0.019
Net Margin
0.090
Op Margin
0.113
GPA
0.072
D/E
5.31
Current
0.36
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.045
Earn Growth
0.483
Stability
0.400
lower=better
Accruals
-0.013
lower=better
5yr Consist
No
Highly leveraged with D/E of 5.31 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
74.0%ile
6M Return
23.4%
12M Return
31.1%
12-1 Mom
18.1%
Risk-Adj
0.79
Vol 252d
23.0%
Vol 60d
51.6%
↑ Expanding
Max DD 12M
-11.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (52%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.87
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
84.0%
Sector Quality %ile
11.2%
P/E z-score
-0.23
P/B z-score
-0.06
Sector Avg OS
85.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (92th value) with strong momentum (74th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 7.5% backed by 13.7% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (52%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
83.2% avg (7 factors)
Quality
F
27.2% avg (8 factors)
Momentum
C
59.2% avg (4 factors)
Risk
A
78.4% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.870 | —8 | — | |
| Value %ile | 0.920 | —8 | — | |
| Quality %ile | 0.320 | —0 | — | |
| Momentum %ile | 0.740 | —2 | — | |
| F-Score | 7.000 | —8 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.230 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.94
Earnings Yield (E/P)
0.0987
Price / Sales
0.98
Price / Book
1.34
Price / Cash Flow
6.47
FCF Yield
13.7%
EBITDA / EV
10.3%
Sales Yield (1/P·S)
0.8734
Shareholder Yield
Div + net buyback / mktcap
7.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.2%
Return on Assets
1.9%
Net Margin
9.0%
Operating Margin
11.3%
Gross Profit / Assets
Novy-Marx GPA
7.2%
Debt / Equity
5.31
Current Ratio
0.36
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.013
MomentumPrice trend strength over different horizons
6M Return
23.4%
12M Return
31.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
18.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.79
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.5%
Earnings Growth (YoY)
48.3%
Earnings Stability (CV)
Lower = more stable
0.400
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
7.2%
Buyback Yield
0.2%
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
10
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
16
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