Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/6e05c6e2-4e6b-48d3-b177-c564a47d1d09/
RNR
Renaissancere Holdings LtdSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#35.00000000
◆
Quality × Value
QV 0.965
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 4.4
◇
VC2 Cheapest
VC2 4.00000000
📐
EBITDA/EV
36.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 22%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 19%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.19
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
4.4×
P/S
1.1×
P/B
1.1×
E/P
0.2282
FCF Yield
0.323
EBITDA/EV
0.362
SH Yield
0.009
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 4.4x places this firmly in deep value territory. FCF yield of 32.3% is strong — the business generates significant free cash relative to price. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
96.0%ile
ROE
0.244
ROA
0.052
Net Margin
0.245
Op Margin
0.412
GPA
0.118
D/E
3.05
Current
4.52
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.083
Earn Growth
0.683
Stability
0.805
lower=better
Accruals
-0.026
lower=better
5yr Consist
No
ROE of 24% is exceptional. Highly leveraged with D/E of 3.05 — returns are being amplified by debt. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
70.0%ile
6M Return
9.3%
12M Return
17.6%
12-1 Mom
22.4%
Risk-Adj
1.19
Vol 252d
18.8%
Vol 60d
43.5%
↑ Expanding
Max DD 12M
-11.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 22% is very strong — a clear uptrend. Near-term vol (43%) is expanding vs long-term (19%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
97.4%
Sector Quality %ile
98.0%
P/E z-score
-0.46
P/B z-score
-0.07
Sector Avg OS
86.5%
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.
Trending Value Signal
Cheap (97th value) with strong momentum (70th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (97th). Strong fundamental improvement in a cheap stock.
Leveraged Returns
Strong ROE (24%) boosted by high leverage (D/E 3.1). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (43%) significantly exceeds 252-day (19%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
86.9% avg (7 factors)
Quality
B
64.0% avg (8 factors)
Momentum
C
55.0% avg (4 factors)
Risk
A
85.4% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.980 | —1 | — | |
| Value %ile | 0.970 | —1 | — | |
| Quality %ile | 0.960 | —1 | — | |
| Momentum %ile | 0.700 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.188 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
4.38
Earnings Yield (E/P)
0.2282
Price / Sales
1.07
Price / Book
1.07
Price / Cash Flow
2.91
FCF Yield
32.3%
EBITDA / EV
36.2%
Sales Yield (1/P·S)
0.8780
Shareholder Yield
Div + net buyback / mktcap
0.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
24.4%
Return on Assets
5.2%
Net Margin
24.5%
Operating Margin
41.2%
Gross Profit / Assets
Novy-Marx GPA
11.8%
Debt / Equity
3.05
Current Ratio
4.52
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.026
MomentumPrice trend strength over different horizons
6M Return
9.3%
12M Return
17.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
22.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.19
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-8.3%
Earnings Growth (YoY)
68.3%
Earnings Stability (CV)
Lower = more stable
0.805
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
0.9%
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
3
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
35
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity