Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/7bb7c3b3-9639-4d24-b157-cb218739fb7c/

IAG

Insurance Australia Group Limited
Chart
8.19 AUD
Latest Week 2026-07-10
Financial ServicesInsurance - Property & CasualtyLARGE
Snapshot 2026-07-12 · 0.7w · Fresh
0.86
OS Score
93.0%
Value
95.0%
Quality
16.0%
Momentum
5/9
F-Score
0.940
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
QV 0.940
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
14.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.2%
💰
High Yield
Div 3.8%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/E
14.1×
P/S
1.3×
P/B
2.6×
E/P
0.1376
FCF Yield
0.062
EBITDA/EV
0.148
SH Yield
0.042
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
11.00000000
/100 — 1=cheapest
VC2 (Trending Value)
11.00000000
/100
VC3 (Buyback)
12.00000000
/100
FCF yield of 6.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
95.0%ile
ROE
0.185
ROA
0.052
Net Margin
0.091
Op Margin
0.202
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.090
Earn Growth
0.517
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
16.0%ile
6M Return
3.9%
12M Return
0.7%
12-1 Mom
-1.6%
Risk-Adj
-0.06
Vol 252d
27.2%
Vol 60d
63.8%
↑ Expanding
Max DD 12M
-23.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (64%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 159 peers
Sector Value %ile
91.9%
Sector Quality %ile
94.4%
P/E z-score
-0.24
P/B z-score
-0.09
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
HLI Helia Group Limited 99.0% 96.0% 95.0% 91.0%
TWR Tower Limited 99.0% 98.0% 96.0% 88.0%
SVR Solvar Limited 98.0% 96.0% 97.0% 84.0%
ACQ Acorn Capital Investment Fund Limited 97.0% 92.0% 86.0% 90.0%
PNC Pioneer Credit Limited 97.0% 88.0% 93.0% 90.0%
FSA FSA Group Limited 97.0% 85.0% 97.0% 94.0%
KSL Kina Securities Limited 97.0% 96.0% 86.0% 85.0%
HMY Harmoney Corp Limited 96.0% 88.0% 87.0% 91.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (93th) and quality (95th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (16th) despite looking cheap (93th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 4.2% backed by 6.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (64%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
75.3% avg (7 factors)
Quality
C
49.5% avg (4 factors)
Momentum
D
32.8% avg (4 factors)
Risk
B
71.3% avg (1 factors)
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
FactorCurrentStreakTrendSpark
OS Composite0.860—6—
Value %ile0.930—6—
Quality %ile0.950—6—
Momentum %ile0.160—6—
F-Score5.000—0—
Confidence0.420—0—
Volatility0.272—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.09
Earnings Yield (E/P)
0.1376
Price / Sales
1.28
Price / Book
2.61
FCF Yield
6.2%
EBITDA / EV
14.8%
Sales Yield (1/P·S)
0.6817
Shareholder Yield
Div + net buyback / mktcap
4.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
18.5%
Return on Assets
5.2%
Net Margin
9.1%
Operating Margin
20.2%
MomentumPrice trend strength over different horizons
6M Return
3.9%
12M Return
0.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-1.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.06
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.0%
Earnings Growth (YoY)
51.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
3.8%
Buyback Yield
0.4%
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
11
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
11
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
12
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity