Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/82bb02fa-e30e-48a5-a5f7-13c873d1c80a/
TIPT
Tiptree IncSnapshot 2026-07-26 · 1.0w · 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
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 80%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
80.0%ile
P/E
15.4×
P/B
1.3×
FCF Yield
0.199
SH Yield
0.013
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
19.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
25.00000000
/100
FCF yield of 19.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
23.0%ile
ROE
0.086
ROA
0.006
Net Margin
-0.089
Op Margin
0.190
GPA
-0.041
D/E
12.33
Current
0.32
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Earn Growth
-0.128
Stability
0.509
lower=better
Accruals
-0.020
lower=better
5yr Consist
No
Highly leveraged with D/E of 12.33 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
16.0%ile
6M Return
3.5%
12M Return
-16.3%
12-1 Mom
-16.5%
Risk-Adj
-0.50
Vol 252d
32.8%
Vol 60d
42.7%
↑ Expanding
Max DD 12M
-37.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -16% signals a downtrend — price is moving against you. Near-term vol (43%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.53
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
51.1%
Sector Quality %ile
4.8%
P/E z-score
-0.07
P/B z-score
-0.06
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (80th value) but weak quality (23th). Classic value trap risk.
Falling Knife
Weak momentum (16th) despite looking cheap (80th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (43%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
73.0% avg (4 factors)
Quality
F
20.6% avg (8 factors)
Momentum
F
20.2% avg (4 factors)
Risk
B
62.0% 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. 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 Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.530 | —0 | — | |
| Value %ile | 0.800 | —8 | — | |
| Quality %ile | 0.230 | —8 | — | |
| Momentum %ile | 0.160 | —8 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.871 | —8 | — | |
| Volatility | 0.328 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.35
Price / Book
1.33
Price / Cash Flow
3.64
FCF Yield
19.9%
Shareholder Yield
Div + net buyback / mktcap
1.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
8.6%
Return on Assets
0.6%
Net Margin
-8.9%
Operating Margin
19.0%
Gross Profit / Assets
Novy-Marx GPA
-4.1%
Debt / Equity
12.33
Current Ratio
0.32
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.020
MomentumPrice trend strength over different horizons
6M Return
3.5%
12M Return
-16.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-16.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.50
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Growth (YoY)
-12.8%
Earnings Stability (CV)
Lower = more stable
0.509
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
1.3%
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
19
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
25
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