Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/874033d9-aec8-4af4-b11e-b4a8184a2cde/
ASIC
Ategrity Specialty Insurance Company HoldingsSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.880
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.1
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +35%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 89th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
89.0%ile
P/E
11.1×
P/S
2.2×
P/B
1.6×
E/P
0.0899
FCF Yield
0.182
EBITDA/EV
0.125
SH Yield
0.009
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
15.00000000
/100 — 1=cheapest
VC2 (Trending Value)
16.00000000
/100
VC3 (Buyback)
16.00000000
/100
P/E of 11.1x places this firmly in deep value territory. FCF yield of 18.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
87.0%ile
ROE
0.144
ROA
0.060
Net Margin
0.194
Op Margin
0.254
GPA
0.169
D/E
1.41
Current
0.67
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.345
Earn Growth
0.904
Stability
0.450
lower=better
Accruals
-0.051
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
66.0%ile
6M Return
13.3%
Vol 252d
45.5%
Vol 60d
103.9%
↑ Expanding
Max DD 12M
-23.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (104%) is expanding vs long-term (46%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
73.1%
Sector Quality %ile
80.6%
P/E z-score
-0.14
P/B z-score
-0.05
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 (89th) and quality (87th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 35% with P/E of 11×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (104%) significantly exceeds 252-day (46%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.8% avg (7 factors)
Quality
C
53.1% avg (8 factors)
Momentum
C
54.1% avg (1 factors)
Risk
D
40.8% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.950 | —1 | — | |
| Value %ile | 0.890 | —1 | — | |
| Quality %ile | 0.870 | —1 | — | |
| Momentum %ile | 0.660 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.455 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.12
Earnings Yield (E/P)
0.0899
Price / Sales
2.15
Price / Book
1.60
Price / Cash Flow
6.02
FCF Yield
18.2%
EBITDA / EV
12.5%
Sales Yield (1/P·S)
0.4873
Shareholder Yield
Div + net buyback / mktcap
0.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.4%
Return on Assets
6.0%
Net Margin
19.4%
Operating Margin
25.4%
Gross Profit / Assets
Novy-Marx GPA
16.9%
Debt / Equity
1.41
Current Ratio
0.67
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.051
MomentumPrice trend strength over different horizons
6M Return
13.3%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
34.5%
Earnings Growth (YoY)
90.4%
Earnings Stability (CV)
Lower = more stable
0.450
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
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
15
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
16
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
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