Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/92f1f222-1b39-49e5-a9a0-69c61f789a91/
PGR
Progressive CorpSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.820
↗
Trending Value
✗
◆
Quality × Value
QV 0.798
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.4
💎
Deep Value
P/E 10.6
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Yes
🌱
GARP
Rev +11%
🔄
Shareholder Yield
6.6%
💰
High Yield
Div 6.5%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.89
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
86.0%ile
P/E
10.6×
P/S
1.4×
P/B
3.7×
E/P
0.1137
FCF Yield
0.135
EBITDA/EV
0.116
SH Yield
0.066
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
18.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
17.00000000
/100
P/E of 10.6x places this firmly in deep value territory. FCF yield of 13.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
74.0%ile
ROE
0.346
ROA
0.094
Net Margin
0.128
Op Margin
0.166
GPA
0.197
D/E
2.68
Current
0.67
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.105
Earn Growth
0.121
Stability
0.131
lower=better
Accruals
-0.047
lower=better
5yr Consist
Yes
ROE of 35% is exceptional. Highly leveraged with D/E of 2.68 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
21.0%ile
6M Return
3.8%
12M Return
-8.9%
12-1 Mom
-4.5%
Risk-Adj
-0.18
Vol 252d
25.4%
Vol 60d
59.1%
↑ Expanding
Max DD 12M
-18.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (59%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.82
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
67.9%
Sector Quality %ile
55.7%
P/E z-score
-0.24
P/B z-score
-0.01
Sector Avg OS
85.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (86th) and quality (74th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 6.6% backed by 13.5% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (35%) boosted by high leverage (D/E 2.7). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (59%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
79.5% avg (7 factors)
Quality
C
53.1% avg (8 factors)
Momentum
F
28.4% avg (4 factors)
Risk
B
74.3% 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 Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.820 | —8 | — | |
| Value %ile | 0.860 | —8 | — | |
| Quality %ile | 0.740 | —8 | — | |
| Momentum %ile | 0.210 | —8 | — | |
| F-Score | 7.000 | —8 | — | |
| Confidence | 1.000 | —8 | — | |
| Volatility | 0.254 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.63
Earnings Yield (E/P)
0.1137
Price / Sales
1.37
Price / Book
3.67
Price / Cash Flow
7.08
FCF Yield
13.5%
EBITDA / EV
11.6%
Sales Yield (1/P·S)
0.6869
Shareholder Yield
Div + net buyback / mktcap
6.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
34.6%
Return on Assets
9.4%
Net Margin
12.8%
Operating Margin
16.6%
Gross Profit / Assets
Novy-Marx GPA
19.7%
Debt / Equity
2.68
Current Ratio
0.67
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.047
MomentumPrice trend strength over different horizons
6M Return
3.8%
12M Return
-8.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-4.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.18
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.5%
Earnings Growth (YoY)
12.1%
Earnings Stability (CV)
Lower = more stable
0.131
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
6.5%
Buyback Yield
0.1%
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
18
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
17
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