Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/99718c7b-fbce-4ef9-b7ed-fb6ef0a5016c/
FGNX
Fundamental Global Inc.Snapshot 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
4.6%
💰
High Yield
Div 4.6%
🚀
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
53.0%ile
P/B
0.4×
FCF Yield
0.573
SH Yield
0.046
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
47.00000000
/100 — 1=cheapest
VC2 (Trending Value)
48.00000000
/100
VC3 (Buyback)
48.00000000
/100
FCF yield of 57.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
52.0%ile
ROE
-1.054
ROA
-0.999
Net Margin
14.017
Op Margin
13.474
GPA
-0.073
D/E
0.05
Current
7.59
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
1.927
lower=better
Accruals
-0.900
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.05. F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
54.0%ile
6M Return
-55.1%
12M Return
-93.5%
12-1 Mom
-94.4%
Risk-Adj
-0.83
Vol 252d
114.4%
Vol 60d
231.7%
↑ Expanding
Max DD 12M
-97.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -94% signals a downtrend — price is moving against you. Near-term vol (232%) is expanding vs long-term (114%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.59
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
0.6%
Sector Quality %ile
15.2%
P/B z-score
-0.08
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 4.6% backed by 57.3% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (232%) significantly exceeds 252-day (114%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
87.2% avg (3 factors)
Quality
B
62.3% avg (8 factors)
Momentum
F
1.1% avg (4 factors)
Risk
F
0.0% 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. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.590 | —0 | — | |
| Value %ile | 0.530 | —0 | — | |
| Quality %ile | 0.520 | —0 | — | |
| Momentum %ile | 0.540 | —0 | — | |
| F-Score | 2.000 | —8 | — | |
| Confidence | 0.784 | —8 | — | |
| Volatility | 1.144 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Book
0.41
FCF Yield
57.3%
Shareholder Yield
Div + net buyback / mktcap
4.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-105.4%
Return on Assets
-99.9%
Net Margin
1401.7%
Operating Margin
1347.4%
Gross Profit / Assets
Novy-Marx GPA
-7.3%
Debt / Equity
0.05
Current Ratio
7.59
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.900
External Financing
Net issuance — lower=better
2.037
MomentumPrice trend strength over different horizons
6M Return
-55.1%
12M Return
-93.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-94.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.83
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
1.927
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
4.6%
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
47
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
48
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
48
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
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Op Income
OCF
CapEx
Equity