Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9a0d2a03-044f-4bf6-a58b-afbc7ca51f70/
HG
Hamilton Insurance Group, Ltd.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
#20.00000000
◆
Quality × Value
QV 0.955
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 4.9
◇
VC2 Cheapest
VC2 8.00000000
📐
EBITDA/EV
38.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +43%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 54%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.25
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
4.9×
P/S
1.1×
P/B
1.1×
E/P
0.2034
FCF Yield
0.397
EBITDA/EV
0.389
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
8.00000000
/100
P/E of 4.9x places this firmly in deep value territory. FCF yield of 39.7% is strong — the business generates significant free cash relative to price. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.231
ROA
0.064
Net Margin
0.217
Op Margin
0.302
GPA
0.145
D/E
2.61
Current
0.14
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.427
Earn Growth
0.942
Stability
0.432
lower=better
Accruals
-0.028
lower=better
5yr Consist
No
ROE of 23% is exceptional. Highly leveraged with D/E of 2.61 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
85.0%ile
6M Return
23.1%
12M Return
52.0%
12-1 Mom
53.9%
Risk-Adj
2.25
Vol 252d
24.0%
Vol 60d
55.9%
↑ Expanding
Max DD 12M
-9.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 54% is very strong — a clear uptrend. Risk-adjusted momentum of 2.25 is excellent — strong returns relative to volatility. Near-term vol (56%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.99
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
97.4%
Sector Quality %ile
96.0%
P/E z-score
-0.44
P/B z-score
-0.06
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 (97th) and quality (94th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (97th value) with strong momentum (85th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 43% with P/E of 5×. Growth isn't fully priced in.
Leveraged Returns
Strong ROE (23%) boosted by high leverage (D/E 2.6). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.3% avg (7 factors)
Quality
C
52.8% avg (8 factors)
Momentum
A
84.7% avg (4 factors)
Risk
A
76.7% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.990 | —1 | — | |
| Value %ile | 0.970 | —1 | — | |
| Quality %ile | 0.940 | —1 | — | |
| Momentum %ile | 0.850 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.240 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
4.92
Earnings Yield (E/P)
0.2034
Price / Sales
1.07
Price / Book
1.14
Price / Cash Flow
3.41
FCF Yield
39.7%
EBITDA / EV
38.9%
Sales Yield (1/P·S)
1.2668
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.1%
Return on Assets
6.4%
Net Margin
21.7%
Operating Margin
30.2%
Gross Profit / Assets
Novy-Marx GPA
14.5%
Debt / Equity
2.61
Current Ratio
0.14
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.028
MomentumPrice trend strength over different horizons
6M Return
23.1%
12M Return
52.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
53.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.25
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
42.7%
Earnings Growth (YoY)
94.2%
Earnings Stability (CV)
Lower = more stable
0.432
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.0%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
8
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
20
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