Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9a0d2a03-044f-4bf6-a58b-afbc7ca51f70/
HG
Hamilton Insurance Group, Ltd.Snapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
14 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#7
◆
Quality × Value
QV 0.886
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 5.5
◇
VC2 Cheapest
VC2 3
📐
EBITDA/EV
32.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +43%
🔄
Shareholder Yield
9.5%
💰
High Yield
Div 5.8%
🚀
Momentum Leaders
12-1 66%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 2.71
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
5.5×
P/S
1.2×
P/B
1.3×
E/P
0.3171
FCF Yield
0.328
EBITDA/EV
0.323
SH Yield
0.095
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
5.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 5.5x places this firmly in deep value territory. FCF yield of 32.8% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
81.0%ile
ROE
0.231
ROA
0.064
Net Margin
0.217
Op Margin
0.303
GPA
0.145
D/E
2.61
Current
1.08
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
41.2%
12M Return
80.3%
12-1 Mom
66.2%
Risk-Adj
2.71
Vol 252d
24.4%
Vol 60d
58.2%
↑ Expanding
Max DD 12M
-9.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 66% is very strong — a clear uptrend. Risk-adjusted momentum of 2.71 is excellent — strong returns relative to volatility. Near-term vol (58%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
97.0%
Sector Quality %ile
67.3%
P/E z-score
-0.39
P/B z-score
-0.07
Sector Avg OS
85.7%
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 (81th) — 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.
Strong Capital Return
Shareholder yield 9.5% backed by 32.8% FCF yield. Returns are well-funded.
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 (58%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
97.5% avg (7 factors)
Quality
C
55.6% avg (8 factors)
Momentum
A
95.5% avg (4 factors)
Risk
A
76.0% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.980 | —6 | — | |
| Value %ile | 0.970 | —6 | — | |
| Quality %ile | 0.810 | —6 | — | |
| Momentum %ile | 0.850 | —6 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.244 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.46
Earnings Yield (E/P)
0.3171
Price / Sales
1.18
Price / Book
1.26
Price / Cash Flow
3.78
FCF Yield
32.8%
EBITDA / EV
32.3%
Sales Yield (1/P·S)
1.0456
Shareholder Yield
Div + net buyback / mktcap
9.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.1%
Return on Assets
6.4%
Net Margin
21.7%
Operating Margin
30.3%
Gross Profit / Assets
Novy-Marx GPA
14.5%
Debt / Equity
2.61
Current Ratio
1.08
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.028
External Financing
Net issuance — lower=better
0.013
MomentumPrice trend strength over different horizons
6M Return
41.2%
12M Return
80.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
66.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.71
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
5.8%
Buyback Yield
3.7%
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
5
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
7
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