Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9bd33323-3e63-4673-b9b7-7afb222cdcf4/
RGA
Reinsurance Group of AmericaSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.870
↗
Trending Value
#37.00000000
◆
Quality × Value
QV 0.802
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.2
◇
VC2 Cheapest
VC2 5.00000000
📐
EBITDA/EV
13.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +17%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
96.0%ile
P/E
11.2×
P/S
0.6×
P/B
1.0×
E/P
0.0896
FCF Yield
0.374
EBITDA/EV
0.135
SH Yield
0.018
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
5.00000000
/100
P/E of 11.2x places this firmly in deep value territory. FCF yield of 37.4% is strong — the business generates significant free cash relative to price. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
67.0%ile
ROE
0.092
ROA
0.007
Net Margin
0.050
Op Margin
0.066
GPA
0.030
D/E
11.33
Current
2.91
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.173
Earn Growth
0.546
Stability
0.422
lower=better
Accruals
-0.026
lower=better
5yr Consist
No
Highly leveraged with D/E of 11.33 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
25.0%ile
6M Return
7.2%
12M Return
1.3%
12-1 Mom
3.7%
Risk-Adj
0.16
Vol 252d
23.2%
Vol 60d
50.8%
↑ Expanding
Max DD 12M
-11.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (51%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.87
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
94.2%
Sector Quality %ile
32.5%
P/E z-score
-0.14
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Growth at Reasonable Price
Revenue growing 17% with P/E of 11×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
76.5% avg (7 factors)
Quality
D
33.6% avg (8 factors)
Momentum
D
37.1% avg (4 factors)
Risk
A
78.0% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.870 | —1 | — | |
| Value %ile | 0.960 | —1 | — | |
| Quality %ile | 0.670 | —0 | — | |
| Momentum %ile | 0.250 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.232 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.16
Earnings Yield (E/P)
0.0896
Price / Sales
0.56
Price / Book
1.03
Price / Cash Flow
2.47
FCF Yield
37.4%
EBITDA / EV
13.5%
Sales Yield (1/P·S)
1.6630
Shareholder Yield
Div + net buyback / mktcap
1.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.2%
Return on Assets
0.7%
Net Margin
5.0%
Operating Margin
6.6%
Gross Profit / Assets
Novy-Marx GPA
3.0%
Debt / Equity
11.33
Current Ratio
2.91
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.026
MomentumPrice trend strength over different horizons
6M Return
7.2%
12M Return
1.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
3.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.16
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
17.3%
Earnings Growth (YoY)
54.6%
Earnings Stability (CV)
Lower = more stable
0.422
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
1.8%
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
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
37
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity