Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a1d27c10-30c7-40ec-918f-bad7b16d9b9b/
BEZ
Beazley plcSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#3
◆
Quality × Value
QV 0.920
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 10
📐
EBITDA/EV
17.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
9.0%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 40%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.94
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/E
8.3×
P/S
7.2×
P/B
1.6×
E/P
0.1729
FCF Yield
0.182
EBITDA/EV
0.179
SH Yield
0.090
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
10.00000000
/100
VC3 (Buyback)
11.00000000
/100
P/E of 8.3x places this firmly in deep value territory. FCF yield of 18.2% is strong — the business generates significant free cash relative to price. VC2 score of 10.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.188
ROA
0.056
Net Margin
0.863
Op Margin
1.122
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.044
Earn Growth
-0.137
Accruals
-0.025
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
93.0%ile
6M Return
57.0%
12M Return
40.7%
12-1 Mom
40.4%
Risk-Adj
0.85
Vol 252d
47.4%
Vol 60d
111.6%
↑ Expanding
Max DD 12M
-16.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 40% is very strong — a clear uptrend. Near-term vol (112%) is expanding vs long-term (47%) — 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
· 185 peers
Sector Value %ile
94.6%
Sector Quality %ile
95.7%
P/E z-score
-0.25
P/B z-score
0.14
Sector Avg OS
55.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (93th) and quality (91th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (93th value) with strong momentum (93th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 9.0% backed by 18.2% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (93th) but high volatility (47%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (112%) significantly exceeds 252-day (47%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
88.7% avg (7 factors)
Quality
B
70.3% avg (5 factors)
Momentum
A
78.0% avg (4 factors)
Risk
D
37.6% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.980 | —7 | — | |
| Value %ile | 0.930 | —7 | — | |
| Quality %ile | 0.910 | —7 | — | |
| Momentum %ile | 0.930 | —7 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.678 | —0 | — | |
| Volatility | 0.474 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.33
Earnings Yield (E/P)
0.1729
Price / Sales
7.19
Price / Book
1.56
Price / Cash Flow
5.79
FCF Yield
18.2%
EBITDA / EV
17.9%
Sales Yield (1/P·S)
0.1541
Shareholder Yield
Div + net buyback / mktcap
9.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
18.8%
Return on Assets
5.6%
Net Margin
86.3%
Operating Margin
112.2%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.025
MomentumPrice trend strength over different horizons
6M Return
57.0%
12M Return
40.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
40.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.85
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.4%
Earnings Growth (YoY)
-13.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
1.9%
Buyback Yield
7.1%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
10
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
3
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity