Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a59aa317-7b63-4d88-9c74-3c78f79414c0/
JRVR
James River Group Holdings LtdSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
15.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.4%
💰
High Yield
Div 5.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 97th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
6.3×
P/S
0.3×
P/B
0.3×
E/P
0.1585
FCF Yield
0.125
EBITDA/EV
0.150
SH Yield
0.054
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 6.3x places this firmly in deep value territory. FCF yield of 12.5% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
9.0%ile
ROE
0.044
ROA
0.006
Net Margin
0.043
Op Margin
0.063
GPA
0.038
D/E
6.31
Current
0.90
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.018
Stability
4.236
lower=better
Accruals
-0.001
lower=better
5yr Consist
No
Highly leveraged with D/E of 6.31 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
8.0%ile
6M Return
-33.2%
12M Return
-32.8%
12-1 Mom
-29.6%
Risk-Adj
-0.68
Vol 252d
43.6%
Vol 60d
107.6%
↑ Expanding
Max DD 12M
-44.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -30% signals a downtrend — price is moving against you. Near-term vol (108%) is expanding vs long-term (44%) — 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
97.4%
Sector Quality %ile
1.0%
P/E z-score
-0.37
P/B z-score
-0.10
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (97th value) but weak quality (9th). Classic value trap risk.
Falling Knife
Weak momentum (8th) despite looking cheap (97th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 5.4% backed by 12.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (108%) significantly exceeds 252-day (44%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
91.8% avg (7 factors)
Quality
F
20.4% avg (8 factors)
Momentum
F
2.0% avg (4 factors)
Risk
D
43.9% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.590 | —0 | — | |
| Value %ile | 0.970 | —1 | — | |
| Quality %ile | 0.090 | —1 | — | |
| Momentum %ile | 0.080 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.436 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.31
Earnings Yield (E/P)
0.1585
Price / Sales
0.27
Price / Book
0.28
Price / Cash Flow
5.71
FCF Yield
12.5%
EBITDA / EV
15.0%
Sales Yield (1/P·S)
2.3409
Shareholder Yield
Div + net buyback / mktcap
5.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.4%
Return on Assets
0.6%
Net Margin
4.3%
Operating Margin
6.3%
Gross Profit / Assets
Novy-Marx GPA
3.8%
Debt / Equity
6.31
Current Ratio
0.90
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.001
MomentumPrice trend strength over different horizons
6M Return
-33.2%
12M Return
-32.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-29.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.68
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.8%
Earnings Stability (CV)
Lower = more stable
4.236
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
5.4%
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
3
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
91
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