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LRE

Lancashire Holdings Limited
Chart
645.50 GBp
Latest Week 2026-07-10
Financial ServicesInsurance - SpecialtySMALL
Snapshot 2026-07-12 · 0.7w · Fresh
0.96
OS Score
96.0%
Value
80.0%
Quality
75.0%
Momentum
#28.00000000
TV Rank
5/9
F-Score
0.876
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
10 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
#28
◆
Quality × Value
QV 0.876
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 3
📐
EBITDA/EV
23.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +11%
🔄
Shareholder Yield
17.4%
💰
High Yield
Div 17.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 96%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.53
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
96.0%ile
P/E
5.3×
P/S
0.8×
P/B
1.0×
E/P
0.2242
FCF Yield
0.215
EBITDA/EV
0.231
SH Yield
0.174
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 5.3x places this firmly in deep value territory. FCF yield of 21.5% 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
80.0%ile
ROE
0.194
ROA
0.061
Net Margin
0.156
Op Margin
0.176
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.108
Earn Growth
-0.094
Accruals
-0.006
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
75.0%ile
6M Return
7.1%
12M Return
9.0%
12-1 Mom
4.7%
Risk-Adj
0.19
Vol 252d
25.3%
Vol 60d
59.4%
↑ Expanding
Max DD 12M
-16.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (59%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 185 peers
Sector Value %ile
99.5%
Sector Quality %ile
82.8%
P/E z-score
-0.40
P/B z-score
-0.28
Sector Avg OS
55.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CRE Conduit Holdings Limited 98.0% 98.0% 84.0% 82.0%
JUP Jupiter Fund Management Plc 97.0% 90.0% 86.0% 89.0%
BEZ Beazley plc 97.0% 88.0% 88.0% 90.0%
BGEO Lion Finance Group PLC 97.0% 93.0% 71.0% 94.0%
STAN Standard Chartered PLC 96.0% 89.0% 78.0% 94.0%
FEML Fidelity Emerging Markets Limited 96.0% 84.0% 80.0% 96.0%
CLIG City of London Investment Group Plc 96.0% 83.0% 96.0% 87.0%
PEEL Peel Hunt Limited 96.0% 96.0% 84.0% 74.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (96th) and quality (80th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (96th value) with strong momentum (75th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 17.4% backed by 21.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (59%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
98.4% avg (7 factors)
Quality
C
56.3% avg (5 factors)
Momentum
D
39.8% avg (4 factors)
Risk
B
74.6% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.960—6—
Value %ile0.960—6—
Quality %ile0.800—6—
Momentum %ile0.750—1—
F-Score5.000—0—
Confidence0.687—0—
Volatility0.253—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.34
Earnings Yield (E/P)
0.2242
Price / Sales
0.83
Price / Book
1.04
Price / Cash Flow
4.86
FCF Yield
21.5%
EBITDA / EV
23.1%
Sales Yield (1/P·S)
1.2713
Shareholder Yield
Div + net buyback / mktcap
17.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
19.4%
Return on Assets
6.1%
Net Margin
15.6%
Operating Margin
17.6%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.006
MomentumPrice trend strength over different horizons
6M Return
7.1%
12M Return
9.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
4.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.19
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.8%
Earnings Growth (YoY)
-9.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
17.4%
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
7
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
28
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