Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b39242af-28f4-4432-b8f8-d187432d36ea/

RYAN

Ryan Specialty Group Holdings Inc
Chart
$32.56
Latest Week 2026-06-05
Financial ServicesInsurance - SpecialtyMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.28
OS Score
30.0%
Value
91.0%
Quality
3.0%
Momentum
6/9
F-Score
0.522
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.5%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.3%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
30.0%ile
P/E
32.1×
P/S
1.3×
P/B
6.6×
E/P
0.0312
FCF Yield
0.089
EBITDA/EV
0.105
SH Yield
0.023
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
68.00000000
/100 — 1=cheapest
VC2 (Trending Value)
32.00000000
/100
VC3 (Buyback)
32.00000000
/100
P/E of 32.1x is premium-priced — the market is paying up for expected growth. FCF yield of 8.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.207
ROA
0.012
Net Margin
0.042
Op Margin
0.163
GPA
0.238
D/E
15.39
Current
1.02
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.189
Earn Growth
1.607
Stability
1.136
lower=better
Accruals
-0.044
lower=better
5yr Consist
No
ROE of 21% is exceptional. Highly leveraged with D/E of 15.39 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
3.0%ile
6M Return
-40.5%
12M Return
-51.9%
12-1 Mom
-54.0%
Risk-Adj
-1.48
Vol 252d
36.5%
Vol 60d
84.8%
↑ Expanding
Max DD 12M
-54.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -54% signals a downtrend — price is moving against you. Near-term vol (85%) is expanding vs long-term (36%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.28
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
91.0%
P/E z-score
0.87
P/B z-score
0.15
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BAP Credicorp Ltd 99.0% 98.0% 93.0% 84.0%
CARE Carter Bank and Trust 99.0% 96.0% 98.0% 88.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 97.0% 90.0%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
UVE Universal Insurance Holdings Inc 99.0% 96.0% 94.0% 82.0%
MCY Mercury General Corporation 99.0% 95.0% 93.0% 86.0%
VBNK VersaBank 98.0% 94.0% 85.0% 91.0%
SYF Synchrony Financial 98.0% 96.0% 97.0% 72.0%
Factor Interactions
Leveraged Returns
Strong ROE (21%) boosted by high leverage (D/E 15.4). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (85%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
48.5% avg (7 factors)
Quality
D
37.8% avg (8 factors)
Momentum
F
0.0% avg (4 factors)
Risk
C
55.8% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.280—1—
Value %ile0.300—1—
Quality %ile0.910—1—
Momentum %ile0.030—1—
F-Score6.000—0—
Confidence0.970—1—
Volatility0.365—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
32.06
Earnings Yield (E/P)
0.0312
Price / Sales
1.34
Price / Book
6.63
Price / Cash Flow
6.82
FCF Yield
8.9%
EBITDA / EV
10.5%
Sales Yield (1/P·S)
0.4119
Shareholder Yield
Div + net buyback / mktcap
2.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.7%
Return on Assets
1.2%
Net Margin
4.2%
Operating Margin
16.3%
Gross Profit / Assets
Novy-Marx GPA
23.8%
Debt / Equity
15.39
Current Ratio
1.02
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.044
MomentumPrice trend strength over different horizons
6M Return
-40.5%
12M Return
-51.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-54.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.48
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
18.9%
Earnings Growth (YoY)
160.7%
Earnings Stability (CV)
Lower = more stable
1.136
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
2.3%
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
68
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
32
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
32
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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