Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b77813e6-5910-4011-90d6-ab723d714378/
XZO
Exzeo Group, Inc.Snapshot 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.739
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.0%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 31%
📈
Consistent Earners
✗
🌱
GARP
Rev +39%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 65%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.75
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
65.0%ile
P/E
16.3×
P/S
6.3×
P/B
5.1×
E/P
0.0977
FCF Yield
0.093
EBITDA/EV
0.100
SH Yield
-0.111
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
76.00000000
/100 — 1=cheapest
VC2 (Trending Value)
83.00000000
/100
VC3 (Buyback)
82.00000000
/100
FCF yield of 9.3% is strong — the business generates significant free cash relative to price. VC2 score of 83.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
84.0%ile
ROE
0.310
ROA
0.224
Net Margin
0.387
Op Margin
0.518
GPA
0.348
D/E
0.38
Current
2.65
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.389
Earn Growth
2.068
Stability
0.737
lower=better
Accruals
-0.055
lower=better
5yr Consist
No
ROE of 31% is exceptional. Conservative balance sheet with D/E of 0.38.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
35.0%ile
6M Return
-28.0%
Vol 252d
71.4%
Vol 60d
157.3%
↑ Expanding
Max DD 12M
-43.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (157%) is expanding vs long-term (71%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.77
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
21.8%
Sector Quality %ile
76.8%
P/E z-score
-0.03
P/B z-score
0.02
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Growth at Reasonable Price
Revenue growing 39% with P/E of 16×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (157%) significantly exceeds 252-day (71%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
52.7% avg (7 factors)
Quality
A
89.6% avg (8 factors)
Momentum
F
2.6% avg (1 factors)
Risk
F
0.0% avg (1 factors)
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
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.770 | —1 | — | |
| Value %ile | 0.650 | —0 | — | |
| Quality %ile | 0.840 | —8 | — | |
| Momentum %ile | 0.350 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.900 | —8 | — | |
| Volatility | 0.714 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.34
Earnings Yield (E/P)
0.0977
Price / Sales
6.32
Price / Book
5.06
Price / Cash Flow
13.13
FCF Yield
9.3%
EBITDA / EV
10.0%
Sales Yield (1/P·S)
0.1885
Shareholder Yield
Div + net buyback / mktcap
-11.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
31.0%
Return on Assets
22.4%
Net Margin
38.7%
Operating Margin
51.8%
Gross Profit / Assets
Novy-Marx GPA
34.8%
Debt / Equity
0.38
Current Ratio
2.65
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.055
External Financing
Net issuance — lower=better
0.415
MomentumPrice trend strength over different horizons
6M Return
-28.0%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
38.9%
Earnings Growth (YoY)
206.8%
Earnings Stability (CV)
Lower = more stable
0.737
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
Buyback Yield
-11.1%
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
76
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
83
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
82
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