Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b7b7c85d-adc0-4914-9283-84a34a764483/
ORI
Old Republic International CorpSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
12 of 23 passing
★
OS Composite
OS 0.850
↗
Trending Value
#50
◆
Quality × Value
QV 0.759
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.1
💎
Deep Value
P/E 9.9
◇
VC2 Cheapest
VC2 9
📐
EBITDA/EV
11.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +13%
🔄
Shareholder Yield
11.5%
💰
High Yield
Div 9.0%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.76
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
9.9×
P/S
1.1×
P/B
1.7×
E/P
0.1122
FCF Yield
0.106
EBITDA/EV
0.117
SH Yield
0.115
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
10.00000000
/100
P/E of 9.9x places this firmly in deep value territory. FCF yield of 10.6% is strong — the business generates significant free cash relative to price. VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
64.0%ile
ROE
0.173
ROA
0.047
Net Margin
0.109
Op Margin
0.138
GPA
0.221
D/E
2.66
Current
0.69
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.125
Earn Growth
0.308
Stability
0.412
lower=better
Accruals
-0.009
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.66 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
34.0%ile
6M Return
-1.3%
12M Return
23.4%
12-1 Mom
14.8%
Risk-Adj
0.55
Vol 252d
27.2%
Vol 60d
64.6%
↑ Expanding
Max DD 12M
-14.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (65%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.85
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
75.6%
Sector Quality %ile
33.5%
P/E z-score
-0.24
P/B z-score
-0.04
Sector Avg OS
85.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 11.5% backed by 10.6% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (17%) boosted by high leverage (D/E 2.7). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (65%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.4% avg (7 factors)
Quality
D
41.1% avg (8 factors)
Momentum
C
46.7% avg (4 factors)
Risk
B
71.3% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.850 | —6 | — | |
| Value %ile | 0.900 | —6 | — | |
| Quality %ile | 0.640 | —0 | — | |
| Momentum %ile | 0.340 | —0 | — | |
| F-Score | 7.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.272 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
9.88
Earnings Yield (E/P)
0.1122
Price / Sales
1.08
Price / Book
1.71
Price / Cash Flow
8.31
FCF Yield
10.6%
EBITDA / EV
11.7%
Sales Yield (1/P·S)
0.8156
Shareholder Yield
Div + net buyback / mktcap
11.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.3%
Return on Assets
4.7%
Net Margin
10.9%
Operating Margin
13.8%
Gross Profit / Assets
Novy-Marx GPA
22.1%
Debt / Equity
2.66
Current Ratio
0.69
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.009
External Financing
Net issuance — lower=better
0.012
MomentumPrice trend strength over different horizons
6M Return
-1.3%
12M Return
23.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
14.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.55
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
12.5%
Earnings Growth (YoY)
30.8%
Earnings Stability (CV)
Lower = more stable
0.412
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
9.0%
Buyback Yield
2.5%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
50
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