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CNO

CNO Financial Group Inc
Chart
$47.91
Latest Week 2026-06-05
Financial ServicesInsurance - LifeMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.74
OS Score
72.0%
Value
28.0%
Quality
73.0%
Momentum
6/9
F-Score
0.449
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 21%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 20%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.05
V
Value Analysis
Cheapness relative to fundamentals
72.0%ile
P/E
18.4×
P/S
1.0×
P/B
1.8×
E/P
0.0545
FCF Yield
0.090
EBITDA/EV
0.084
SH Yield
0.015
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
22.00000000
/100 — 1=cheapest
VC2 (Trending Value)
22.00000000
/100
VC3 (Buyback)
22.00000000
/100
FCF yield of 9.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
28.0%ile
ROE
0.098
ROA
0.006
Net Margin
0.054
Op Margin
0.095
GPA
0.049
D/E
14.60
Current
0.06
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.050
Earn Growth
-0.196
Stability
0.823
lower=better
Accruals
-0.011
lower=better
5yr Consist
No
Highly leveraged with D/E of 14.60 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
73.0%ile
6M Return
20.2%
12M Return
26.2%
12-1 Mom
21.2%
Risk-Adj
1.05
Vol 252d
20.2%
Vol 60d
42.2%
↑ Expanding
Max DD 12M
-11.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 21% is very strong — a clear uptrend. Near-term vol (42%) is expanding vs long-term (20%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.74
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
26.3%
Sector Quality %ile
8.2%
P/E z-score
0.21
P/B z-score
-0.04
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%
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%
HG Hamilton Insurance Group, Ltd. 99.0% 97.0% 94.0% 85.0%
FXNC First National Corp 98.0% 90.0% 92.0% 84.0%
PKBK Parke Bancorp Inc 98.0% 91.0% 86.0% 88.0%
Factor Interactions
Trending Value Signal
Cheap (72th value) with strong momentum (73th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (72th value) but weak quality (28th). Classic value trap risk.
Volatility Expanding
60-day vol (42%) significantly exceeds 252-day (20%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.7% avg (7 factors)
Quality
F
22.7% avg (8 factors)
Momentum
C
59.5% avg (4 factors)
Risk
A
83.0% 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
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.740—1—
Value %ile0.720—1—
Quality %ile0.280—1—
Momentum %ile0.730—1—
F-Score6.000—0—
Confidence0.970—1—
Volatility0.202—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.36
Earnings Yield (E/P)
0.0545
Price / Sales
1.00
Price / Book
1.80
Price / Cash Flow
6.55
FCF Yield
9.0%
EBITDA / EV
8.4%
Sales Yield (1/P·S)
0.5876
Shareholder Yield
Div + net buyback / mktcap
1.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.8%
Return on Assets
0.6%
Net Margin
5.4%
Operating Margin
9.5%
Gross Profit / Assets
Novy-Marx GPA
4.9%
Debt / Equity
14.60
Current Ratio
0.06
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.011
MomentumPrice trend strength over different horizons
6M Return
20.2%
12M Return
26.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
21.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.05
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.0%
Earnings Growth (YoY)
-19.6%
Earnings Stability (CV)
Lower = more stable
0.823
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
1.5%
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
22
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
22
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
22
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