Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/be1527d9-98a5-4403-b4c6-494400f8b5c2/
EG
Everest Group LtdSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
#36.00000000
◆
Quality × Value
QV 0.841
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 6.6
◇
VC2 Cheapest
VC2 4.00000000
📐
EBITDA/EV
16.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.4%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 22%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
6.6×
P/S
0.8×
P/B
0.9×
E/P
0.1510
FCF Yield
0.374
EBITDA/EV
0.161
SH Yield
0.024
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 6.6x places this firmly in deep value territory. FCF yield of 37.4% is strong — the business generates significant free cash relative to price. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%ile
ROE
0.133
ROA
0.033
Net Margin
0.119
Op Margin
0.145
GPA
0.078
D/E
3.08
Current
0.73
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.005
Earn Growth
1.393
Stability
1.192
lower=better
Accruals
-0.013
lower=better
5yr Consist
No
Highly leveraged with D/E of 3.08 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
24.0%ile
6M Return
8.6%
12M Return
-1.6%
12-1 Mom
3.4%
Risk-Adj
0.16
Vol 252d
21.6%
Vol 60d
53.4%
↑ Expanding
Max DD 12M
-12.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (53%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
97.4%
Sector Quality %ile
44.1%
P/E z-score
-0.35
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (73th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Volatility Expanding
60-day vol (53%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
86.7% avg (7 factors)
Quality
D
34.9% avg (8 factors)
Momentum
D
36.6% avg (4 factors)
Risk
A
80.7% 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. 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.880 | —1 | — | |
| Value %ile | 0.970 | —1 | — | |
| Quality %ile | 0.730 | —1 | — | |
| Momentum %ile | 0.240 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.216 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.62
Earnings Yield (E/P)
0.1510
Price / Sales
0.79
Price / Book
0.88
Price / Cash Flow
4.72
FCF Yield
37.4%
EBITDA / EV
16.1%
Sales Yield (1/P·S)
1.0960
Shareholder Yield
Div + net buyback / mktcap
2.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.3%
Return on Assets
3.3%
Net Margin
11.9%
Operating Margin
14.5%
Gross Profit / Assets
Novy-Marx GPA
7.8%
Debt / Equity
3.08
Current Ratio
0.73
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.013
MomentumPrice trend strength over different horizons
6M Return
8.6%
12M Return
-1.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
3.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.16
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.5%
Earnings Growth (YoY)
139.3%
Earnings Stability (CV)
Lower = more stable
1.192
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
2.4%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
36
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity