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QBE

QBE Insurance Group Limited
Chart
25.47 AUD
Latest Week 2026-07-10
Financial ServicesInsurance - Property & CasualtyLARGE
Snapshot 2026-07-12 · 0.6w · Fresh
0.95
OS Score
85.0%
Value
90.0%
Quality
88.0%
Momentum
2/9
F-Score
0.875
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.950
↗
Trending Value
✗
◆
Quality × Value
QV 0.875
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.8%
💰
High Yield
Div 4.3%
🚀
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
85.0%ile
P/E
17.6×
P/S
2.0×
P/B
3.5×
E/P
0.0773
FCF Yield
0.101
EBITDA/EV
0.082
SH Yield
0.048
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
85.00000000
/100 — 1=cheapest
VC2 (Trending Value)
83.00000000
/100
VC3 (Buyback)
83.00000000
/100
FCF yield of 10.1% 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
90.0%ile
ROE
0.201
ROA
0.044
Net Margin
0.111
Op Margin
0.159
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.041
Earn Growth
0.212
5yr Consist
No
ROE of 20% is exceptional. F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
31.5%
12M Return
18.2%
12-1 Mom
11.7%
Risk-Adj
0.52
Vol 252d
22.5%
Vol 60d
43.6%
↑ Expanding
Max DD 12M
-17.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (44%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.95
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 159 peers
Sector Value %ile
72.5%
Sector Quality %ile
86.9%
P/E z-score
-0.18
P/B z-score
-0.09
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
HLI Helia Group Limited 99.0% 96.0% 95.0% 91.0%
TWR Tower Limited 99.0% 98.0% 96.0% 88.0%
SVR Solvar Limited 98.0% 96.0% 97.0% 84.0%
ACQ Acorn Capital Investment Fund Limited 97.0% 92.0% 86.0% 90.0%
KSL Kina Securities Limited 97.0% 96.0% 86.0% 85.0%
PNC Pioneer Credit Limited 97.0% 88.0% 93.0% 90.0%
FSA FSA Group Limited 97.0% 85.0% 97.0% 94.0%
ANZ ANZ Group Holdings Limited 96.0% 90.0% 85.0% 89.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (85th) and quality (90th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (85th value) with strong momentum (88th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 4.8% backed by 10.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (44%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
66.2% avg (7 factors)
Quality
C
48.2% avg (4 factors)
Momentum
C
54.3% avg (4 factors)
Risk
A
79.2% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.950—6—
Value %ile0.850—6—
Quality %ile0.900—6—
Momentum %ile0.880—5—
F-Score2.000—6—
Confidence0.637—0—
Volatility0.225—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.64
Earnings Yield (E/P)
0.0773
Price / Sales
1.95
Price / Book
3.55
FCF Yield
10.1%
EBITDA / EV
8.2%
Sales Yield (1/P·S)
0.4863
Shareholder Yield
Div + net buyback / mktcap
4.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.1%
Return on Assets
4.4%
Net Margin
11.1%
Operating Margin
15.9%
MomentumPrice trend strength over different horizons
6M Return
31.5%
12M Return
18.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
11.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.52
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.1%
Earnings Growth (YoY)
21.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
4.3%
Buyback Yield
0.5%
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
85
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
83
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
83
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity