Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e4a974e0-939a-42d8-b85c-f03bcb4950a8/
ASG
Assicurazioni Generali S.p.A.Snapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
✗
◆
Quality × Value
QV 0.715
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +27%
🔄
Shareholder Yield
4.4%
💰
High Yield
Div 3.9%
🚀
Momentum Leaders
12-1 38%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 21%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.84
V
Value Analysis
Cheapness relative to fundamentals
74.0%ile
P/E
15.1×
P/S
0.8×
P/B
2.0×
FCF Yield
0.196
SH Yield
0.044
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
26.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
26.00000000
/100
FCF yield of 19.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
69.0%ile
ROE
0.130
ROA
0.007
Net Margin
0.056
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.267
Earn Growth
0.134
Accruals
-0.028
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
80.0%ile
6M Return
26.1%
12M Return
41.0%
12-1 Mom
38.1%
Risk-Adj
1.84
Vol 252d
20.7%
Vol 60d
48.0%
↑ Expanding
Max DD 12M
-8.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 38% is very strong — a clear uptrend. Risk-adjusted momentum of 1.84 is excellent — strong returns relative to volatility. Near-term vol (48%) is expanding vs long-term (21%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 94 peers
Sector Value %ile
78.9%
Sector Quality %ile
86.3%
P/E z-score
-0.20
P/B z-score
-0.13
Sector Avg OS
50.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (74th value) with strong momentum (80th). The market is starting to recognise the value.
Growth at Reasonable Price
Revenue growing 27% with P/E of 15×. Growth isn't fully priced in.
Strong Capital Return
Shareholder yield 4.4% backed by 19.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (48%) significantly exceeds 252-day (21%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
82.9% avg (5 factors)
Quality
D
36.9% avg (4 factors)
Momentum
A
76.0% avg (4 factors)
Risk
A
82.1% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.920 | —6 | — | |
| Value %ile | 0.740 | —6 | — | |
| Quality %ile | 0.690 | —0 | — | |
| Momentum %ile | 0.800 | —6 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.683 | —0 | — | |
| Volatility | 0.207 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.10
Price / Sales
0.85
Price / Book
1.96
Price / Cash Flow
3.20
FCF Yield
19.6%
Sales Yield (1/P·S)
0.7566
Shareholder Yield
Div + net buyback / mktcap
4.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.0%
Return on Assets
0.7%
Net Margin
5.6%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.028
MomentumPrice trend strength over different horizons
6M Return
26.1%
12M Return
41.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
38.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.84
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
26.7%
Earnings Growth (YoY)
13.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
3.9%
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
26
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
26
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