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RLI

RLI Corp
Chart
61.92 USD
Latest Week 2026-07-24
Financial ServicesInsurance - Property & CasualtyMID
Snapshot 2026-07-26 · 0.6w · Fresh
0.75
OS Score
74.0%
Value
74.0%
Quality
24.0%
Momentum
6/9
F-Score
0.740
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.740
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 13.0
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
7.5%
💰
High Yield
Div 7.5%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.61
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
74.0%ile
P/E
13.0×
P/S
2.9×
P/B
3.2×
E/P
0.0944
FCF Yield
0.089
EBITDA/EV
0.096
SH Yield
0.075
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
34.00000000
/100 — 1=cheapest
VC2 (Trending Value)
27.00000000
/100
VC3 (Buyback)
30.00000000
/100
FCF yield of 8.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
74.0%ile
ROE
0.250
ROA
0.068
Net Margin
0.222
Op Margin
0.284
GPA
0.146
D/E
2.66
Current
0.12
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.087
Earn Growth
0.356
Stability
0.446
lower=better
Accruals
-0.013
lower=better
5yr Consist
No
ROE of 25% is exceptional. Highly leveraged with D/E of 2.66 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
24.0%ile
6M Return
13.7%
12M Return
-0.8%
12-1 Mom
-7.8%
Risk-Adj
-0.30
Vol 252d
25.9%
Vol 60d
61.6%
↑ Expanding
Max DD 12M
-25.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (62%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.75
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 500 peers
Sector Value %ile
38.5%
Sector Quality %ile
55.5%
P/E z-score
-0.15
P/B z-score
-0.02
Sector Avg OS
85.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
UVE Universal Insurance Holdings Inc 99.0% 97.0% 92.0% 92.0%
RILYL BRC Group Holdings, Inc. 99.0% 95.0% 88.0% 95.0%
IFS Intercorp Financial Services Inc 99.0% 98.0% 83.0% 90.0%
BFH Bread Financial Holdings, Inc. 99.0% 97.0% 88.0% 90.0%
BAP Credicorp Ltd 99.0% 97.0% 96.0% 90.0%
MCY Mercury General Corporation 98.0% 95.0% 83.0% 87.0%
BBDO Banco Bradesco S/A ADR 98.0% 97.0% 92.0% 79.0%
RNR Renaissancere Holdings Ltd 98.0% 96.0% 96.0% 77.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (74th) and quality (74th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Strong Capital Return
Shareholder yield 7.5% backed by 8.9% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (25%) boosted by high leverage (D/E 2.7). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (62%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
73.1% avg (7 factors)
Quality
C
52.5% avg (8 factors)
Momentum
D
31.9% avg (4 factors)
Risk
B
73.5% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.750—1—
Value %ile0.740—8—
Quality %ile0.740—8—
Momentum %ile0.240—8—
F-Score6.000—0—
Confidence1.000—8—
Volatility0.259—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.95
Earnings Yield (E/P)
0.0944
Price / Sales
2.88
Price / Book
3.24
Price / Cash Flow
10.84
FCF Yield
8.9%
EBITDA / EV
9.6%
Sales Yield (1/P·S)
0.3320
Shareholder Yield
Div + net buyback / mktcap
7.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
25.0%
Return on Assets
6.8%
Net Margin
22.2%
Operating Margin
28.4%
Gross Profit / Assets
Novy-Marx GPA
14.6%
Debt / Equity
2.66
Current Ratio
0.12
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.013
MomentumPrice trend strength over different horizons
6M Return
13.7%
12M Return
-0.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-7.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.30
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.7%
Earnings Growth (YoY)
35.6%
Earnings Stability (CV)
Lower = more stable
0.446
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
7.5%
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
34
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
27
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
30
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