Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/ebb9928a-2c7e-4419-a919-20b1c088cfda/
RLI
RLI CorpSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.817
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.2
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.0%
💰
High Yield
Div 5.0%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
75.0%ile
P/E
12.2×
P/S
2.5×
P/B
2.7×
E/P
0.0818
FCF Yield
0.109
EBITDA/EV
0.100
SH Yield
0.050
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
29.00000000
/100 — 1=cheapest
VC2 (Trending Value)
22.00000000
/100
VC3 (Buyback)
22.00000000
/100
FCF yield of 10.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.220
ROA
0.062
Net Margin
0.208
Op Margin
0.267
GPA
0.111
D/E
2.56
Current
0.75
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.095
Earn Growth
0.405
Stability
0.363
lower=better
Accruals
-0.025
lower=better
5yr Consist
No
ROE of 22% is exceptional. Highly leveraged with D/E of 2.56 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
10.0%ile
6M Return
-12.3%
12M Return
-25.1%
12-1 Mom
-32.8%
Risk-Adj
-1.46
Vol 252d
22.5%
Vol 60d
55.6%
↑ Expanding
Max DD 12M
-30.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -33% signals a downtrend — price is moving against you. Near-term vol (56%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.76
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
34.1%
Sector Quality %ile
85.6%
P/E z-score
-0.08
P/B z-score
0.00
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 (75th) and quality (89th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (10th) despite looking cheap (75th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 5.0% backed by 10.9% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (22%) boosted by high leverage (D/E 2.6). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (56%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.8% avg (7 factors)
Quality
C
51.0% avg (8 factors)
Momentum
F
6.9% avg (4 factors)
Risk
A
79.1% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.760 | —1 | — | |
| Value %ile | 0.750 | —1 | — | |
| Quality %ile | 0.890 | —1 | — | |
| Momentum %ile | 0.100 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.225 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.22
Earnings Yield (E/P)
0.0818
Price / Sales
2.54
Price / Book
2.69
Price / Cash Flow
8.72
FCF Yield
10.9%
EBITDA / EV
10.0%
Sales Yield (1/P·S)
0.3703
Shareholder Yield
Div + net buyback / mktcap
5.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
22.0%
Return on Assets
6.2%
Net Margin
20.8%
Operating Margin
26.7%
Gross Profit / Assets
Novy-Marx GPA
11.1%
Debt / Equity
2.56
Current Ratio
0.75
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.025
MomentumPrice trend strength over different horizons
6M Return
-12.3%
12M Return
-25.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-32.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.46
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.5%
Earnings Growth (YoY)
40.5%
Earnings Stability (CV)
Lower = more stable
0.363
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
5.0%
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
29
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