Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/08fc5be2-5cb2-4941-85db-234efed629c1/
GHC
Graham Holdings CoSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 19%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
71.0%ile
P/E
16.7×
P/S
1.0×
P/B
1.0×
E/P
0.0600
FCF Yield
0.077
EBITDA/EV
0.076
SH Yield
0.006
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
25.00000000
/100 — 1=cheapest
VC2 (Trending Value)
27.00000000
/100
VC3 (Buyback)
27.00000000
/100
FCF yield of 7.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
15.0%ile
ROE
0.063
ROA
0.036
Net Margin
0.060
Op Margin
0.053
GPA
0.173
D/E
0.71
Current
1.79
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.037
Earn Growth
-0.523
Stability
1.575
lower=better
Accruals
-0.008
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
69.0%ile
6M Return
4.6%
12M Return
18.7%
12-1 Mom
19.1%
Risk-Adj
0.66
Vol 252d
28.9%
Vol 60d
65.4%
↑ Expanding
Max DD 12M
-19.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (65%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.65
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 236 peers
Sector Value %ile
62.9%
Sector Quality %ile
16.0%
P/E z-score
-0.25
P/B z-score
-0.16
Sector Avg OS
50.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (71th value) but weak quality (15th). Classic value trap risk.
Volatility Expanding
60-day vol (65%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.0% avg (7 factors)
Quality
D
41.7% avg (8 factors)
Momentum
C
49.5% avg (4 factors)
Risk
B
68.4% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.650 | —0 | — | |
| Value %ile | 0.710 | —1 | — | |
| Quality %ile | 0.150 | —1 | — | |
| Momentum %ile | 0.690 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.289 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.65
Earnings Yield (E/P)
0.0600
Price / Sales
0.99
Price / Book
1.05
Price / Cash Flow
13.72
FCF Yield
7.7%
EBITDA / EV
7.6%
Sales Yield (1/P·S)
0.8740
Shareholder Yield
Div + net buyback / mktcap
0.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.3%
Return on Assets
3.6%
Net Margin
6.0%
Operating Margin
5.3%
Gross Profit / Assets
Novy-Marx GPA
17.3%
Debt / Equity
0.71
Current Ratio
1.79
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.008
MomentumPrice trend strength over different horizons
6M Return
4.6%
12M Return
18.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
19.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.66
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.7%
Earnings Growth (YoY)
-52.3%
Earnings Stability (CV)
Lower = more stable
1.575
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.6%
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
25
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
27
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
27
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