Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/08fc5be2-5cb2-4941-85db-234efed629c1/
GHC
Graham Holdings CoSnapshot 2026-07-26 · 0.6w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
OS 0.810
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 27%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.87
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
82.0%ile
P/E
16.7×
P/S
1.0×
P/B
1.1×
E/P
0.0829
FCF Yield
0.071
EBITDA/EV
0.110
SH Yield
0.013
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
19.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
23.00000000
/100
FCF yield of 7.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
23.0%ile
ROE
0.063
ROA
0.036
Net Margin
0.060
Op Margin
0.102
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
74.0%ile
6M Return
-1.1%
12M Return
26.4%
12-1 Mom
26.7%
Risk-Adj
0.92
Vol 252d
29.1%
Vol 60d
44.5%
↑ Expanding
Max DD 12M
-19.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 27% is very strong — a clear uptrend. Near-term vol (45%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.81
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 212 peers
Sector Value %ile
75.1%
Sector Quality %ile
23.9%
P/E z-score
-0.26
P/B z-score
-0.07
Sector Avg OS
51.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (82th value) with strong momentum (74th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (82th value) but weak quality (23th). Classic value trap risk.
Volatility Expanding
60-day vol (45%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
66.2% avg (7 factors)
Quality
D
43.5% avg (8 factors)
Momentum
C
53.9% avg (4 factors)
Risk
B
68.2% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.810 | —8 | — | |
| Value %ile | 0.820 | —8 | — | |
| Quality %ile | 0.230 | —8 | — | |
| Momentum %ile | 0.740 | —2 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.958 | —8 | — | |
| Volatility | 0.291 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.72
Earnings Yield (E/P)
0.0829
Price / Sales
1.00
Price / Book
1.05
Price / Cash Flow
13.77
FCF Yield
7.1%
EBITDA / EV
11.0%
Sales Yield (1/P·S)
0.8102
Shareholder Yield
Div + net buyback / mktcap
1.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.3%
Return on Assets
3.6%
Net Margin
6.0%
Operating Margin
10.2%
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
-1.1%
12M Return
26.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
26.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.92
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
0.7%
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
19
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
23
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