Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1a229193-2d96-4cb5-bad9-175f057c3ee0/
GDL
Goodfellow Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.756
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.5%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 84th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
84.0%ile
P/E
364.5×
P/S
0.2×
P/B
0.5×
E/P
2.8229
FCF Yield
-0.400
EBITDA/EV
0.092
SH Yield
0.065
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
26.00000000
/100 — 1=cheapest
VC2 (Trending Value)
20.00000000
/100
VC3 (Buyback)
22.00000000
/100
P/E of 364.5x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-40.0%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
68.0%ile
ROE
0.001
ROA
0.001
Net Margin
0.001
Op Margin
0.874
GPA
1.521
Current
2.31
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.066
Earn Growth
-0.459
Stability
5.556
lower=better
Accruals
0.183
lower=better
5yr Consist
No
Accruals ratio of 0.183 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
14.0%ile
6M Return
-4.1%
12M Return
-4.9%
12-1 Mom
-4.4%
Risk-Adj
-0.26
Vol 252d
16.8%
Vol 60d
32.8%
↑ Expanding
Max DD 12M
-10.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (33%) is expanding vs long-term (17%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.78
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 194 peers
Sector Value %ile
92.8%
Sector Quality %ile
71.8%
P/E z-score
6.74
P/B z-score
-0.75
Sector Avg OS
48.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Falling Knife
Weak momentum (14th) despite looking cheap (84th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (33%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.4% avg (7 factors)
Quality
D
41.4% avg (7 factors)
Momentum
F
26.5% avg (4 factors)
Risk
A
88.7% 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 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 | 0.780 | —1 | — | |
| Value %ile | 0.840 | —1 | — | |
| Quality %ile | 0.680 | —0 | — | |
| Momentum %ile | 0.140 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.896 | —1 | — | |
| Volatility | 0.168 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
364.45
Earnings Yield (E/P)
2.8229
Price / Sales
0.19
Price / Book
0.48
FCF Yield
-40.0%
EBITDA / EV
9.2%
Sales Yield (1/P·S)
3.2300
Shareholder Yield
Div + net buyback / mktcap
6.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
0.1%
Return on Assets
0.1%
Net Margin
0.1%
Operating Margin
87.4%
Gross Profit / Assets
Novy-Marx GPA
152.1%
Current Ratio
2.31
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.183
MomentumPrice trend strength over different horizons
6M Return
-4.1%
12M Return
-4.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-4.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.26
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.6%
Earnings Growth (YoY)
-45.9%
Earnings Stability (CV)
Lower = more stable
5.556
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
Buyback Yield
1.4%
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
20
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