Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1a229193-2d96-4cb5-bad9-175f057c3ee0/
GDL
Goodfellow Inc.Snapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.830
↗
Trending Value
✗
◆
Quality × Value
QV 0.799
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 9
📐
EBITDA/EV
11.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.7%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
Val 90%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
20.5×
P/S
0.2×
P/B
0.5×
E/P
2.5183
FCF Yield
-0.277
EBITDA/EV
0.116
SH Yield
0.057
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
12.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
13.00000000
/100
Negative FCF yield (-27.7%) — the business is currently cash-consumptive. VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
71.0%ile
ROE
0.022
ROA
0.013
Net Margin
0.008
Op Margin
0.835
GPA
1.435
Current
2.08
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.066
Earn Growth
-0.459
Stability
6.317
lower=better
Accruals
0.141
lower=better
5yr Consist
No
Accruals ratio of 0.141 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
19.0%ile
6M Return
-6.9%
12M Return
-1.1%
12-1 Mom
-0.2%
Risk-Adj
-0.01
Vol 252d
13.8%
Vol 60d
28.9%
↑ Expanding
Max DD 12M
-9.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (29%) is expanding vs long-term (14%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.83
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 194 peers
Sector Value %ile
95.4%
Sector Quality %ile
71.3%
P/E z-score
-0.26
P/B z-score
-0.52
Sector Avg OS
49.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (90th) and quality (71th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (19th) despite looking cheap (90th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (29%) significantly exceeds 252-day (14%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
71.2% avg (7 factors)
Quality
D
42.8% avg (7 factors)
Momentum
F
29.7% avg (4 factors)
Risk
A
93.6% 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
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.830 | —8 | — | |
| Value %ile | 0.900 | —8 | — | |
| Quality %ile | 0.710 | —2 | — | |
| Momentum %ile | 0.190 | —8 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.909 | —8 | — | |
| Volatility | 0.138 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
20.51
Earnings Yield (E/P)
2.5183
Price / Sales
0.17
Price / Book
0.46
FCF Yield
-27.7%
EBITDA / EV
11.6%
Sales Yield (1/P·S)
3.0161
Shareholder Yield
Div + net buyback / mktcap
5.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.2%
Return on Assets
1.3%
Net Margin
0.8%
Operating Margin
83.5%
Gross Profit / Assets
Novy-Marx GPA
143.5%
Current Ratio
2.08
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.141
MomentumPrice trend strength over different horizons
6M Return
-6.9%
12M Return
-1.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-0.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.01
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.6%
Earnings Growth (YoY)
-45.9%
Earnings Stability (CV)
Lower = more stable
6.317
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
4.4%
Buyback Yield
1.3%
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
12
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
13
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
70
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