Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1ceedb40-2de6-4469-9279-a255e0fa3ddf/
GFI
Gold Fields Ltd ADRSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
✗
◆
Quality × Value
QV 0.954
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 6.3
◇
VC2 Cheapest
✗
📐
EBITDA/EV
28.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.3%
💰
High Yield
Div 4.2%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.08
V
Value Analysis
Cheapness relative to fundamentals
92.0%ile
P/E
6.3×
P/S
2.2×
P/B
3.6×
E/P
0.2318
FCF Yield
0.285
EBITDA/EV
0.281
SH Yield
0.043
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
12.00000000
/100
VC3 (Buyback)
14.00000000
/100
P/E of 6.3x places this firmly in deep value territory. FCF yield of 28.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
99.0%ile
ROE
0.572
ROA
0.317
Net Margin
0.345
Op Margin
0.534
GPA
0.482
D/E
0.78
Current
1.75
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
0.991
lower=better
Accruals
-0.112
lower=better
5yr Consist
No
ROE of 57% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
78.0%ile
6M Return
-22.9%
12M Return
47.4%
12-1 Mom
57.6%
Risk-Adj
1.08
Vol 252d
53.5%
Vol 60d
115.0%
↑ Expanding
Max DD 12M
-41.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 58% is very strong — a clear uptrend. Near-term vol (115%) is expanding vs long-term (54%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 223 peers
Sector Value %ile
93.3%
Sector Quality %ile
100.0%
P/E z-score
-0.42
P/B z-score
-0.06
Sector Avg OS
53.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (92th) and quality (99th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (92th value) with strong momentum (78th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (92th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 4.3% backed by 28.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (115%) significantly exceeds 252-day (54%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
86.0% avg (7 factors)
Quality
A
90.9% avg (8 factors)
Momentum
B
61.7% avg (4 factors)
Risk
F
27.5% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.980 | —6 | — | |
| Value %ile | 0.920 | —6 | — | |
| Quality %ile | 0.990 | —6 | — | |
| Momentum %ile | 0.780 | —6 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.789 | —6 | — | |
| Volatility | 0.535 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.33
Earnings Yield (E/P)
0.2318
Price / Sales
2.18
Price / Book
3.62
Price / Cash Flow
4.68
FCF Yield
28.5%
EBITDA / EV
28.1%
Sales Yield (1/P·S)
0.4338
Shareholder Yield
Div + net buyback / mktcap
4.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
57.2%
Return on Assets
31.7%
Net Margin
34.5%
Operating Margin
53.4%
Gross Profit / Assets
Novy-Marx GPA
48.2%
Debt / Equity
0.78
Current Ratio
1.75
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.112
MomentumPrice trend strength over different horizons
6M Return
-22.9%
12M Return
47.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
57.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.08
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
0.991
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
4.2%
Buyback Yield
0.1%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
12
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
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