Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/25a262b4-a7b0-4c6a-9b95-0fabdd363d58/
GRMOVER
GRM Overseas LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 65%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.72
V
Value Analysis
Cheapness relative to fundamentals
18.0%ile
P/E
42.3×
P/S
1.8×
P/B
5.2×
E/P
0.0237
FCF Yield
-0.016
EBITDA/EV
0.036
SH Yield
-0.032
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
76.00000000
/100 — 1=cheapest
VC2 (Trending Value)
82.00000000
/100
VC3 (Buyback)
82.00000000
/100
P/E of 42.3x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-1.6%) — the business is currently cash-consumptive. VC2 score of 82.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
10.0%ile
ROE
0.124
ROA
0.064
Net Margin
0.042
Op Margin
0.049
GPA
0.214
Current
2.01
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.312
Earn Growth
0.055
Stability
0.137
lower=better
Accruals
0.111
lower=better
5yr Consist
Yes
Accruals ratio of 0.111 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
95.0%ile
6M Return
-2.9%
12M Return
56.1%
12-1 Mom
65.1%
Risk-Adj
2.72
Vol 252d
23.9%
Vol 60d
57.3%
↑ Expanding
Max DD 12M
-10.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 65% is very strong — a clear uptrend. Risk-adjusted momentum of 2.72 is excellent — strong returns relative to volatility. Near-term vol (57%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.19
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 161 peers
Sector Value %ile
19.1%
Sector Quality %ile
8.6%
P/E z-score
-0.02
P/B z-score
-0.06
Sector Avg OS
51.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (57%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
25.8% avg (7 factors)
Quality
D
35.1% avg (7 factors)
Momentum
A
80.7% avg (4 factors)
Risk
A
76.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.190 | —1 | — | |
| Value %ile | 0.180 | —1 | — | |
| Quality %ile | 0.100 | —1 | — | |
| Momentum %ile | 0.950 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.239 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
42.27
Earnings Yield (E/P)
0.0237
Price / Sales
1.78
Price / Book
5.24
FCF Yield
-1.6%
EBITDA / EV
3.6%
Sales Yield (1/P·S)
0.5061
Shareholder Yield
Div + net buyback / mktcap
-3.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.4%
Return on Assets
6.4%
Net Margin
4.2%
Operating Margin
4.9%
Gross Profit / Assets
Novy-Marx GPA
21.4%
Current Ratio
2.01
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.111
MomentumPrice trend strength over different horizons
6M Return
-2.9%
12M Return
56.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
65.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.72
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
31.2%
Earnings Growth (YoY)
5.5%
Earnings Stability (CV)
Lower = more stable
0.137
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
0.0%
Buyback Yield
-3.2%
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
76
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
82
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
82
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
Show all
Op Income
OCF
CapEx
Equity