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AMM
The Grounds Real Estate Development AGSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
0 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
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
46.0%ile
P/S
1.0×
P/B
0.2×
FCF Yield
-0.116
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
56.00000000
/100 — 1=cheapest
VC2 (Trending Value)
57.00000000
/100
VC3 (Buyback)
57.00000000
/100
Negative FCF yield (-11.6%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
44.0%ile
ROE
-0.222
ROA
-0.064
Net Margin
-0.962
Op Margin
-0.966
GPA
-0.032
Current
2.07
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.492
Accruals
-0.004
lower=better
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
46.0%ile
6M Return
-37.2%
12M Return
-61.6%
12-1 Mom
-57.8%
Risk-Adj
-1.93
Vol 252d
30.0%
Vol 60d
74.2%
↑ Expanding
Max DD 12M
-61.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -58% signals a downtrend — price is moving against you. Near-term vol (74%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.4
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Real Estate
· 27 peers
Sector Value %ile
28.6%
Sector Quality %ile
42.9%
P/B z-score
-0.32
Sector Avg OS
48.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (74%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
65.1% avg (3 factors)
Quality
F
17.8% avg (7 factors)
Momentum
F
0.0% avg (4 factors)
Risk
B
66.7% 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
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.400 | —0 | — | |
| Value %ile | 0.460 | —0 | — | |
| Quality %ile | 0.440 | —0 | — | |
| Momentum %ile | 0.460 | —0 | — | |
| F-Score | 2.000 | —7 | — | |
| Confidence | 0.200 | —7 | — | |
| Volatility | 0.300 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.99
Price / Book
0.23
FCF Yield
-11.6%
Sales Yield (1/P·S)
0.1284
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-22.2%
Return on Assets
-6.4%
Net Margin
-96.2%
Operating Margin
-96.6%
Gross Profit / Assets
Novy-Marx GPA
-3.2%
Current Ratio
2.07
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.004
MomentumPrice trend strength over different horizons
6M Return
-37.2%
12M Return
-61.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-57.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.93
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-49.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
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
56
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
57
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
57
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity