Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4477f92c-b8b9-4029-9770-508cbe3e6dfc/
GAIN
Gladstone Investment CorporationSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.810
↗
Trending Value
#29.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 9.00000000
📐
EBITDA/EV
18.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 29%
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
14.0%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 27%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 16%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.73
V
Value Analysis
Cheapness relative to fundamentals
86.0%ile
P/E
3.1×
P/S
5.4×
P/B
0.9×
E/P
0.3188
FCF Yield
-0.146
EBITDA/EV
0.180
SH Yield
0.140
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
16.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
9.00000000
/100
P/E of 3.1x places this firmly in deep value territory. Negative FCF yield (-14.6%) — 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
19.0%ile
ROE
0.292
ROA
0.147
Net Margin
1.736
Op Margin
1.185
GPA
0.049
D/E
0.98
Current
0.01
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.249
Earn Growth
1.983
Stability
0.892
lower=better
Accruals
0.229
lower=better
5yr Consist
No
ROE of 29% is exceptional. Accruals ratio of 0.229 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
70.0%ile
6M Return
13.8%
12M Return
18.0%
12-1 Mom
27.5%
Risk-Adj
1.73
Vol 252d
15.9%
Vol 60d
39.2%
↑ Expanding
Max DD 12M
-8.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 27% is very strong — a clear uptrend. Risk-adjusted momentum of 1.73 is excellent — strong returns relative to volatility. Near-term vol (39%) is expanding vs long-term (16%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.81
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
64.1%
Sector Quality %ile
3.4%
P/E z-score
-0.52
P/B z-score
-0.07
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (86th value) with strong momentum (70th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (86th value) but weak quality (19th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 25% with P/E of 3×. Growth isn't fully priced in.
Earnings Quality Concern
ROE looks strong (29%) but high accruals (0.229) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (39%) significantly exceeds 252-day (16%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
78.5% avg (7 factors)
Quality
C
55.3% avg (8 factors)
Momentum
B
61.6% avg (4 factors)
Risk
A
90.2% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.810 | —1 | — | |
| Value %ile | 0.860 | —1 | — | |
| Quality %ile | 0.190 | —1 | — | |
| Momentum %ile | 0.700 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.159 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.14
Earnings Yield (E/P)
0.3188
Price / Sales
5.44
Price / Book
0.91
FCF Yield
-14.6%
EBITDA / EV
18.0%
Sales Yield (1/P·S)
0.1521
Shareholder Yield
Div + net buyback / mktcap
14.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
29.2%
Return on Assets
14.7%
Net Margin
173.6%
Operating Margin
118.5%
Gross Profit / Assets
Novy-Marx GPA
4.9%
Debt / Equity
0.98
Current Ratio
0.01
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.229
MomentumPrice trend strength over different horizons
6M Return
13.8%
12M Return
18.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
27.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.73
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
24.9%
Earnings Growth (YoY)
198.3%
Earnings Stability (CV)
Lower = more stable
0.892
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
14.0%
Buyback Yield
0.0%
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
16
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
29
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