Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/50b4a5f5-00e1-4fdd-af62-2efb8552dcbd/
GMM
Grammer AGSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
#1
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 6.2
◇
VC2 Cheapest
VC2 7
📐
EBITDA/EV
20.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 32%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 97%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
6.2×
P/S
0.1×
P/B
0.6×
E/P
0.0936
FCF Yield
0.114
EBITDA/EV
0.201
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
6.00000000
/100
P/E of 6.2x places this firmly in deep value territory. FCF yield of 11.4% is strong — the business generates significant free cash relative to price. VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
31.0%ile
ROE
0.092
ROA
0.016
Net Margin
0.014
Op Margin
0.035
GPA
0.132
Current
1.12
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.052
Stability
1.990
lower=better
Accruals
-0.074
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
84.0%ile
6M Return
79.8%
12M Return
64.6%
12-1 Mom
32.3%
Risk-Adj
0.94
Vol 252d
34.4%
Vol 60d
77.4%
↑ Expanding
Max DD 12M
-18.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 32% is very strong — a clear uptrend. Near-term vol (77%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 86 peers
Sector Value %ile
95.4%
Sector Quality %ile
39.1%
P/E z-score
-0.17
P/B z-score
-0.55
Sector Avg OS
47.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (97th value) with strong momentum (84th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (77%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
80.8% avg (7 factors)
Quality
D
31.5% avg (7 factors)
Momentum
A
81.2% avg (4 factors)
Risk
C
59.3% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —7 | — | |
| Value %ile | 0.970 | —7 | — | |
| Quality %ile | 0.310 | —0 | — | |
| Momentum %ile | 0.840 | —6 | — | |
| F-Score | 7.000 | —7 | — | |
| Confidence | 0.852 | —7 | — | |
| Volatility | 0.344 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.15
Earnings Yield (E/P)
0.0936
Price / Sales
0.09
Price / Book
0.56
Price / Cash Flow
1.08
FCF Yield
11.4%
EBITDA / EV
20.1%
Sales Yield (1/P·S)
2.6375
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.2%
Return on Assets
1.6%
Net Margin
1.4%
Operating Margin
3.5%
Gross Profit / Assets
Novy-Marx GPA
13.2%
Current Ratio
1.12
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.074
MomentumPrice trend strength over different horizons
6M Return
79.8%
12M Return
64.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
32.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.94
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.2%
Earnings Stability (CV)
Lower = more stable
1.990
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
1
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