Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/68086c97-9943-4b3d-98da-52a18881467f/
GMED
Globus MedicalSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +23%
🔄
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
26.0%ile
P/E
18.8×
P/S
3.6×
P/B
2.3×
E/P
0.0531
FCF Yield
0.091
EBITDA/EV
0.084
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
74.00000000
/100 — 1=cheapest
VC2 (Trending Value)
80.00000000
/100
VC3 (Buyback)
80.00000000
/100
FCF yield of 9.1% is strong — the business generates significant free cash relative to price. VC2 score of 80.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
93.0%ile
ROE
0.124
ROA
0.108
Net Margin
0.189
Op Margin
0.195
GPA
0.387
D/E
0.15
Current
4.56
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.235
Earn Growth
2.162
Stability
0.632
lower=better
Accruals
-0.035
lower=better
5yr Consist
No
Conservative balance sheet with D/E of 0.15. 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
-12.2%
12M Return
33.5%
12-1 Mom
30.1%
Risk-Adj
0.58
Vol 252d
51.9%
Vol 60d
127.1%
↑ Expanding
Max DD 12M
-19.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 30% is very strong — a clear uptrend. Near-term vol (127%) is expanding vs long-term (52%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.64
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 500 peers
Sector Value %ile
7.6%
Sector Quality %ile
93.8%
P/E z-score
-0.12
P/B z-score
-0.22
Sector Avg OS
63.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Growth at Reasonable Price
Revenue growing 23% with P/E of 19×. Growth isn't fully priced in.
Quality Momentum — Expensive
Strong quality (93th) and momentum (78th) but expensive (26th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (93th) but expensive (26th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (127%) significantly exceeds 252-day (52%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
55.7% avg (7 factors)
Quality
B
73.4% avg (8 factors)
Momentum
C
51.5% avg (4 factors)
Risk
D
30.2% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.640 | —0 | — | |
| Value %ile | 0.260 | —1 | — | |
| Quality %ile | 0.930 | —1 | — | |
| Momentum %ile | 0.780 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.519 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.84
Earnings Yield (E/P)
0.0531
Price / Sales
3.57
Price / Book
2.34
Price / Cash Flow
14.20
FCF Yield
9.1%
EBITDA / EV
8.4%
Sales Yield (1/P·S)
0.2950
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.4%
Return on Assets
10.8%
Net Margin
18.9%
Operating Margin
19.5%
Gross Profit / Assets
Novy-Marx GPA
38.7%
Debt / Equity
0.15
Current Ratio
4.56
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.035
MomentumPrice trend strength over different horizons
6M Return
-12.2%
12M Return
33.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
30.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.58
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
23.5%
Earnings Growth (YoY)
216.2%
Earnings Stability (CV)
Lower = more stable
0.632
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
0.0%
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
74
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
80
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
80
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