Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/830a2fcb-3075-422f-9e45-f06733c207ce/

GRBK

Green Brick Partners Inc
Chart
$68.81
Latest Week 2026-06-05
Consumer CyclicalResidential ConstructionMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.78
OS Score
83.0%
Value
19.0%
Quality
67.0%
Momentum
4/9
F-Score
0.397
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.5
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
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
83.0%ile
P/E
10.0×
P/S
1.5×
P/B
1.6×
E/P
0.0999
FCF Yield
0.067
EBITDA/EV
0.129
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
19.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
23.00000000
/100
P/E of 10.0x places this firmly in deep value territory. FCF yield of 6.7% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
19.0%ile
ROE
0.156
ROA
0.118
Net Margin
0.149
Op Margin
0.195
GPA
0.245
D/E
0.28
Current
9.03
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.066
Earn Growth
-0.199
Stability
0.178
lower=better
Accruals
0.039
lower=better
5yr Consist
Yes
Conservative balance sheet with D/E of 0.28.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
67.0%ile
6M Return
4.7%
12M Return
16.9%
12-1 Mom
12.3%
Risk-Adj
0.32
Vol 252d
38.0%
Vol 60d
91.4%
↑ Expanding
Max DD 12M
-24.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (91%) is expanding vs long-term (38%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.78
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 500 peers
Sector Value %ile
77.2%
Sector Quality %ile
22.4%
P/E z-score
-0.23
P/B z-score
-0.32
Sector Avg OS
54.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BWMX Betterware de México, S.A.P.I. de C.V. 99.0% 98.0% 93.0% 95.0%
CYD China Yuchai International Limited 98.0% 99.0% 71.0% 97.0%
FLXS Flexsteel Industries Inc 98.0% 93.0% 79.0% 91.0%
HTHT Huazhu Group Ltd 98.0% 96.0% 94.0% 79.0%
M Macy’s Inc 98.0% 97.0% 81.0% 90.0%
SBH Sally Beauty Holdings Inc 98.0% 95.0% 92.0% 84.0%
KSS Kohl's Corporation 98.0% 98.0% 74.0% 90.0%
STRT Strattec Security Corporation 97.0% 95.0% 82.0% 76.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (83th value) but weak quality (19th). Classic value trap risk.
Volatility Expanding
60-day vol (91%) significantly exceeds 252-day (38%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.5% avg (7 factors)
Quality
B
65.8% avg (8 factors)
Momentum
D
44.5% avg (4 factors)
Risk
C
53.3% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.780—1—
Value %ile0.830—1—
Quality %ile0.190—1—
Momentum %ile0.670—0—
F-Score4.000—1—
Confidence1.000—1—
Volatility0.380—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.01
Earnings Yield (E/P)
0.0999
Price / Sales
1.49
Price / Book
1.56
Price / Cash Flow
14.92
FCF Yield
6.7%
EBITDA / EV
12.9%
Sales Yield (1/P·S)
0.6538
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.6%
Return on Assets
11.8%
Net Margin
14.9%
Operating Margin
19.5%
Gross Profit / Assets
Novy-Marx GPA
24.5%
Debt / Equity
0.28
Current Ratio
9.03
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.039
MomentumPrice trend strength over different horizons
6M Return
4.7%
12M Return
16.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
12.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.32
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-6.6%
Earnings Growth (YoY)
-19.9%
Earnings Stability (CV)
Lower = more stable
0.178
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
0.1%
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
19
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
23
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