Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8b3c0927-9c36-4f3d-8eda-bb13d8aeb6cf/
GOTU
Gaotu Techedu Inc DRCSnapshot 2026-07-19 · 0.7w · Fresh
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 4
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
84.2%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 93%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.61
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
93.0%ile
P/S
0.1×
P/B
0.3×
FCF Yield
0.953
SH Yield
0.842
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
6.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
4.00000000
/100
FCF yield of 95.3% is strong — the business generates significant free cash relative to price. VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
16.0%ile
ROE
-0.336
ROA
-0.075
Net Margin
-0.065
Op Margin
-0.099
GPA
0.773
D/E
3.49
Current
0.91
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.237
Stability
1.245
lower=better
Accruals
-0.150
lower=better
5yr Consist
No
Highly leveraged with D/E of 3.49 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
3.0%ile
6M Return
-95.2%
12M Return
-55.2%
12-1 Mom
-56.8%
Risk-Adj
-0.09
Vol 252d
615.3%
Vol 60d
256.1%
↓ Contracting
Max DD 12M
-95.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -57% signals a downtrend — price is moving against you. Volatility is compressing — 60d (256%) well below 252d (615%).
OS
Composite & Factor Heatmap
All factors at a glance
0.56
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 213 peers
Sector Value %ile
91.6%
Sector Quality %ile
18.2%
P/B z-score
-0.07
Sector Avg OS
50.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (93th value) but weak quality (16th). Classic value trap risk.
Falling Knife
Weak momentum (3th) despite looking cheap (93th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 84.2% backed by 95.3% FCF yield. Returns are well-funded.
Volatility Compressing
60-day vol (256%) well below 252-day (615%). Price action is stabilising.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (4 factors)
Quality
F
28.6% avg (8 factors)
Momentum
F
5.7% avg (4 factors)
Risk
F
0.0% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.560 | —0 | — | |
| Value %ile | 0.930 | —7 | — | |
| Quality %ile | 0.160 | —7 | — | |
| Momentum %ile | 0.030 | —7 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.822 | —7 | — | |
| Volatility | 6.153 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.06
Price / Book
0.33
Price / Cash Flow
0.98
FCF Yield
95.3%
Sales Yield (1/P·S)
10.2726
Shareholder Yield
Div + net buyback / mktcap
84.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-33.6%
Return on Assets
-7.5%
Net Margin
-6.5%
Operating Margin
-9.9%
Gross Profit / Assets
Novy-Marx GPA
77.3%
Debt / Equity
3.49
Current Ratio
0.91
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.150
MomentumPrice trend strength over different horizons
6M Return
-95.2%
12M Return
-55.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-56.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.09
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
23.7%
Earnings Stability (CV)
Lower = more stable
1.245
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Buyback Yield
84.2%
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
6
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
100
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