Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8b3c0927-9c36-4f3d-8eda-bb13d8aeb6cf/
GOTU
Gaotu Techedu Inc DRCSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 95th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
95.0%ile
P/S
0.1×
P/B
0.5×
FCF Yield
1.328
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
7.00000000
/100 — 1=cheapest
VC2 (Trending Value)
14.00000000
/100
VC3 (Buyback)
14.00000000
/100
FCF yield of 132.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
21.0%ile
ROE
-0.337
ROA
-0.075
Net Margin
-0.065
Op Margin
-0.084
GPA
0.776
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
-0.151
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
2.0%ile
6M Return
-94.5%
12M Return
-60.4%
12-1 Mom
-50.6%
Risk-Adj
-0.08
Vol 252d
615.5%
Vol 60d
1570.6%
↑ Expanding
Max DD 12M
-95.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -51% signals a downtrend — price is moving against you. Near-term vol (1571%) is expanding vs long-term (615%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.6
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 236 peers
Sector Value %ile
94.9%
Sector Quality %ile
24.5%
P/B z-score
-0.18
Sector Avg OS
50.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (95th value) but weak quality (21th). Classic value trap risk.
Falling Knife
Weak momentum (2th) despite looking cheap (95th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (1571%) significantly exceeds 252-day (615%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
77.8% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.600 | —0 | — | |
| Value %ile | 0.950 | —1 | — | |
| Quality %ile | 0.210 | —1 | — | |
| Momentum %ile | 0.020 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.879 | —1 | — | |
| Volatility | 6.155 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.09
Price / Book
0.47
Price / Cash Flow
1.37
FCF Yield
132.8%
Sales Yield (1/P·S)
14.3048
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-33.7%
Return on Assets
-7.5%
Net Margin
-6.5%
Operating Margin
-8.4%
Gross Profit / Assets
Novy-Marx GPA
77.6%
Debt / Equity
3.49
Current Ratio
0.91
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.151
MomentumPrice trend strength over different horizons
6M Return
-94.5%
12M Return
-60.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-50.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.08
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
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
7
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
14
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
14
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