Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8ccab7c8-03dc-44ec-92bf-23db56059aca/
GZF
Engie SASnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
5 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
12.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.0%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 45%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.87
V
Value Analysis
Cheapness relative to fundamentals
60.0%ile
P/E
17.8×
P/S
0.9×
P/B
2.1×
E/P
0.0779
FCF Yield
-0.075
EBITDA/EV
0.124
SH Yield
0.050
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
37.00000000
/100 — 1=cheapest
VC2 (Trending Value)
31.00000000
/100
VC3 (Buyback)
35.00000000
/100
Negative FCF yield (-7.5%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
8.0%ile
ROE
0.116
ROA
0.023
Net Margin
0.053
Op Margin
0.126
GPA
0.135
Current
1.08
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.025
Earn Growth
-0.070
Accruals
0.031
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
18.4%
12M Return
44.8%
12-1 Mom
44.5%
Risk-Adj
1.87
Vol 252d
23.8%
Vol 60d
55.1%
↑ Expanding
Max DD 12M
-10.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 45% is very strong — a clear uptrend. Risk-adjusted momentum of 1.87 is excellent — strong returns relative to volatility. Near-term vol (55%) is expanding vs long-term (24%) — 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
Utilities
· 22 peers
Sector Value %ile
69.6%
Sector Quality %ile
13.0%
P/E z-score
-0.26
P/B z-score
0.05
Sector Avg OS
33.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (60th value) but weak quality (8th). Classic value trap risk.
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.0% avg (7 factors)
Quality
D
32.5% avg (7 factors)
Momentum
A
77.0% avg (4 factors)
Risk
A
77.1% 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 | 0.600 | —0 | — | |
| Value %ile | 0.600 | —0 | — | |
| Quality %ile | 0.080 | —7 | — | |
| Momentum %ile | 0.820 | —7 | — | |
| F-Score | 3.000 | —7 | — | |
| Confidence | 0.729 | —7 | — | |
| Volatility | 0.238 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.84
Earnings Yield (E/P)
0.0779
Price / Sales
0.95
Price / Book
2.07
FCF Yield
-7.5%
EBITDA / EV
12.4%
Sales Yield (1/P·S)
0.6191
Shareholder Yield
Div + net buyback / mktcap
5.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.6%
Return on Assets
2.3%
Net Margin
5.3%
Operating Margin
12.6%
Gross Profit / Assets
Novy-Marx GPA
13.5%
Current Ratio
1.08
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.031
MomentumPrice trend strength over different horizons
6M Return
18.4%
12M Return
44.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
44.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.87
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-2.5%
Earnings Growth (YoY)
-7.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
5.0%
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
37
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
31
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
35
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity