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GCMG
GCM Grosvenor IncSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
✗
◆
Quality × Value
QV 0.923
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
16.4%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
Div 3.4%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 86%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.96
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
86.0%ile
P/E
16.4×
P/S
1.5×
P/B
32.4×
E/P
0.1606
FCF Yield
0.182
EBITDA/EV
0.164
SH Yield
0.011
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
26.00000000
/100 — 1=cheapest
VC2 (Trending Value)
30.00000000
/100
VC3 (Buyback)
21.00000000
/100
FCF yield of 18.2% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
99.0%ile
ROE
1.976
ROA
0.073
Net Margin
0.092
Op Margin
0.343
GPA
0.792
D/E
22.22
Current
2.28
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.054
Earn Growth
1.957
Stability
0.736
lower=better
Accruals
-0.220
lower=better
5yr Consist
No
ROE of 198% is exceptional. Highly leveraged with D/E of 22.22 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
71.0%ile
6M Return
20.2%
12M Return
21.1%
12-1 Mom
0.5%
Risk-Adj
0.01
Vol 252d
38.7%
Vol 60d
93.3%
↑ Expanding
Max DD 12M
-25.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (93%) is expanding vs long-term (39%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
63.3%
Sector Quality %ile
100.0%
P/E z-score
-0.01
P/B z-score
2.45
Sector Avg OS
85.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (86th) and quality (99th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (86th value) with strong momentum (71th). The market is starting to recognise the value.
Leveraged Returns
Strong ROE (198%) boosted by high leverage (D/E 22.2). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (93%) significantly exceeds 252-day (39%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
67.4% avg (7 factors)
Quality
B
69.4% avg (8 factors)
Momentum
D
44.7% avg (4 factors)
Risk
C
52.2% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.960 | —6 | — | |
| Value %ile | 0.860 | —6 | — | |
| Quality %ile | 0.990 | —6 | — | |
| Momentum %ile | 0.710 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.951 | —6 | — | |
| Volatility | 0.387 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.40
Earnings Yield (E/P)
0.1606
Price / Sales
1.50
Price / Book
32.40
Price / Cash Flow
4.09
FCF Yield
18.2%
EBITDA / EV
16.4%
Sales Yield (1/P·S)
0.4685
Shareholder Yield
Div + net buyback / mktcap
1.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
197.6%
Return on Assets
7.3%
Net Margin
9.2%
Operating Margin
34.3%
Gross Profit / Assets
Novy-Marx GPA
79.2%
Debt / Equity
22.22
Current Ratio
2.28
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.220
External Financing
Net issuance — lower=better
0.117
MomentumPrice trend strength over different horizons
6M Return
20.2%
12M Return
21.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
0.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.01
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.4%
Earnings Growth (YoY)
195.7%
Earnings Stability (CV)
Lower = more stable
0.736
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
3.4%
Buyback Yield
-2.3%
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
26
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
30
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
21
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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