Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/95651745-6702-4301-9c22-67cc3032dfc0/
GSL
Global Ship Lease IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
12 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
#36.00000000
◆
Quality × Value
QV 0.934
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 3.00000000
📐
EBITDA/EV
33.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
ROE 21%
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
6.6%
💰
High Yield
Div 6.6%
🚀
Momentum Leaders
12-1 73%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 98th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.56
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
3.6×
P/S
1.8×
P/B
0.7×
E/P
0.2772
FCF Yield
0.381
EBITDA/EV
0.332
SH Yield
0.066
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 3.6x places this firmly in deep value territory. FCF yield of 38.1% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.206
ROA
0.133
Net Margin
0.502
Op Margin
0.514
GPA
0.141
D/E
0.55
Current
2.26
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.077
Earn Growth
0.005
Stability
0.130
lower=better
Accruals
-0.041
lower=better
5yr Consist
Yes
ROE of 21% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
8.8%
12M Return
58.7%
12-1 Mom
73.2%
Risk-Adj
2.56
Vol 252d
28.5%
Vol 60d
69.0%
↑ Expanding
Max DD 12M
-14.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 73% is very strong — a clear uptrend. Risk-adjusted momentum of 2.56 is excellent — strong returns relative to volatility. Near-term vol (69%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.99
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 500 peers
Sector Value %ile
99.8%
Sector Quality %ile
91.8%
P/E z-score
-0.55
P/B z-score
-0.05
Sector Avg OS
53.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (98th) and quality (89th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (98th value) with strong momentum (88th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 6.6% backed by 38.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (69%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
95.8% avg (7 factors)
Quality
B
73.4% avg (8 factors)
Momentum
A
84.0% avg (4 factors)
Risk
B
69.1% 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 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.990 | —1 | — | |
| Value %ile | 0.980 | —1 | — | |
| Quality %ile | 0.890 | —1 | — | |
| Momentum %ile | 0.880 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.285 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
3.61
Earnings Yield (E/P)
0.2772
Price / Sales
1.81
Price / Book
0.74
Price / Cash Flow
2.76
FCF Yield
38.1%
EBITDA / EV
33.2%
Sales Yield (1/P·S)
0.4835
Shareholder Yield
Div + net buyback / mktcap
6.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
20.6%
Return on Assets
13.3%
Net Margin
50.2%
Operating Margin
51.4%
Gross Profit / Assets
Novy-Marx GPA
14.1%
Debt / Equity
0.55
Current Ratio
2.26
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.041
MomentumPrice trend strength over different horizons
6M Return
8.8%
12M Return
58.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
73.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.56
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.7%
Earnings Growth (YoY)
0.5%
Earnings Stability (CV)
Lower = more stable
0.130
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
6.6%
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
3
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
36
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