Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/95f647aa-dc2e-4ce3-8831-6aa35fbdc7ac/

GMX

Globex Mining Enterprises Inc.
Chart
1.93 CAD
Latest Week 2026-06-05
Basic MaterialsOther Industrial Metals & MiningMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.18
OS Score
23.0%
Value
19.0%
Quality
69.0%
Momentum
4/9
F-Score
0.209
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
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
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.14
V
Value Analysis
Cheapness relative to fundamentals
23.0%ile
P/E
14.9×
P/S
73.9×
P/B
2.6×
FCF Yield
-0.006
SH Yield
-0.002
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
75.00000000
/100 — 1=cheapest
VC2 (Trending Value)
81.00000000
/100
VC3 (Buyback)
81.00000000
/100
Negative FCF yield (-0.6%) — the business is currently cash-consumptive. VC2 score of 81.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
19.0%ile
ROE
0.174
ROA
0.169
Net Margin
4.958
Op Margin
-2.500
GPA
0.032
Current
31.96
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.020
Earn Growth
3.554
Stability
1.124
lower=better
Accruals
0.177
lower=better
5yr Consist
No
Accruals ratio of 0.177 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
69.0%ile
6M Return
14.9%
12M Return
36.9%
12-1 Mom
63.1%
Risk-Adj
1.14
Vol 252d
55.6%
Vol 60d
138.2%
↑ Expanding
Max DD 12M
-32.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 63% is very strong — a clear uptrend. Near-term vol (138%) is expanding vs long-term (56%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.18
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 194 peers
Sector Value %ile
22.6%
Sector Quality %ile
16.9%
P/E z-score
-0.38
P/B z-score
-0.42
Sector Avg OS
48.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
APM Andean Precious Metals Corp. 99.0% 93.0% 94.0% 89.0%
IMG IAMGOLD Corporation 98.0% 84.0% 97.0% 90.0%
SBI Serabi Gold plc 98.0% 91.0% 96.0% 87.0%
DC-A Dundee Corporation 98.0% 93.0% 85.0% 80.0%
CEMX CEMATRIX Corporation 97.0% 84.0% 91.0% 82.0%
MSA Mineros S.A. 97.0% 81.0% 89.0% 91.0%
OGC OceanaGold Corporation 97.0% 80.0% 97.0% 85.0%
GAU Galiano Gold Inc. 96.0% 88.0% 93.0% 72.0%
Factor Interactions
Earnings Quality Concern
ROE looks strong (17%) but high accruals (0.177) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (138%) significantly exceeds 252-day (56%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
33.9% avg (5 factors)
Quality
C
48.6% avg (7 factors)
Momentum
B
71.0% avg (4 factors)
Risk
F
24.0% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.180—1—
Value %ile0.230—1—
Quality %ile0.190—1—
Momentum %ile0.690—0—
F-Score4.000—1—
Confidence0.818—1—
Volatility0.556—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
14.90
Price / Sales
73.85
Price / Book
2.59
FCF Yield
-0.6%
Sales Yield (1/P·S)
0.0146
Shareholder Yield
Div + net buyback / mktcap
-0.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.4%
Return on Assets
16.9%
Net Margin
495.8%
Operating Margin
-250.0%
Gross Profit / Assets
Novy-Marx GPA
3.2%
Current Ratio
31.96
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.177
External Financing
Net issuance — lower=better
0.021
MomentumPrice trend strength over different horizons
6M Return
14.9%
12M Return
36.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
63.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.14
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-2.0%
Earnings Growth (YoY)
355.4%
Earnings Stability (CV)
Lower = more stable
1.124
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
Buyback Yield
-0.2%
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
75
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
81
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
81
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