Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/97d486e1-f8ef-44a7-b810-ad5d182e2fa0/
GFRD
Galliford Try Holdings plcSnapshot 2026-07-12 · 0.6w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.810
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
19.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
F9
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.8%
💰
High Yield
Div 3.7%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 81%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.99
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
81.0%ile
P/E
15.8×
P/S
0.3×
P/B
4.5×
E/P
0.1070
FCF Yield
0.171
EBITDA/EV
0.194
SH Yield
0.058
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
23.00000000
/100 — 1=cheapest
VC2 (Trending Value)
20.00000000
/100
VC3 (Buyback)
23.00000000
/100
FCF yield of 17.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
22.0%ile
ROE
0.283
ROA
0.043
Net Margin
0.018
Op Margin
0.021
GPA
0.195
Current
0.92
F-Score
9/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.063
Earn Growth
0.249
Accruals
-0.041
lower=better
5yr Consist
No
ROE of 28% is exceptional. F-Score of 9/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
-0.4%
12M Return
19.6%
12-1 Mom
14.5%
Risk-Adj
0.50
Vol 252d
28.8%
Vol 60d
48.6%
↑ Expanding
Max DD 12M
-15.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (49%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.81
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 164 peers
Sector Value %ile
80.6%
Sector Quality %ile
25.5%
P/E z-score
-0.25
P/B z-score
0.39
Sector Avg OS
48.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (81th value) with strong momentum (81th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 9/9 with good value (81th). Strong fundamental improvement in a cheap stock.
Cheap for a Reason?
Looks cheap (81th value) but weak quality (22th). Classic value trap risk.
Strong Capital Return
Shareholder yield 5.8% backed by 17.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (49%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.0% avg (7 factors)
Quality
D
39.7% avg (7 factors)
Momentum
C
45.6% avg (4 factors)
Risk
B
68.7% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.810 | —6 | — | |
| Value %ile | 0.810 | —6 | — | |
| Quality %ile | 0.220 | —6 | — | |
| Momentum %ile | 0.810 | —6 | — | |
| F-Score | 9.000 | —6 | — | |
| Confidence | 0.738 | —6 | — | |
| Volatility | 0.288 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.81
Earnings Yield (E/P)
0.1070
Price / Sales
0.28
Price / Book
4.48
Price / Cash Flow
8.09
FCF Yield
17.1%
EBITDA / EV
19.4%
Sales Yield (1/P·S)
5.0523
Shareholder Yield
Div + net buyback / mktcap
5.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
28.3%
Return on Assets
4.3%
Net Margin
1.8%
Operating Margin
2.1%
Gross Profit / Assets
Novy-Marx GPA
19.5%
Current Ratio
0.92
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.041
External Financing
Net issuance — lower=better
0.017
MomentumPrice trend strength over different horizons
6M Return
-0.4%
12M Return
19.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
14.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.50
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.3%
Earnings Growth (YoY)
24.9%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
9
Dividend Yield
3.7%
Buyback Yield
2.1%
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
23
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
20
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
23
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