Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9881e3e3-8667-49b4-a666-a69834580158/

GYM

The Gym Group plc
Chart
210.00 GBp
Latest Week 2026-07-24
Consumer CyclicalLeisureSMALL
Snapshot 2026-07-26 · 0.7w · Fresh
0.53
OS Score
11.0%
Value
92.0%
Quality
92.0%
Momentum
8/9
F-Score
0.318
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 40%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.89
⚡
Risk-Adj Momentum
RAM 1.49
V
Value Analysis
Cheapness relative to fundamentals
11.0%ile
P/E
49.4×
P/S
1.5×
P/B
2.6×
E/P
0.0400
FCF Yield
0.066
EBITDA/EV
0.118
SH Yield
0.005
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
84.00000000
/100 — 1=cheapest
VC2 (Trending Value)
88.00000000
/100
VC3 (Buyback)
88.00000000
/100
P/E of 49.4x is premium-priced — the market is paying up for expected growth. FCF yield of 6.6% is strong — the business generates significant free cash relative to price. VC2 score of 88.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
92.0%ile
ROE
0.052
ROA
0.012
Net Margin
0.030
Op Margin
0.126
GPA
0.393
Current
0.15
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.082
Earn Growth
0.690
Accruals
-0.154
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
92.0%ile
6M Return
26.1%
12M Return
36.9%
12-1 Mom
39.5%
Risk-Adj
1.49
Vol 252d
26.4%
Vol 60d
60.7%
↑ Expanding
Max DD 12M
-10.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 40% is very strong — a clear uptrend. Near-term vol (61%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.53
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 116 peers
Sector Value %ile
7.7%
Sector Quality %ile
91.5%
P/E z-score
1.20
P/B z-score
-0.04
Sector Avg OS
53.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CFX Colefax Group PLC 99.0% 95.0% 96.0% 97.0%
G4M Gear4music (Holdings) plc 97.0% 97.0% 82.0% 90.0%
FRAS Frasers Group Plc 96.0% 94.0% 85.0% 83.0%
BOWL Hollywood Bowl Group plc 95.0% 80.0% 94.0% 85.0%
MOON Moonpig Group PLC 95.0% 83.0% 88.0% 86.0%
MTC Mothercare plc 93.0% 79.0% 80.0% 80.0%
WRKS TheWorks.co.uk plc 93.0% 78.0% 79.0% 79.0%
MOTR Motorpoint Group Plc 93.0% 79.0% 80.0% 80.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (92th) and momentum (92th) but expensive (11th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (92th) but expensive (11th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (61%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
47.1% avg (7 factors)
Quality
D
39.5% avg (7 factors)
Momentum
B
73.2% avg (4 factors)
Risk
B
72.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.530—0—
Value %ile0.110—8—
Quality %ile0.920—8—
Momentum %ile0.920—8—
F-Score8.000—8—
Confidence0.719—8—
Volatility0.264—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
49.38
Earnings Yield (E/P)
0.0400
Price / Sales
1.49
Price / Book
2.58
Price / Cash Flow
3.57
FCF Yield
6.6%
EBITDA / EV
11.8%
Sales Yield (1/P·S)
0.3172
Shareholder Yield
Div + net buyback / mktcap
0.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.2%
Return on Assets
1.2%
Net Margin
3.0%
Operating Margin
12.6%
Gross Profit / Assets
Novy-Marx GPA
39.3%
Current Ratio
0.15
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.154
MomentumPrice trend strength over different horizons
6M Return
26.1%
12M Return
36.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
39.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.49
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
8.2%
Earnings Growth (YoY)
69.0%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Buyback Yield
0.5%
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
84
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
88
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
88
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