Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9e2b6c1f-acb1-494a-b202-7c62e3cc5f50/
GGB
Gerdau SA ADRSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
#12.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
44.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
13.9%
💰
High Yield
Div 13.9%
🚀
Momentum Leaders
12-1 68%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.93
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
5.6×
P/S
0.1×
P/B
0.2×
E/P
0.1801
FCF Yield
0.815
EBITDA/EV
0.444
SH Yield
0.139
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 5.6x places this firmly in deep value territory. FCF yield of 81.5% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
20.0%ile
ROE
0.031
ROA
0.020
Net Margin
0.024
Op Margin
0.063
GPA
0.103
D/E
0.53
Current
2.76
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.015
Earn Growth
-0.499
Stability
1.347
lower=better
Accruals
-0.086
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
33.7%
12M Return
60.0%
12-1 Mom
67.8%
Risk-Adj
1.93
Vol 252d
35.2%
Vol 60d
77.1%
↑ Expanding
Max DD 12M
-25.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 68% is very strong — a clear uptrend. Risk-adjusted momentum of 1.93 is excellent — strong returns relative to volatility. Near-term vol (77%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.9
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 224 peers
Sector Value %ile
99.1%
Sector Quality %ile
29.3%
P/E z-score
-0.42
P/B z-score
-0.10
Sector Avg OS
54.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (98th value) with strong momentum (88th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (98th value) but weak quality (20th). Classic value trap risk.
Strong Capital Return
Shareholder yield 13.9% backed by 81.5% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (77%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
99.8% avg (7 factors)
Quality
C
46.0% avg (8 factors)
Momentum
A
88.2% avg (4 factors)
Risk
C
58.1% avg (1 factors)
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 | 0.900 | —1 | — | |
| Value %ile | 0.980 | —1 | — | |
| Quality %ile | 0.200 | —1 | — | |
| Momentum %ile | 0.880 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.352 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
5.55
Earnings Yield (E/P)
0.1801
Price / Sales
0.13
Price / Book
0.17
Price / Cash Flow
1.06
FCF Yield
81.5%
EBITDA / EV
44.4%
Sales Yield (1/P·S)
3.8155
Shareholder Yield
Div + net buyback / mktcap
13.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
3.1%
Return on Assets
2.0%
Net Margin
2.4%
Operating Margin
6.3%
Gross Profit / Assets
Novy-Marx GPA
10.3%
Debt / Equity
0.53
Current Ratio
2.76
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.086
MomentumPrice trend strength over different horizons
6M Return
33.7%
12M Return
60.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
67.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.93
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.5%
Earnings Growth (YoY)
-49.9%
Earnings Stability (CV)
Lower = more stable
1.347
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
13.9%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
12
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity