Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b79d46ce-dfe0-46de-b3af-4aecaf2dc1f3/
GS
Goldman Sachs Group IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
4 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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 54%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 23%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.37
V
Value Analysis
Cheapness relative to fundamentals
14.0%ile
P/E
17.7×
P/S
2.9×
P/B
2.6×
E/P
0.0565
FCF Yield
-0.036
EBITDA/EV
0.024
SH Yield
0.018
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
79.00000000
/100 — 1=cheapest
VC2 (Trending Value)
75.00000000
/100
VC3 (Buyback)
75.00000000
/100
Negative FCF yield (-3.6%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
10.0%ile
ROE
0.147
ROA
0.009
Net Margin
0.163
Op Margin
0.206
GPA
0.030
D/E
15.77
Current
0.02
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.124
Earn Growth
0.214
Stability
0.215
lower=better
Accruals
0.028
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 15.77 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
22.2%
12M Return
71.8%
12-1 Mom
54.2%
Risk-Adj
2.37
Vol 252d
22.9%
Vol 60d
50.5%
↑ Expanding
Max DD 12M
-18.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 54% is very strong — a clear uptrend. Risk-adjusted momentum of 2.37 is excellent — strong returns relative to volatility. Near-term vol (51%) is expanding vs long-term (23%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.13
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 500 peers
Sector Value %ile
0.2%
Sector Quality %ile
1.0%
P/E z-score
0.18
P/B z-score
-0.01
Sector Avg OS
86.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (23%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
43.8% avg (7 factors)
Quality
D
30.6% avg (8 factors)
Momentum
A
87.3% avg (4 factors)
Risk
A
78.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.130 | —1 | — | |
| Value %ile | 0.140 | —1 | — | |
| Quality %ile | 0.100 | —1 | — | |
| Momentum %ile | 0.880 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.229 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.71
Earnings Yield (E/P)
0.0565
Price / Sales
2.89
Price / Book
2.61
FCF Yield
-3.6%
EBITDA / EV
2.4%
Sales Yield (1/P·S)
0.1044
Shareholder Yield
Div + net buyback / mktcap
1.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.7%
Return on Assets
0.9%
Net Margin
16.3%
Operating Margin
20.6%
Gross Profit / Assets
Novy-Marx GPA
3.0%
Debt / Equity
15.77
Current Ratio
0.02
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.028
MomentumPrice trend strength over different horizons
6M Return
22.2%
12M Return
71.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
54.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.37
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-12.4%
Earnings Growth (YoY)
21.4%
Earnings Stability (CV)
Lower = more stable
0.215
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
1.8%
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
79
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
75
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
75
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