Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c81468e5-8954-4a39-93aa-a6a635a85a4a/
GWO
Great-West Lifeco Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
5 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
4.9%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 52%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 16%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 3.27
V
Value Analysis
Cheapness relative to fundamentals
31.0%ile
P/E
17.8×
P/S
1.9×
P/B
2.5×
E/P
0.0643
FCF Yield
0.034
EBITDA/EV
0.072
SH Yield
0.049
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
74.00000000
/100 — 1=cheapest
VC2 (Trending Value)
69.00000000
/100
VC3 (Buyback)
71.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
35.0%ile
ROE
0.138
ROA
0.005
Net Margin
0.105
Op Margin
0.129
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.126
Earn Growth
0.041
Stability
0.140
lower=better
Accruals
0.002
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
76.0%ile
6M Return
30.6%
12M Return
64.5%
12-1 Mom
51.9%
Risk-Adj
3.27
Vol 252d
15.9%
Vol 60d
36.4%
↑ Expanding
Max DD 12M
-8.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 52% is very strong — a clear uptrend. Risk-adjusted momentum of 3.27 is excellent — strong returns relative to volatility. Near-term vol (36%) is expanding vs long-term (16%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.38
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 82 peers
Sector Value %ile
16.9%
Sector Quality %ile
39.8%
P/E z-score
0.15
P/B z-score
0.06
Sector Avg OS
58.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (36%) significantly exceeds 252-day (16%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
59.7% avg (7 factors)
Quality
D
40.8% avg (5 factors)
Momentum
A
93.9% avg (4 factors)
Risk
A
90.2% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.380 | —0 | — | |
| Value %ile | 0.310 | —0 | — | |
| Quality %ile | 0.350 | —0 | — | |
| Momentum %ile | 0.760 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.848 | —1 | — | |
| Volatility | 0.159 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.85
Earnings Yield (E/P)
0.0643
Price / Sales
1.88
Price / Book
2.46
Price / Cash Flow
27.15
FCF Yield
3.4%
EBITDA / EV
7.2%
Sales Yield (1/P·S)
0.4970
Shareholder Yield
Div + net buyback / mktcap
4.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.8%
Return on Assets
0.5%
Net Margin
10.5%
Operating Margin
12.9%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.002
External Financing
Net issuance — lower=better
0.002
MomentumPrice trend strength over different horizons
6M Return
30.6%
12M Return
64.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
51.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.27
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
12.6%
Earnings Growth (YoY)
4.1%
Earnings Stability (CV)
Lower = more stable
0.140
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
5
Dividend Yield
0.0%
Buyback Yield
1.8%
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
74
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
69
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
71
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