Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f964dc1b-8122-4739-a2eb-b7cca8401e08/

GS2C

GameStop Corp.
Chart
€18.90
Latest Week 2026-06-05
Consumer CyclicalSpecialty RetailMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.09
OS Score
35.0%
Value
33.0%
Quality
12.0%
Momentum
6/9
F-Score
0.340
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
0 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
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
35.0%ile
P/E
20.3×
P/S
2.3×
P/B
1.6×
E/P
0.0494
FCF Yield
0.091
EBITDA/EV
0.046
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
71.00000000
/100 — 1=cheapest
VC2 (Trending Value)
75.00000000
/100
VC3 (Buyback)
77.00000000
/100
FCF yield of 9.1% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
33.0%ile
ROE
0.077
ROA
0.040
Net Margin
0.115
Op Margin
0.079
GPA
0.115
Current
15.30
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.051
Earn Growth
2.176
Stability
0.444
lower=better
Accruals
-0.019
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
12.0%ile
6M Return
-3.8%
12M Return
-27.7%
12-1 Mom
-21.3%
Risk-Adj
-0.69
Vol 252d
30.8%
Vol 60d
72.5%
↑ Expanding
Max DD 12M
-22.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -21% signals a downtrend — price is moving against you. Near-term vol (72%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.09
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical · 86 peers
Sector Value %ile
34.5%
Sector Quality %ile
42.5%
P/E z-score
-0.26
P/B z-score
-0.37
Sector Avg OS
48.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
HMSB H & M Hennes & Mauritz AB (publ) 99.0% 99.0% 92.0% 92.0%
BIJ Bijou Brigitte modische Accessoires Aktiengesellschaft 97.0% 78.0% 96.0% 77.0%
AFT Abercrombie & Fitch Co. 96.0% 92.0% 83.0% 59.0%
BOSS Hugo Boss AG 93.0% 89.0% 95.0% 27.0%
TUI1 TUI AG 93.0% 97.0% 79.0% 30.0%
DEX Delticom AG 92.0% 97.0% 41.0% 63.0%
ZIL2 ElringKlinger AG 90.0% 94.0% 20.0% 81.0%
FAU Forvia SE 89.0% 89.0% 25.0% 84.0%
Factor Interactions
Volatility Expanding
60-day vol (72%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
55.0% avg (7 factors)
Quality
C
46.4% avg (7 factors)
Momentum
F
12.0% avg (4 factors)
Risk
B
65.3% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.090—1—
Value %ile0.350—0—
Quality %ile0.330—0—
Momentum %ile0.120—1—
F-Score6.000—0—
Confidence0.939—1—
Volatility0.308—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
20.25
Earnings Yield (E/P)
0.0494
Price / Sales
2.33
Price / Book
1.56
Price / Cash Flow
13.78
FCF Yield
9.1%
EBITDA / EV
4.6%
Sales Yield (1/P·S)
0.5559
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.7%
Return on Assets
4.0%
Net Margin
11.5%
Operating Margin
7.9%
Gross Profit / Assets
Novy-Marx GPA
11.5%
Current Ratio
15.30
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.019
MomentumPrice trend strength over different horizons
6M Return
-3.8%
12M Return
-27.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-21.3%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.69
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.1%
Earnings Growth (YoY)
217.6%
Earnings Stability (CV)
Lower = more stable
0.444
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
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
71
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
75
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
77
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