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24

GECCO

🏦 Financial Services

Great Elm Capital Corp. 5.875% Notes due 2026

Conservative #1205Aggressive #1336Low RiskF↑ 27pt
$25.26+0.57%
Day High$25.26
Day Low$25.22
Volume0.0M
Mkt Cap$354M
52W Low $2552W High $27
Market Cap
$353M
P/E Ratio
N/A
Rev Growth
9.8%
Sector avg: 13.4%
Earnings Growth
-86.0%
Profit Margin
-15.1%
Sector avg: -2.8%
Debt/Equity
1.43

Why This Score

GECCO scores 24.4 on the Conservative profile, blending a fundamental score (80% weight, emphasizing quality and stability (84% of fundamental weight)) with a machine-learning signal (20% weight) trained on 82 features across 30 years of data.

Strengths
  • Low volatility (1.5% annualized) — well-suited for risk-averse portfolios.
Risk Factors
  • Liquidity concern: Limited trading volume or float results in a 25-point penalty for execution risk.
  • Elevated leverage (D/E 1.43) increases financial risk in a rising-rate environment.

Net penalties of -31.4 points significantly impact the ranking. Without these adjustments, GECCO would rank considerably higher.

Score Breakdown

Overall Score24.4
Fundamental Score53.1
ML Score47.0

Score by Horizon

3 Month
2.0
6 Month
2.2
Primary
1 Year
2.3

Quality Assessment

F
Quality Grade
Low quality — significant fundamental weaknesses
1 quality flag detected — see details below. These penalties are already factored into the final score.
Quality Flags
High accrual ratio (316.6%) — earnings quality concern

Position Sizing

Suggested Allocation
5%
Confidence
medium

Score Composition Waterfall

How each component affects the final score
Backtested Scoring Levers (IC-calibrated from 30y ElasticNet)
Weinstein (12.1%)
20
Topping
Sentiment (2.5%)
41
Neutral
Analyst (6.4%)
50
Neutral
Tradability (post-hoc)
0
Grade Fvery low volume, very low dollar volume
Base
21.9
SHAP
+3.2
Factors
-0.3
Conviction
-0.4
Final
24.4
Positive adjustment
Negative adjustment
Base blend
Final score

Factor Breakdown

46AVG
Value50
Quality11
Growth30
Stability78
Investment63

Signal SegmentsComputed from ML features

Fundamental (Valuation, Quality, Growth)38.0
Technical (Momentum, Weinstein, Volatility)80.0
External (Sentiment, Analyst, Macro)60.0
Scores below 50 indicate weakness in that segment relative to the universe.

Data Quality

Score
Features
Confidence
Feature Coverage89%

Growth Estimates

Short-term
-10.3% to -3.4%
Medium-term
-13.7% to -4.0%
Long-term
-17.1% to -4.6%

ML Model Core Features100 trained inputs → ML Score: 47

These features are direct inputs to the machine learning model. The model was trained on these signals alongside 100 features (including 12 momentum/technical indicators) to produce the ML percentile score.

Analyst Intelligence
Consensus Score50.0/100
Target Upside+0.0%
Coverage0 analysts
Market Sentiment
Sentiment Score41.2/100
News Volume0 articles
Technical Stage
Weinstein Stage3 — Topping
12M Momentum+0.1%
6M Momentum+0.0%
Volatility+0.0%
Momentum & Technical
Momentum Acceleration+3.5%
Momentum ConsistencyModerate (0.47)
Relative Strength vs Sector-2.3%
Trend Strength (ADX Proxy)Strong (4.4)
Momentum Quality+0.065
Momentum BreadthBroad ✓
Macro Regime
Bull RegimeYes
High Vol RegimeNo
S&P 500 Return+25.0%
Yield Curve-0.1bp

Sector-Relative AnalysisIn-model features

Value Trap Signal
8%
Low risk
Sector RevGr Rank
P66
Revenue growth vs Financial Services peers
Sector PE Rank
P26
Valuation vs Financial Services peers
Sector FCF Rank
P97
Free cash flow vs Financial Services peers
Growth Deviation
+0.1σ
Z-score vs sector median
Stagnation Flag
NO
Not flagged

Analysis Signals

Scoring Factors
Fundamental score of 53 relative to sector peers53/100
Machine learning ensemble ranks this stock at the 47th percentileP47
Blended score: 80% fundamental (53) + 20% ML (47) = 51.951.9
Risk assessment: low. Low vol 0.0%; Drawdown 2% → 0.0ptLow
Earnings quality grade F: quality flags triggered — see details below. Score adjusted by 0 pointsGrade F
SHAP feature alignment: +3.2pt (features align with model priorities)SHAP
Conviction adj: -0.4pt (conviction=N/A)Conviction
Risk Factors
Quality concern: High accrual ratio (316.6%) — earnings quality concernFlag
Liquidity penalty: -25.0pt (grade F)Liquidity

Sector Peer Comparison(Financial Services — Rank #294 of 356 stocks)

StockScoreP/ERev GrowthMarginMkt Cap
GECCO24.4N/A9.8%-15.1%$353M
CME86.427.29.9%57.5%$114.0B
FHB84.911.83.2%24.2%$3.1B
ACT84.58.92.4%54.6%$6.1B
CINF84.210.711.4%18.9%$25.4B
SEIC82.214.010.7%27.3%$9.9B
TROW79.910.13.1%28.5%$20.5B
QQQX79.710.448.6%257.3%$1.4B
IBOC78.210.67.5%40.1%$4.2B
HWC77.812.2-1.5%24.1%$5.6B
FFIN77.518.811.7%30.7%$4.7B
TRMK77.111.934.8%19.3%$2.6B
NMIH77.17.78.4%55.1%$3.0B
EWBC76.712.74.6%28.3%$15.3B
WSFS76.312.8-3.1%21.1%$3.5B
MCHB76.1N/A123.7%23.2%$3.1B
Sector Average47.526.813.4%-2.8%—

Market Sentimentvia FMP

No analyst sentiment data available for GECCO.

Company Overviewvia FMP

Great Elm Capital is an externally-managed business development company that invests in the debt instruments of middle-market companies. The company seeks to generate current income and capital appreciation through debt and equity investments and invests primarily in senior secured and senior unsecured debt instruments, as well as in junior loans and mezzanine debt of middle-market companies and small businesses.

CEO
Matt D. Kaplan
Beta
0.69
Industry
Asset Management
FMP-Identified Peers

Technical Picturecomputed from daily prices

RSI (14)
75.0
Overbought
Trend
Bearish
10-day vs 50-day MA
From 52W High
-7.1%
High: $27.2
From 52W Low
+1.9%
Low: $24.8
Moving Averages
10-Day
$25.10
Above
20-Day
$25.10
Above
50-Day
$25.10
Above
200-Day
$25.20
Above
60-Day Support
$24.92
60-Day Resistance
$25.38
Weinstein Stage Analysisbased on 200-day SMA framework
Stage 3 — ToppingScore: 28/100

Stock is losing momentum near highs. The 200-day SMA is flattening or beginning to turn. Historically, this stage precedes distribution.

Exercise caution; tighten risk management
Transition signal: 3→4
Price vs 200 SMA
+0.2%
200 SMA Slope (60d)
-0.11%
Flattening
Volume Ratio
1.48x
10d avg vs 50d avg
Days in Stage
1
Confidence: 80%

Entry & Exit Zones

Avoid RSI overbought
$23.86
Stop Entry Now Target
$26.02
No Entry
—
No new entry — distribution phase
Exit Target
$25.26
Reduce at current price ($25.26)
Stop Level
$24.60
Below SMA50 ($24.6)

Stage 3 distribution — institutional selling pressure is building. Avoid new positions. If already holding, consider reducing and tightening stops below SMA50.

Technical zones only — derived from moving averages and price structure. Not financial advice. Past technical patterns do not guarantee future performance.

Financial Statementslast 4 quarters via FMP

MetricQ3 2025Q2 2025Q1 2025Q4 2024
Revenue$17M$14M$12M$9M
Gross Profit$15M$13M$2M$4M
Operating Income$-16M$12M$453,000$2M
Net Income$-22M$12M$453,000$2M
EPS (Diluted)$-1.79$1.02$0.04$0.18
Gross Margin89.3%94.4%16.9%40.3%
Operating Margin-97.0%82.3%3.6%20.2%
Net Margin-131.0%82.3%3.6%20.2%

Why This Stock

Financial Services

Tradability FilterGrade F — 0/100Score impact: -35.4pt

Low Tradability Warning

This stock has limited trading volume and/or float. Institutional investors may face difficulty entering or exiting positions without significant price impact. A post-hoc penalty has been applied to the composite score (this is not a backtested model factor — it is a practical tradability overlay).

Volume
0
25K avg/day
Dollar Vol
0
$643K/day
Float
0
7M shares
Mkt Cap
0
$353M
Range
0
10% spread
Composite Liquidity Score0/100
FDCBA
very low volumevery low dollar volumelow floatsmall caprange bound

Multi-Year Range Analysis

Range-BoundSideways: 100/100
Range-Bound Stock

This stock has traded in a compressed range for 5 of the last 5 years (3-year range: 18.2%). Range-bound stocks may indicate limited upside potential. A -5pt penalty has been applied.

YearLowHighRangeStatus
2021$22.49$26.0914.8%Narrow
2022$23.25$25.7410.2%Narrow
2023$22.67$24.989.7%Narrow
2024$23.71$25.246.3%Narrow
2025$24.65$27.209.8%Narrow
3-Year Range
18.2%
Narrow Years
5 / 5
Sideways Penalty
-5pt

Growth Projection Adjustment

0.7x dampening
range bound

Growth estimates have been dampened based on technical and fundamental signals. This is a post-hoc adjustment to prevent overly optimistic projections for stocks showing declining momentum or deteriorating fundamentals.

Free Float
49.3%
Outstanding Shares
14M
Bid-Ask Spread
10.0%
Institutional Tradable
No

Scores are generated by a multi-stage ML pipeline combining fundamental analysis, ensemble predictions, and structural risk signals. All data is for research purposes only and does not constitute financial advice. Past performance does not guarantee future results.