Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/0881ce5a-d552-4ccd-9f62-ca4711c51359/
AMCX
AMC Networks IncSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
#15
◆
Quality × Value
QV 0.870
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 8.8
◇
VC2 Cheapest
VC2 2
📐
EBITDA/EV
56.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
5.4%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 52%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 97%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 1.08
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
8.8×
P/S
0.2×
P/B
0.5×
E/P
0.1443
FCF Yield
0.159
EBITDA/EV
0.563
SH Yield
0.054
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 8.8x places this firmly in deep value territory. FCF yield of 15.9% 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
78.0%ile
ROE
0.055
ROA
0.014
Net Margin
0.023
Op Margin
0.112
GPA
0.295
D/E
3.02
Current
1.75
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.034
Stability
4.509
lower=better
Accruals
-0.054
lower=better
5yr Consist
No
Highly leveraged with D/E of 3.02 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
26.7%
12M Return
70.6%
12-1 Mom
52.2%
Risk-Adj
1.08
Vol 252d
48.4%
Vol 60d
101.0%
↑ Expanding
Max DD 12M
-34.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 52% is very strong — a clear uptrend. Near-term vol (101%) is expanding vs long-term (48%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 244 peers
Sector Value %ile
95.9%
Sector Quality %ile
75.1%
P/E z-score
-0.39
P/B z-score
-0.18
Sector Avg OS
51.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (78th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (97th value) with strong momentum (88th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 5.4% backed by 15.9% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (88th) but high volatility (48%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (101%) significantly exceeds 252-day (48%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
94.2% avg (7 factors)
Quality
D
38.5% avg (8 factors)
Momentum
A
80.7% avg (4 factors)
Risk
D
36.0% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.980 | —7 | — | |
| Value %ile | 0.970 | —7 | — | |
| Quality %ile | 0.780 | —7 | — | |
| Momentum %ile | 0.880 | —7 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.910 | —7 | — | |
| Volatility | 0.484 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.78
Earnings Yield (E/P)
0.1443
Price / Sales
0.20
Price / Book
0.48
Price / Cash Flow
1.76
FCF Yield
15.9%
EBITDA / EV
56.3%
Sales Yield (1/P·S)
1.2889
Shareholder Yield
Div + net buyback / mktcap
5.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.5%
Return on Assets
1.4%
Net Margin
2.3%
Operating Margin
11.2%
Gross Profit / Assets
Novy-Marx GPA
29.5%
Debt / Equity
3.02
Current Ratio
1.75
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.054
MomentumPrice trend strength over different horizons
6M Return
26.7%
12M Return
70.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
52.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.08
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-3.4%
Earnings Stability (CV)
Lower = more stable
4.509
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Buyback Yield
5.4%
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
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
15
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