Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/09ddf59d-62b1-41b1-8c63-823263f871b8/
SIRI
Sirius XM Holding IncSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
#19.00000000
◆
Quality × Value
QV 0.769
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 5.00000000
📐
EBITDA/EV
11.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.0%
💰
High Yield
Div 4.0%
🚀
Momentum Leaders
12-1 28%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
91.0%ile
P/E
10.8×
P/S
1.1×
P/B
0.8×
E/P
0.0927
FCF Yield
0.133
EBITDA/EV
0.116
SH Yield
0.040
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
6.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
5.00000000
/100
P/E of 10.8x places this firmly in deep value territory. FCF yield of 13.3% is strong — the business generates significant free cash relative to price. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
65.0%ile
ROE
0.072
ROA
0.031
Net Margin
0.099
Op Margin
0.185
GPA
0.144
D/E
1.31
Current
0.44
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.003
Stability
9.360
lower=better
Accruals
-0.040
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
75.0%ile
6M Return
25.4%
12M Return
28.7%
12-1 Mom
27.9%
Risk-Adj
0.90
Vol 252d
31.0%
Vol 60d
67.3%
↑ Expanding
Max DD 12M
-14.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 28% is very strong — a clear uptrend. Near-term vol (67%) is expanding vs long-term (31%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 264 peers
Sector Value %ile
83.8%
Sector Quality %ile
64.9%
P/E z-score
-0.37
P/B z-score
-0.09
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (91th value) with strong momentum (75th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (67%) significantly exceeds 252-day (31%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
79.1% avg (7 factors)
Quality
D
40.6% avg (8 factors)
Momentum
B
63.1% avg (4 factors)
Risk
B
65.0% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —1 | — | |
| Value %ile | 0.910 | —1 | — | |
| Quality %ile | 0.650 | —0 | — | |
| Momentum %ile | 0.750 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.310 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.79
Earnings Yield (E/P)
0.0927
Price / Sales
1.06
Price / Book
0.78
Price / Cash Flow
4.74
FCF Yield
13.3%
EBITDA / EV
11.6%
Sales Yield (1/P·S)
0.4564
Shareholder Yield
Div + net buyback / mktcap
4.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.2%
Return on Assets
3.1%
Net Margin
9.9%
Operating Margin
18.5%
Gross Profit / Assets
Novy-Marx GPA
14.4%
Debt / Equity
1.31
Current Ratio
0.44
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.040
MomentumPrice trend strength over different horizons
6M Return
25.4%
12M Return
28.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
27.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.90
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.3%
Earnings Stability (CV)
Lower = more stable
9.360
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
4.0%
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
6
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
19
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity