Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/435a6381-c95d-426c-b570-b9cfeddfdd83/
MAX
MediaAlpha Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 73th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
73.0%ile
P/E
13.0×
P/S
0.4×
P/B
264.2×
E/P
0.0771
FCF Yield
0.063
SH Yield
0.002
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
34.00000000
/100 — 1=cheapest
VC2 (Trending Value)
67.00000000
/100
VC3 (Buyback)
67.00000000
/100
FCF yield of 6.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
11.0%ile
ROE
20.364
ROA
0.106
Net Margin
0.034
Op Margin
-0.037
GPA
0.469
D/E
206.99
Current
1.46
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.157
Earn Growth
1.472
Stability
2.095
lower=better
Accruals
-0.004
lower=better
5yr Consist
No
ROE of 2036% is exceptional. Highly leveraged with D/E of 206.99 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
16.0%ile
6M Return
-30.6%
12M Return
-14.1%
12-1 Mom
-13.7%
Risk-Adj
-0.25
Vol 252d
55.6%
Vol 60d
124.7%
↑ Expanding
Max DD 12M
-45.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -14% signals a downtrend — price is moving against you. Near-term vol (125%) is expanding vs long-term (56%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.39
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 264 peers
Sector Value %ile
67.5%
Sector Quality %ile
9.8%
P/E z-score
-0.33
P/B z-score
0.89
Sector Avg OS
55.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Cheap for a Reason?
Looks cheap (73th value) but weak quality (11th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 16% with P/E of 13×. Growth isn't fully priced in.
Falling Knife
Weak momentum (16th) despite looking cheap (73th value). Wait for momentum to stabilise.
Leveraged Returns
Strong ROE (2036%) boosted by high leverage (D/E 207.0). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (125%) significantly exceeds 252-day (56%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
51.0% avg (6 factors)
Quality
C
47.3% avg (8 factors)
Momentum
F
12.9% avg (4 factors)
Risk
F
23.9% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.390 | —0 | — | |
| Value %ile | 0.730 | —1 | — | |
| Quality %ile | 0.110 | —1 | — | |
| Momentum %ile | 0.160 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.556 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.98
Earnings Yield (E/P)
0.0771
Price / Sales
0.44
Price / Book
264.23
Price / Cash Flow
12.56
FCF Yield
6.3%
Sales Yield (1/P·S)
1.8002
Shareholder Yield
Div + net buyback / mktcap
0.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2036.4%
Return on Assets
10.6%
Net Margin
3.4%
Operating Margin
-3.7%
Gross Profit / Assets
Novy-Marx GPA
46.9%
Debt / Equity
206.99
Current Ratio
1.46
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.004
MomentumPrice trend strength over different horizons
6M Return
-30.6%
12M Return
-14.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-13.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.25
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
15.7%
Earnings Growth (YoY)
147.2%
Earnings Stability (CV)
Lower = more stable
2.095
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.2%
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
34
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
67
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
67
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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