Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/449ca5ac-a679-42a7-ab82-a9172565d7b9/

GTN-A

Gray Television Inc
Chart
$7.91
Latest Week 2026-06-05
Communication ServicesBroadcastingSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.78
OS Score
83.0%
Value
18.0%
Quality
68.0%
Momentum
#67.00000000
TV Rank
4/9
F-Score
0.387
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 3.00000000
📐
EBITDA/EV
15.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
11.2%
💰
High Yield
Div 11.2%
🚀
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
83.0%ile
P/S
0.2×
P/B
0.3×
FCF Yield
0.043
EBITDA/EV
0.155
SH Yield
0.112
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
5.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
18.0%ile
ROE
-0.035
ROA
-0.009
Net Margin
-0.031
Op Margin
0.113
GPA
0.284
D/E
2.73
Current
1.20
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.145
Stability
3.236
lower=better
Accruals
-0.025
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.73 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
68.0%ile
6M Return
-8.6%
12M Return
2.2%
12-1 Mom
48.6%
Risk-Adj
0.63
Vol 252d
76.8%
Vol 60d
187.6%
↑ Expanding
Max DD 12M
-50.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 49% is very strong — a clear uptrend. Near-term vol (188%) is expanding vs long-term (77%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.78
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services · 264 peers
Sector Value %ile
76.6%
Sector Quality %ile
15.5%
P/B z-score
-0.09
Sector Avg OS
54.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
AMX America Movil SAB de CV ADR 99.0% 98.0% 98.0% 86.0%
BODI The Beachbody Company, Inc. 99.0% 92.0% 91.0% 97.0%
TIMB TIM Participacoes SA 99.0% 98.0% 98.0% 79.0%
VIV Telefonica Brasil SA ADR 98.0% 98.0% 91.0% 81.0%
AMCX AMC Networks Inc 98.0% 98.0% 77.0% 83.0%
TIGO Millicom International Cellular SA 97.0% 81.0% 98.0% 95.0%
RCI Rogers Communications Inc 97.0% 96.0% 71.0% 84.0%
TV Grupo Televisa SAB ADR 96.0% 97.0% 71.0% 80.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (83th value) but weak quality (18th). Classic value trap risk.
Volatility Expanding
60-day vol (188%) significantly exceeds 252-day (77%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.5% avg (5 factors)
Quality
F
29.9% avg (8 factors)
Momentum
C
50.3% avg (4 factors)
Risk
F
0.0% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.780—1—
Value %ile0.830—1—
Quality %ile0.180—1—
Momentum %ile0.680—0—
F-Score4.000—1—
Confidence0.909—1—
Volatility0.768—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.25
Price / Book
0.28
Price / Cash Flow
4.86
FCF Yield
4.3%
EBITDA / EV
15.5%
Sales Yield (1/P·S)
0.4918
Shareholder Yield
Div + net buyback / mktcap
11.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-3.5%
Return on Assets
-0.9%
Net Margin
-3.1%
Operating Margin
11.3%
Gross Profit / Assets
Novy-Marx GPA
28.4%
Debt / Equity
2.73
Current Ratio
1.20
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.025
MomentumPrice trend strength over different horizons
6M Return
-8.6%
12M Return
2.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
48.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.63
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-14.5%
Earnings Stability (CV)
Lower = more stable
3.236
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
11.2%
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
5
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
67
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