Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4e06fc81-7902-4e05-bb22-58c158f4af10/

TKO

TKO Group Holdings, Inc.
Chart
180.62 USD
Latest Week 2026-07-24
Communication ServicesEntertainmentLARGE
Snapshot 2026-07-26 · 0.9w · Fresh
0.41
OS Score
24.0%
Value
66.0%
Quality
66.0%
Momentum
5/9
F-Score
0.398
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
14.3%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 29%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
24.0%ile
P/E
59.8×
P/S
2.7×
P/B
4.0×
E/P
0.0423
FCF Yield
0.089
EBITDA/EV
0.067
SH Yield
0.143
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
79.00000000
/100 — 1=cheapest
VC2 (Trending Value)
69.00000000
/100
VC3 (Buyback)
70.00000000
/100
P/E of 59.8x is premium-priced — the market is paying up for expected growth. FCF yield of 8.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
66.0%ile
ROE
0.067
ROA
0.014
Net Margin
0.045
Op Margin
0.183
GPA
0.163
D/E
2.22
Current
1.28
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.090
Earn Growth
0.319
Stability
0.677
lower=better
Accruals
-0.100
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.22 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
66.0%ile
6M Return
-11.2%
12M Return
7.9%
12-1 Mom
28.9%
Risk-Adj
0.88
Vol 252d
32.7%
Vol 60d
70.3%
↑ Expanding
Max DD 12M
-18.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 29% is very strong — a clear uptrend. Near-term vol (70%) is expanding vs long-term (33%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.41
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services · 241 peers
Sector Value %ile
21.1%
Sector Quality %ile
64.9%
P/E z-score
0.48
P/B z-score
-0.04
Sector Avg OS
50.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
TIMB TIM Participacoes SA 99.0% 98.0% 98.0% 77.0%
AMX America Movil SAB de CV ADR 99.0% 98.0% 96.0% 83.0%
VIV Telefonica Brasil SA ADR 98.0% 98.0% 89.0% 78.0%
BODI The Beachbody Company, Inc. 98.0% 94.0% 78.0% 95.0%
AMCX AMC Networks Inc 98.0% 97.0% 78.0% 86.0%
TIGO Millicom International Cellular SA 97.0% 78.0% 97.0% 96.0%
TBLA Taboola 97.0% 92.0% 87.0% 83.0%
DDI Doubledown Interactive Co Ltd 97.0% 97.0% 92.0% 67.0%
Factor Interactions
Strong Capital Return
Shareholder yield 14.3% backed by 8.9% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (70%) significantly exceeds 252-day (33%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.7% avg (7 factors)
Quality
D
41.6% avg (8 factors)
Momentum
C
46.2% avg (4 factors)
Risk
B
62.1% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.410—0—
Value %ile0.240—8—
Quality %ile0.660—0—
Momentum %ile0.660—0—
F-Score5.000—0—
Confidence0.929—8—
Volatility0.327—0—
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
59.82
Earnings Yield (E/P)
0.0423
Price / Sales
2.67
Price / Book
4.01
Price / Cash Flow
7.44
FCF Yield
8.9%
EBITDA / EV
6.7%
Sales Yield (1/P·S)
0.2309
Shareholder Yield
Div + net buyback / mktcap
14.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.7%
Return on Assets
1.4%
Net Margin
4.5%
Operating Margin
18.3%
Gross Profit / Assets
Novy-Marx GPA
16.3%
Debt / Equity
2.22
Current Ratio
1.28
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.100
MomentumPrice trend strength over different horizons
6M Return
-11.2%
12M Return
7.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
28.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.88
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.0%
Earnings Growth (YoY)
31.9%
Earnings Stability (CV)
Lower = more stable
0.677
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
1.7%
Buyback Yield
12.6%
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
79
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
69
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
70
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