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TKO

TKO Group Holdings, Inc.
Chart
$203.49
Latest Week 2026-06-05
Communication ServicesEntertainmentLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.31
OS Score
3.0%
Value
82.0%
Quality
71.0%
Momentum
5/9
F-Score
0.157
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
0 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
✗
💰
High Yield
✗
🚀
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
3.0%ile
P/E
175.0×
P/S
7.8×
P/B
11.7×
E/P
0.0057
FCF Yield
0.046
EBITDA/EV
0.034
SH Yield
0.018
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
98.00000000
/100 — 1=cheapest
VC2 (Trending Value)
96.00000000
/100
VC3 (Buyback)
96.00000000
/100
P/E of 175.0x is premium-priced — the market is paying up for expected growth. VC2 score of 96.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
82.0%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
71.0%ile
6M Return
1.4%
12M Return
24.3%
12-1 Mom
14.1%
Risk-Adj
0.46
Vol 252d
30.4%
Vol 60d
61.1%
↑ Expanding
Max DD 12M
-16.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (61%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.31
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services · 264 peers
Sector Value %ile
3.0%
Sector Quality %ile
81.1%
P/E z-score
2.55
P/B z-score
-0.05
Sector Avg OS
55.0%
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%
RCI Rogers Communications Inc 97.0% 96.0% 71.0% 84.0%
TIGO Millicom International Cellular SA 97.0% 81.0% 98.0% 95.0%
BCE BCE Inc 96.0% 96.0% 84.0% 69.0%
Factor Interactions
Quality Momentum — Expensive
Strong quality (82th) and momentum (71th) but expensive (3th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (82th) but expensive (3th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (61%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
21.1% avg (7 factors)
Quality
D
41.6% avg (8 factors)
Momentum
C
47.1% avg (4 factors)
Risk
B
66.0% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.310—0—
Value %ile0.030—1—
Quality %ile0.820—1—
Momentum %ile0.710—1—
F-Score5.000—0—
Confidence0.970—1—
Volatility0.304—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
174.98
Earnings Yield (E/P)
0.0057
Price / Sales
7.82
Price / Book
11.73
Price / Cash Flow
21.75
FCF Yield
4.6%
EBITDA / EV
3.4%
Sales Yield (1/P·S)
0.1190
Shareholder Yield
Div + net buyback / mktcap
1.8%
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
1.4%
12M Return
24.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
14.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.46
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
1.8%
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
98
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
96
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
96
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