Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/77ad6b74-b62b-4d77-8b2f-15dc09eea8f4/
ZD
Ziff Davis IncSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
✗
◆
Quality × Value
QV 0.766
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
9.9%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 69%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.95
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
69.0%ile
P/E
42.4×
P/S
1.4×
P/B
1.1×
E/P
0.0391
FCF Yield
0.239
EBITDA/EV
0.135
SH Yield
0.099
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
18.00000000
/100 — 1=cheapest
VC2 (Trending Value)
12.00000000
/100
VC3 (Buyback)
15.00000000
/100
P/E of 42.4x is premium-priced — the market is paying up for expected growth. FCF yield of 23.9% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.026
ROA
0.013
Net Margin
0.033
Op Margin
0.064
GPA
0.302
D/E
0.97
Current
1.66
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.018
Earn Growth
-0.408
Stability
2.182
lower=better
Accruals
-0.109
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
88.0%ile
6M Return
44.2%
12M Return
59.7%
12-1 Mom
41.6%
Risk-Adj
0.56
Vol 252d
74.4%
Vol 60d
172.8%
↑ Expanding
Max DD 12M
-31.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 42% is very strong — a clear uptrend. Near-term vol (173%) is expanding vs long-term (74%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.92
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 248 peers
Sector Value %ile
62.7%
Sector Quality %ile
81.1%
P/E z-score
0.15
P/B z-score
-0.15
Sector Avg OS
54.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 9.9% backed by 23.9% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (88th) but high volatility (74%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (173%) significantly exceeds 252-day (74%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.7% avg (7 factors)
Quality
D
44.6% avg (8 factors)
Momentum
A
80.0% 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. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.920 | —6 | — | |
| Value %ile | 0.690 | —0 | — | |
| Quality %ile | 0.850 | —6 | — | |
| Momentum %ile | 0.880 | —6 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.951 | —6 | — | |
| Volatility | 0.744 | —6 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
42.36
Earnings Yield (E/P)
0.0391
Price / Sales
1.38
Price / Book
1.12
Price / Cash Flow
4.62
FCF Yield
23.9%
EBITDA / EV
13.5%
Sales Yield (1/P·S)
0.6126
Shareholder Yield
Div + net buyback / mktcap
9.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.6%
Return on Assets
1.3%
Net Margin
3.3%
Operating Margin
6.4%
Gross Profit / Assets
Novy-Marx GPA
30.2%
Debt / Equity
0.97
Current Ratio
1.66
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.109
MomentumPrice trend strength over different horizons
6M Return
44.2%
12M Return
59.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
41.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.56
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-1.8%
Earnings Growth (YoY)
-40.8%
Earnings Stability (CV)
Lower = more stable
2.182
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Buyback Yield
9.9%
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
18
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
12
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
15
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