Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/803909dc-eddf-435e-94e9-ad9f221b0210/
FOX
Fox Corp Class BSnapshot 2026-07-12 · 0.7w · Fresh
Strategy Eligibility
9 of 23 passing
★
OS Composite
OS 0.940
↗
Trending Value
✗
◆
Quality × Value
QV 0.880
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.0
◇
VC2 Cheapest
VC2 9
📐
EBITDA/EV
13.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
11.7%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 18%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.70
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
87.0%ile
P/E
12.0×
P/S
1.3×
P/B
1.9×
E/P
0.1138
FCF Yield
0.130
EBITDA/EV
0.131
SH Yield
0.117
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
11.00000000
/100
P/E of 12.0x places this firmly in deep value territory. FCF yield of 13.0% is strong — the business generates significant free cash relative to price. VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.156
ROA
0.079
Net Margin
0.106
Op Margin
0.166
GPA
0.260
D/E
0.98
Current
2.90
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.006
Earn Growth
-0.083
Stability
0.534
lower=better
Accruals
-0.042
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
66.0%ile
6M Return
-26.2%
12M Return
-2.6%
12-1 Mom
17.7%
Risk-Adj
0.48
Vol 252d
37.2%
Vol 60d
87.3%
↑ Expanding
Max DD 12M
-30.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (87%) is expanding vs long-term (37%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.94
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 249 peers
Sector Value %ile
80.4%
Sector Quality %ile
84.0%
P/E z-score
-0.34
P/B z-score
-0.12
Sector Avg OS
54.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (87th) and quality (89th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (87th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 11.7% backed by 13.0% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (87%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.8% avg (7 factors)
Quality
B
62.2% avg (8 factors)
Momentum
D
32.2% avg (4 factors)
Risk
C
54.7% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.940 | —6 | — | |
| Value %ile | 0.870 | —6 | — | |
| Quality %ile | 0.890 | —6 | — | |
| Momentum %ile | 0.660 | —0 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.372 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.96
Earnings Yield (E/P)
0.1138
Price / Sales
1.26
Price / Book
1.87
Price / Cash Flow
7.82
FCF Yield
13.0%
EBITDA / EV
13.1%
Sales Yield (1/P·S)
0.6846
Shareholder Yield
Div + net buyback / mktcap
11.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.6%
Return on Assets
7.9%
Net Margin
10.6%
Operating Margin
16.6%
Gross Profit / Assets
Novy-Marx GPA
26.0%
Debt / Equity
0.98
Current Ratio
2.90
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.042
MomentumPrice trend strength over different horizons
6M Return
-26.2%
12M Return
-2.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
17.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.48
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.6%
Earnings Growth (YoY)
-8.3%
Earnings Stability (CV)
Lower = more stable
0.534
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
1.1%
Buyback Yield
10.5%
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
11
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
80
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