Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/85d3ac56-4796-4b22-92a6-7c3724218ac8/
PSKY
Paramount Skydance Corporation Class B Common StockSnapshot 2026-07-19 · 0.6w · Fresh
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
2.3%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
46.0%ile
P/S
0.3×
P/B
0.8×
FCF Yield
0.028
SH Yield
0.023
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
54.00000000
/100 — 1=cheapest
VC2 (Trending Value)
55.00000000
/100
VC3 (Buyback)
55.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
44.0%ile
ROE
-0.052
ROA
-0.014
Net Margin
-0.021
Op Margin
-0.173
GPA
0.230
D/E
2.71
Current
1.10
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.023
Stability
2.491
lower=better
Accruals
-0.025
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.71 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
45.0%ile
6M Return
-25.1%
Vol 252d
70.4%
Vol 60d
129.6%
↑ Expanding
Max DD 12M
-53.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (130%) is expanding vs long-term (70%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.43
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 244 peers
Sector Value %ile
42.4%
Sector Quality %ile
45.7%
P/B z-score
-0.16
Sector Avg OS
51.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (130%) significantly exceeds 252-day (70%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
66.6% avg (4 factors)
Quality
F
22.7% avg (8 factors)
Momentum
F
6.1% avg (1 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 weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.430 | —0 | — | |
| Value %ile | 0.460 | —0 | — | |
| Quality %ile | 0.440 | —0 | — | |
| Momentum %ile | 0.450 | —0 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.793 | —7 | — | |
| Volatility | 0.704 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
0.33
Price / Book
0.84
Price / Cash Flow
19.99
FCF Yield
2.8%
Sales Yield (1/P·S)
1.1521
Shareholder Yield
Div + net buyback / mktcap
2.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-5.2%
Return on Assets
-1.4%
Net Margin
-2.1%
Operating Margin
-17.3%
Gross Profit / Assets
Novy-Marx GPA
23.0%
Debt / Equity
2.71
Current Ratio
1.10
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.025
MomentumPrice trend strength over different horizons
6M Return
-25.1%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
2.3%
Earnings Stability (CV)
Lower = more stable
2.491
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
2.3%
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
54
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
55
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
55
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