Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8f731e5e-964f-4d38-8510-c4001f08f8a9/
AENT
Alliance Entertainment Holding Corporation Class A Common StockSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.920
↗
Trending Value
✗
◆
Quality × Value
QV 0.738
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 12.7
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 79th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.36
V
Value Analysis
Cheapness relative to fundamentals
79.0%ile
P/E
12.7×
P/S
0.3×
P/B
2.4×
E/P
0.0786
FCF Yield
0.093
EBITDA/EV
0.130
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
17.00000000
/100
FCF yield of 9.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
69.0%ile
ROE
0.186
ROA
0.058
Net Margin
0.020
Op Margin
0.036
GPA
0.386
D/E
2.23
Current
1.33
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.034
Earn Growth
0.889
Stability
0.710
lower=better
Accruals
-0.026
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.23 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
87.0%ile
6M Return
-17.4%
12M Return
54.7%
12-1 Mom
96.9%
Risk-Adj
1.36
Vol 252d
71.0%
Vol 60d
131.6%
↑ Expanding
Max DD 12M
-40.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 97% is very strong — a clear uptrend. Near-term vol (132%) is expanding vs long-term (71%) — 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
· 264 peers
Sector Value %ile
73.6%
Sector Quality %ile
68.3%
P/E z-score
-0.34
P/B z-score
-0.08
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (79th value) with strong momentum (87th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (87th) but high volatility (71%). Momentum could reverse sharply.
Leveraged Returns
Strong ROE (19%) boosted by high leverage (D/E 2.2). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (132%) significantly exceeds 252-day (71%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
66.8% avg (7 factors)
Quality
D
44.4% avg (8 factors)
Momentum
B
67.2% 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. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.920 | —1 | — | |
| Value %ile | 0.790 | —1 | — | |
| Quality %ile | 0.690 | —0 | — | |
| Momentum %ile | 0.870 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 1.000 | —1 | — | |
| Volatility | 0.710 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.72
Earnings Yield (E/P)
0.0786
Price / Sales
0.26
Price / Book
2.37
Price / Cash Flow
8.80
FCF Yield
9.3%
EBITDA / EV
13.0%
Sales Yield (1/P·S)
3.1375
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
18.6%
Return on Assets
5.8%
Net Margin
2.0%
Operating Margin
3.6%
Gross Profit / Assets
Novy-Marx GPA
38.6%
Debt / Equity
2.23
Current Ratio
1.33
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.026
MomentumPrice trend strength over different horizons
6M Return
-17.4%
12M Return
54.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
96.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.36
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.4%
Earnings Growth (YoY)
88.9%
Earnings Stability (CV)
Lower = more stable
0.710
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.0%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
17
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