Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9be2c213-e56a-4450-9ff7-ed43b316a8f6/
SKT
SKY Network Television LimitedSnapshot 2026-07-19 · 1.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.800
↗
Trending Value
#25
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 3
📐
EBITDA/EV
28.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
8.9%
💰
High Yield
Div 8.9%
🚀
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
95.0%ile
P/E
18.6×
P/S
0.5×
P/B
0.9×
E/P
0.0569
FCF Yield
0.101
EBITDA/EV
0.285
SH Yield
0.089
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
FCF yield of 10.1% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
9.0%ile
ROE
0.046
ROA
0.030
Net Margin
0.027
Op Margin
0.032
GPA
0.515
Current
0.95
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.021
Earn Growth
-0.587
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
86.0%ile
6M Return
-2.8%
12M Return
12.1%
12-1 Mom
6.4%
Risk-Adj
0.24
Vol 252d
26.0%
Vol 60d
51.0%
↑ Expanding
Max DD 12M
-16.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (51%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.8
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 43 peers
Sector Value %ile
95.5%
Sector Quality %ile
13.6%
P/E z-score
-0.35
P/B z-score
-0.43
Sector Avg OS
42.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (95th value) with strong momentum (86th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (95th value) but weak quality (9th). Classic value trap risk.
Strong Capital Return
Shareholder yield 8.9% backed by 10.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (51%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
84.0% avg (7 factors)
Quality
D
32.5% avg (6 factors)
Momentum
D
38.5% avg (4 factors)
Risk
B
73.3% 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.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.800 | —7 | — | |
| Value %ile | 0.950 | —7 | — | |
| Quality %ile | 0.090 | —7 | — | |
| Momentum %ile | 0.860 | —7 | — | |
| F-Score | 2.000 | —7 | — | |
| Confidence | 0.460 | —0 | — | |
| Volatility | 0.260 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.65
Earnings Yield (E/P)
0.0569
Price / Sales
0.50
Price / Book
0.86
FCF Yield
10.1%
EBITDA / EV
28.5%
Sales Yield (1/P·S)
1.7923
Shareholder Yield
Div + net buyback / mktcap
8.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.6%
Return on Assets
3.0%
Net Margin
2.7%
Operating Margin
3.2%
Gross Profit / Assets
Novy-Marx GPA
51.5%
Current Ratio
0.95
MomentumPrice trend strength over different horizons
6M Return
-2.8%
12M Return
12.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
6.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.24
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-2.1%
Earnings Growth (YoY)
-58.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
8.9%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
25
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity