Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a4ed868a-954d-4686-9761-2827de1a1e91/

TMUS

T-Mobile US Inc
Chart
$178.10
Latest Week 2026-06-05
Communication ServicesTelecom ServicesLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.71
OS Score
67.0%
Value
94.0%
Quality
10.0%
Momentum
6/9
F-Score
0.794
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.794
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
2.2%
💰
High Yield
✗
🚀
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
67.0%ile
P/E
18.6×
P/S
2.2×
P/B
3.5×
E/P
0.0537
FCF Yield
0.136
EBITDA/EV
0.112
SH Yield
0.022
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
30.00000000
/100 — 1=cheapest
VC2 (Trending Value)
27.00000000
/100
VC3 (Buyback)
27.00000000
/100
FCF yield of 13.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.189
ROA
0.049
Net Margin
0.116
Op Margin
0.195
GPA
0.229
D/E
2.84
Current
1.09
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.095
Earn Growth
-0.115
Stability
0.128
lower=better
Accruals
-0.083
lower=better
5yr Consist
Yes
Highly leveraged with D/E of 2.84 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
10.0%ile
6M Return
-14.2%
12M Return
-26.2%
12-1 Mom
-20.2%
Risk-Adj
-0.76
Vol 252d
26.4%
Vol 60d
56.8%
↑ Expanding
Max DD 12M
-28.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -20% signals a downtrend — price is moving against you. Near-term vol (57%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.71
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services · 264 peers
Sector Value %ile
60.8%
Sector Quality %ile
91.7%
P/E z-score
-0.23
P/B z-score
-0.08
Sector Avg OS
54.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
TIMB TIM Participacoes SA 99.0% 98.0% 98.0% 79.0%
BODI The Beachbody Company, Inc. 99.0% 92.0% 91.0% 97.0%
AMX America Movil SAB de CV ADR 99.0% 98.0% 98.0% 86.0%
VIV Telefonica Brasil SA ADR 98.0% 98.0% 91.0% 81.0%
AMCX AMC Networks Inc 98.0% 98.0% 77.0% 83.0%
TIGO Millicom International Cellular SA 97.0% 81.0% 98.0% 95.0%
RCI Rogers Communications Inc 97.0% 96.0% 71.0% 84.0%
TV Grupo Televisa SAB ADR 96.0% 97.0% 71.0% 80.0%
Factor Interactions
Falling Knife
Weak momentum (10th) despite looking cheap (67th value). Wait for momentum to stabilise.
Leveraged Returns
Strong ROE (19%) boosted by high leverage (D/E 2.8). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (57%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
63.4% avg (7 factors)
Quality
C
49.4% avg (8 factors)
Momentum
F
9.1% avg (4 factors)
Risk
B
72.6% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.710—1—
Value %ile0.670—0—
Quality %ile0.940—1—
Momentum %ile0.100—1—
F-Score6.000—0—
Confidence1.000—1—
Volatility0.264—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.62
Earnings Yield (E/P)
0.0537
Price / Sales
2.17
Price / Book
3.51
Price / Cash Flow
6.93
FCF Yield
13.6%
EBITDA / EV
11.2%
Sales Yield (1/P·S)
0.3192
Shareholder Yield
Div + net buyback / mktcap
2.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
18.9%
Return on Assets
4.9%
Net Margin
11.6%
Operating Margin
19.5%
Gross Profit / Assets
Novy-Marx GPA
22.9%
Debt / Equity
2.84
Current Ratio
1.09
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.083
MomentumPrice trend strength over different horizons
6M Return
-14.2%
12M Return
-26.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-20.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.76
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.5%
Earnings Growth (YoY)
-11.5%
Earnings Stability (CV)
Lower = more stable
0.128
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
2.2%
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
30
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
27
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
27
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
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Op Income
OCF
CapEx
Equity