Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/a5f542f0-72e2-4be0-bfd4-2c8f72320b59/
MGNI
Magnite IncSnapshot 2026-07-26 · 1.0w · Fresh
Strategy Eligibility
1 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
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.78
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
16.0%ile
P/E
16.8×
P/S
3.7×
P/B
2.9×
E/P
0.0351
FCF Yield
0.065
EBITDA/EV
0.053
SH Yield
0.013
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
84.00000000
/100 — 1=cheapest
VC2 (Trending Value)
83.00000000
/100
VC3 (Buyback)
76.00000000
/100
FCF yield of 6.5% is strong — the business generates significant free cash relative to price. VC2 score of 83.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
83.0%ile
ROE
0.173
ROA
0.054
Net Margin
0.220
Op Margin
0.142
GPA
0.156
D/E
2.21
Current
1.02
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.071
Earn Growth
4.133
Stability
1.793
lower=better
Accruals
0.016
lower=better
5yr Consist
No
Highly leveraged with D/E of 2.21 — returns are being amplified by debt.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
14.0%ile
6M Return
20.1%
12M Return
-21.3%
12-1 Mom
-20.4%
Risk-Adj
-0.35
Vol 252d
58.7%
Vol 60d
127.8%
↑ Expanding
Max DD 12M
-56.5%
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 (128%) is expanding vs long-term (59%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.15
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 241 peers
Sector Value %ile
13.2%
Sector Quality %ile
79.8%
P/E z-score
-0.24
P/B z-score
-0.08
Sector Avg OS
50.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Leveraged Returns
Strong ROE (17%) boosted by high leverage (D/E 2.2). Returns look good but come with balance sheet risk.
Quality at a Premium
High quality (83th) but expensive (16th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (128%) significantly exceeds 252-day (59%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
50.7% avg (7 factors)
Quality
C
46.4% avg (8 factors)
Momentum
F
23.7% avg (4 factors)
Risk
F
18.8% avg (1 factors)
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 Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.150 | —8 | — | |
| Value %ile | 0.160 | —8 | — | |
| Quality %ile | 0.830 | —8 | — | |
| Momentum %ile | 0.140 | —8 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.900 | —8 | — | |
| Volatility | 0.587 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.84
Earnings Yield (E/P)
0.0351
Price / Sales
3.70
Price / Book
2.91
Price / Cash Flow
23.68
FCF Yield
6.5%
EBITDA / EV
5.3%
Sales Yield (1/P·S)
0.2477
Shareholder Yield
Div + net buyback / mktcap
1.3%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.3%
Return on Assets
5.4%
Net Margin
22.0%
Operating Margin
14.2%
Gross Profit / Assets
Novy-Marx GPA
15.6%
Debt / Equity
2.21
Current Ratio
1.02
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.016
External Financing
Net issuance — lower=better
0.016
MomentumPrice trend strength over different horizons
6M Return
20.1%
12M Return
-21.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-20.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.35
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.1%
Earnings Growth (YoY)
413.3%
Earnings Stability (CV)
Lower = more stable
1.793
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Buyback Yield
1.3%
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
84
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
83
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
76
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