Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c111cc29-0448-4473-9e6a-ee2f49a64874/
TBLA
TaboolaSnapshot 2026-07-19 · 0.6w · Fresh
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
#15
◆
Quality × Value
QV 0.890
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.7
💎
Deep Value
P/E 13.1
◇
VC2 Cheapest
VC2 5
📐
EBITDA/EV
15.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
15.2%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 90%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.81
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
13.1×
P/S
0.7×
P/B
1.5×
E/P
0.0812
FCF Yield
0.222
EBITDA/EV
0.156
SH Yield
0.152
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
6.00000000
/100
FCF yield of 22.2% is strong — the business generates significant free cash relative to price. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.115
ROA
0.071
Net Margin
0.056
Op Margin
0.060
GPA
0.367
D/E
0.63
Current
1.13
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.096
Earn Growth
2.290
Stability
1.466
lower=better
Accruals
-0.102
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
26.3%
12M Return
49.2%
12-1 Mom
32.8%
Risk-Adj
0.60
Vol 252d
54.4%
Vol 60d
127.5%
↑ Expanding
Max DD 12M
-33.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 33% is very strong — a clear uptrend. Near-term vol (127%) is expanding vs long-term (54%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 244 peers
Sector Value %ile
83.3%
Sector Quality %ile
83.3%
P/E z-score
-0.32
P/B z-score
-0.14
Sector Avg OS
51.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (90th) and quality (88th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (90th value) with strong momentum (82th). The market is starting to recognise the value.
Strong Capital Return
Shareholder yield 15.2% backed by 22.2% FCF yield. Returns are well-funded.
Hot but Volatile
Strong momentum (82th) but high volatility (54%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (127%) significantly exceeds 252-day (54%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.4% avg (7 factors)
Quality
C
52.3% avg (8 factors)
Momentum
B
68.9% avg (4 factors)
Risk
F
26.0% avg (1 factors)
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 | 0.970 | —7 | — | |
| Value %ile | 0.900 | —7 | — | |
| Quality %ile | 0.880 | —7 | — | |
| Momentum %ile | 0.820 | —3 | — | |
| F-Score | 7.000 | —7 | — | |
| Confidence | 0.940 | —7 | — | |
| Volatility | 0.544 | —7 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.11
Earnings Yield (E/P)
0.0812
Price / Sales
0.74
Price / Book
1.51
Price / Cash Flow
5.37
FCF Yield
22.2%
EBITDA / EV
15.6%
Sales Yield (1/P·S)
1.3506
Shareholder Yield
Div + net buyback / mktcap
15.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.5%
Return on Assets
7.1%
Net Margin
5.6%
Operating Margin
6.0%
Gross Profit / Assets
Novy-Marx GPA
36.7%
Debt / Equity
0.63
Current Ratio
1.13
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.102
External Financing
Net issuance — lower=better
0.152
MomentumPrice trend strength over different horizons
6M Return
26.3%
12M Return
49.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
32.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.60
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.6%
Earnings Growth (YoY)
229.0%
Earnings Stability (CV)
Lower = more stable
1.466
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Buyback Yield
15.2%
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
8
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
15
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