Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c74ac931-4354-4592-a4f4-fac43cb86fb3/
NMAX
Newsmax, Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
0 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
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
18.0%ile
P/S
6.0×
P/B
10.9×
FCF Yield
-0.059
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
82.00000000
/100 — 1=cheapest
VC2 (Trending Value)
82.00000000
/100
VC3 (Buyback)
82.00000000
/100
Negative FCF yield (-5.9%) — the business is currently cash-consumptive. VC2 score of 82.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
3.0%ile
ROE
-0.789
ROA
-0.373
Net Margin
-0.432
Op Margin
-0.443
GPA
0.325
D/E
1.11
Current
2.32
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.127
Stability
1.577
lower=better
Accruals
-0.058
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
4.0%ile
6M Return
12.3%
12M Return
-45.7%
12-1 Mom
-62.2%
Risk-Adj
-0.89
Vol 252d
70.0%
Vol 60d
155.6%
↑ Expanding
Max DD 12M
-64.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -62% signals a downtrend — price is moving against you. Near-term vol (156%) is expanding vs long-term (70%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.0
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 264 peers
Sector Value %ile
12.8%
Sector Quality %ile
2.3%
P/B z-score
-0.05
Sector Avg OS
55.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (156%) significantly exceeds 252-day (70%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
18.2% avg (4 factors)
Quality
D
36.6% avg (8 factors)
Momentum
F
13.9% avg (4 factors)
Risk
F
0.0% 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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.000 | —1 | — | |
| Value %ile | 0.180 | —1 | — | |
| Quality %ile | 0.030 | —1 | — | |
| Momentum %ile | 0.040 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.848 | —1 | — | |
| Volatility | 0.700 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
5.98
Price / Book
10.94
FCF Yield
-5.9%
Sales Yield (1/P·S)
0.1691
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-78.9%
Return on Assets
-37.3%
Net Margin
-43.2%
Operating Margin
-44.3%
Gross Profit / Assets
Novy-Marx GPA
32.5%
Debt / Equity
1.11
Current Ratio
2.32
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.058
MomentumPrice trend strength over different horizons
6M Return
12.3%
12M Return
-45.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-62.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.89
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
12.7%
Earnings Stability (CV)
Lower = more stable
1.577
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
0.1%
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
82
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
82
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
82
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