Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/cb5ecb17-b097-4f79-84db-f4c95ea0dcbe/
MSGS
Madison Square Garden Sports CorpSnapshot 2026-07-26 · 0.4w · Fresh
Strategy Eligibility
3 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
12-1 94%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 3.45
V
Value Analysis
Cheapness relative to fundamentals
37.0%ile
P/S
8.8×
FCF Yield
0.005
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
63.00000000
/100 — 1=cheapest
VC2 (Trending Value)
64.00000000
/100
VC3 (Buyback)
64.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
36.0%ile
ROE
0.076
ROA
-0.015
Net Margin
-0.021
Op Margin
-0.020
GPA
0.164
D/E
-6.11
Current
0.46
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.016
Stability
6.516
lower=better
Accruals
-0.052
lower=better
5yr Consist
No
Conservative balance sheet with D/E of -6.11.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
37.0%ile
6M Return
38.1%
12M Return
96.0%
12-1 Mom
94.4%
Risk-Adj
3.45
Vol 252d
27.4%
Vol 60d
58.2%
↑ Expanding
Max DD 12M
-7.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 94% is very strong — a clear uptrend. Risk-adjusted momentum of 3.45 is excellent — strong returns relative to volatility. Near-term vol (58%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.22
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 241 peers
Sector Value %ile
35.1%
Sector Quality %ile
37.2%
Sector Avg OS
50.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (58%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
23.8% avg (3 factors)
Quality
D
31.7% avg (8 factors)
Momentum
A
96.3% avg (4 factors)
Risk
B
71.1% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.220 | —2 | — | |
| Value %ile | 0.370 | —0 | — | |
| Quality %ile | 0.360 | —0 | — | |
| Momentum %ile | 0.370 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.812 | —8 | — | |
| Volatility | 0.274 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
8.84
Price / Cash Flow
169.40
FCF Yield
0.5%
Sales Yield (1/P·S)
0.1018
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.6%
Return on Assets
-1.5%
Net Margin
-2.1%
Operating Margin
-2.0%
Gross Profit / Assets
Novy-Marx GPA
16.4%
Debt / Equity
-6.11
Current Ratio
0.46
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.052
MomentumPrice trend strength over different horizons
6M Return
38.1%
12M Return
96.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
94.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.45
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.6%
Earnings Stability (CV)
Lower = more stable
6.516
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
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
63
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
64
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
64
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