Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d84b1b47-7281-4c85-b4ce-5b43e224dc3e/
MSGE
Madison Square Garden Entertainment CorpSnapshot 2026-07-26 · 0.9w · 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
12-1 102%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.54
⚡
Risk-Adj Momentum
RAM 3.61
V
Value Analysis
Cheapness relative to fundamentals
23.0%ile
P/S
3.5×
P/B
1.6×
E/P
0.0263
FCF Yield
0.116
EBITDA/EV
0.013
SH Yield
0.007
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
77.00000000
/100 — 1=cheapest
VC2 (Trending Value)
78.00000000
/100
VC3 (Buyback)
78.00000000
/100
FCF yield of 11.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%ile
ROE
-0.014
ROA
-0.007
Net Margin
-0.030
Op Margin
0.082
GPA
0.110
D/E
0.88
Current
1.22
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.045
Stability
5.099
lower=better
Accruals
-0.088
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
93.0%ile
6M Return
24.5%
12M Return
91.7%
12-1 Mom
101.8%
Risk-Adj
3.61
Vol 252d
28.2%
Vol 60d
59.2%
↑ Expanding
Max DD 12M
-12.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 102% is very strong — a clear uptrend. Risk-adjusted momentum of 3.61 is excellent — strong returns relative to volatility. Near-term vol (59%) is expanding vs long-term (28%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.59
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 241 peers
Sector Value %ile
19.4%
Sector Quality %ile
70.7%
P/B z-score
-0.13
Sector Avg OS
50.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Quality Momentum — Expensive
Strong quality (73th) and momentum (93th) but expensive (23th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (73th) but expensive (23th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (59%) significantly exceeds 252-day (28%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
50.6% avg (6 factors)
Quality
D
33.5% avg (8 factors)
Momentum
A
92.0% avg (4 factors)
Risk
B
69.7% 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 | 0.590 | —0 | — | |
| Value %ile | 0.230 | —8 | — | |
| Quality %ile | 0.730 | —8 | — | |
| Momentum %ile | 0.930 | —8 | — | |
| F-Score | 7.000 | —8 | — | |
| Confidence | 0.900 | —8 | — | |
| Volatility | 0.282 | —0 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0263
Price / Sales
3.54
Price / Book
1.60
Price / Cash Flow
10.58
FCF Yield
11.6%
EBITDA / EV
1.3%
Sales Yield (1/P·S)
0.3220
Shareholder Yield
Div + net buyback / mktcap
0.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-1.4%
Return on Assets
-0.7%
Net Margin
-3.0%
Operating Margin
8.2%
Gross Profit / Assets
Novy-Marx GPA
11.0%
Debt / Equity
0.88
Current Ratio
1.22
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.088
MomentumPrice trend strength over different horizons
6M Return
24.5%
12M Return
91.7%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
101.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
3.61
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.5%
Earnings Stability (CV)
Lower = more stable
5.099
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Buyback Yield
0.7%
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
77
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
78
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
78
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