Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d8a62e8d-55bb-4b41-997a-a0b0cd370d70/
AMX
America Movil SAB de CV ADRSnapshot 2026-07-12 · 0.9w · Fresh
Strategy Eligibility
13 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
#13
◆
Quality × Value
QV 0.975
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 0.1
💎
Deep Value
P/E 0.9
◇
VC2 Cheapest
VC2 1
📐
EBITDA/EV
49.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
57.8%
💰
High Yield
Div 42.5%
🚀
Momentum Leaders
12-1 60%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 1.00
⚡
Risk-Adj Momentum
RAM 2.03
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
0.9×
P/S
0.1×
P/B
0.2×
E/P
0.2747
FCF Yield
0.533
EBITDA/EV
0.497
SH Yield
0.578
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
1.00000000
/100 — 1=cheapest
VC2 (Trending Value)
1.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 0.9x places this firmly in deep value territory. FCF yield of 53.3% is strong — the business generates significant free cash relative to price. VC2 score of 1.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
97.0%ile
ROE
0.238
ROA
0.048
Net Margin
0.092
Op Margin
0.232
GPA
0.248
D/E
3.81
Current
0.72
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.052
Earn Growth
1.602
Stability
0.600
lower=better
Accruals
-0.111
lower=better
5yr Consist
No
ROE of 24% is exceptional. Highly leveraged with D/E of 3.81 — returns are being amplified by debt. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
78.0%ile
6M Return
28.1%
12M Return
50.1%
12-1 Mom
60.1%
Risk-Adj
2.03
Vol 252d
29.7%
Vol 60d
67.6%
↑ Expanding
Max DD 12M
-12.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 60% is very strong — a clear uptrend. Risk-adjusted momentum of 2.03 is excellent — strong returns relative to volatility. Near-term vol (68%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.99
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 249 peers
Sector Value %ile
98.4%
Sector Quality %ile
97.2%
P/E z-score
-0.52
P/B z-score
-0.19
Sector Avg OS
54.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (98th) and quality (97th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (98th value) with strong momentum (78th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (98th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 57.8% backed by 53.3% FCF yield. Returns are well-funded.
Leveraged Returns
Strong ROE (24%) boosted by high leverage (D/E 3.8). Returns look good but come with balance sheet risk.
Volatility Expanding
60-day vol (68%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
100.0% avg (7 factors)
Quality
C
47.9% avg (8 factors)
Momentum
A
84.3% avg (4 factors)
Risk
B
67.2% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends6 snapshots
Factor Persistence6 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.990 | —6 | — | |
| Value %ile | 0.980 | —6 | — | |
| Quality %ile | 0.970 | —6 | — | |
| Momentum %ile | 0.780 | —6 | — | |
| F-Score | 8.000 | —6 | — | |
| Confidence | 0.980 | —6 | — | |
| Volatility | 0.297 | —0 | — |
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
0.90
Earnings Yield (E/P)
0.2747
Price / Sales
0.08
Price / Book
0.21
Price / Cash Flow
0.27
FCF Yield
53.3%
EBITDA / EV
49.7%
Sales Yield (1/P·S)
1.1827
Shareholder Yield
Div + net buyback / mktcap
57.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.8%
Return on Assets
4.8%
Net Margin
9.2%
Operating Margin
23.2%
Gross Profit / Assets
Novy-Marx GPA
24.8%
Debt / Equity
3.81
Current Ratio
0.72
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.111
MomentumPrice trend strength over different horizons
6M Return
28.1%
12M Return
50.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
60.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.03
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
5.2%
Earnings Growth (YoY)
160.2%
Earnings Stability (CV)
Lower = more stable
0.600
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
42.5%
Buyback Yield
15.3%
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
1
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
1
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
13
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