Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/e429d6fe-7827-4b93-a8c8-9b3c845cce10/
SPHR
Sphere Entertainment Co.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.6%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 254%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 5.14
V
Value Analysis
Cheapness relative to fundamentals
18.0%ile
P/E
41.8×
P/S
3.8×
P/B
2.2×
E/P
0.0239
FCF Yield
0.079
EBITDA/EV
0.106
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
77.00000000
/100 — 1=cheapest
VC2 (Trending Value)
83.00000000
/100
VC3 (Buyback)
83.00000000
/100
P/E of 41.8x is premium-priced — the market is paying up for expected growth. FCF yield of 7.9% is strong — the business generates significant free cash relative to price. VC2 score of 83.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
26.0%ile
ROE
0.053
ROA
0.028
Net Margin
0.090
Op Margin
0.162
GPA
0.152
D/E
0.88
Current
1.22
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.216
Stability
3.241
lower=better
Accruals
-0.060
lower=better
5yr Consist
No
F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
98.0%ile
6M Return
65.5%
12M Return
270.3%
12-1 Mom
253.9%
Risk-Adj
5.14
Vol 252d
49.4%
Vol 60d
108.5%
↑ Expanding
Max DD 12M
-13.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 254% is very strong — a clear uptrend. Risk-adjusted momentum of 5.14 is excellent — strong returns relative to volatility. Near-term vol (109%) is expanding vs long-term (49%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.31
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
22.6%
P/E z-score
0.17
P/B z-score
-0.08
Sector Avg OS
55.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Hot but Volatile
Strong momentum (98th) but high volatility (49%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (109%) significantly exceeds 252-day (49%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
46.1% avg (7 factors)
Quality
D
44.7% avg (8 factors)
Momentum
A
100.0% avg (4 factors)
Risk
D
34.4% avg (1 factors)
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 | 0.310 | —0 | — | |
| Value %ile | 0.180 | —1 | — | |
| Quality %ile | 0.260 | —1 | — | |
| Momentum %ile | 0.980 | —1 | — | |
| F-Score | 1.000 | —1 | — | |
| Confidence | 0.970 | —1 | — | |
| Volatility | 0.494 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
41.77
Earnings Yield (E/P)
0.0239
Price / Sales
3.77
Price / Book
2.23
Price / Cash Flow
13.41
FCF Yield
7.9%
EBITDA / EV
10.6%
Sales Yield (1/P·S)
0.2549
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.3%
Return on Assets
2.8%
Net Margin
9.0%
Operating Margin
16.2%
Gross Profit / Assets
Novy-Marx GPA
15.2%
Debt / Equity
0.88
Current Ratio
1.22
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.060
MomentumPrice trend strength over different horizons
6M Return
65.5%
12M Return
270.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
253.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
5.14
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
21.6%
Earnings Stability (CV)
Lower = more stable
3.241
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
1
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
77
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
83
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
83
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