Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/eb6308e2-bb3a-4a34-987c-61b24ae5f196/
J5A
Warner Bros. Discovery, Inc.Snapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
20.2%
◐
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
RAM 2.51
V
Value Analysis
Cheapness relative to fundamentals
35.0%ile
P/S
1.6×
P/B
1.8×
FCF Yield
0.026
EBITDA/EV
0.202
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
42.00000000
/100 — 1=cheapest
VC2 (Trending Value)
65.00000000
/100
VC3 (Buyback)
40.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
30.0%ile
ROE
-0.053
ROA
-0.018
Net Margin
-0.047
Op Margin
0.047
GPA
0.172
Current
0.73
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.051
Stability
3.671
lower=better
Accruals
-0.054
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
96.0%ile
6M Return
6.9%
12M Return
169.5%
12-1 Mom
166.2%
Risk-Adj
2.51
Vol 252d
66.2%
Vol 60d
70.1%
↑ Expanding
Max DD 12M
-14.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 166% is very strong — a clear uptrend. Risk-adjusted momentum of 2.51 is excellent — strong returns relative to volatility.
OS
Composite & Factor Heatmap
All factors at a glance
0.51
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 48 peers
Sector Value %ile
24.5%
Sector Quality %ile
24.5%
P/B z-score
-0.31
Sector Avg OS
51.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Hot but Volatile
Strong momentum (96th) but high volatility (66%). Momentum could reverse sharply.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
63.6% avg (5 factors)
Quality
F
22.0% avg (7 factors)
Momentum
A
83.5% avg (4 factors)
Risk
F
6.4% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. 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 | 0.510 | —0 | — | |
| Value %ile | 0.350 | —0 | — | |
| Quality %ile | 0.300 | —1 | — | |
| Momentum %ile | 0.960 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.848 | —1 | — | |
| Volatility | 0.662 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
1.57
Price / Book
1.80
Price / Cash Flow
16.46
FCF Yield
2.6%
EBITDA / EV
20.2%
Sales Yield (1/P·S)
0.4240
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-5.3%
Return on Assets
-1.8%
Net Margin
-4.7%
Operating Margin
4.7%
Gross Profit / Assets
Novy-Marx GPA
17.2%
Current Ratio
0.73
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.054
MomentumPrice trend strength over different horizons
6M Return
6.9%
12M Return
169.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
166.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.51
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.1%
Earnings Stability (CV)
Lower = more stable
3.671
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
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
42
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
65
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
40
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