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FOXA

Fox Corp Class A
Chart
$66.89
Latest Week 2026-06-05
Communication ServicesEntertainmentLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.88
OS Score
67.0%
Value
85.0%
Quality
70.0%
Momentum
8/9
F-Score
0.755
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
5 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
QV 0.755
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 17%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
67.0%ile
P/E
16.9×
P/S
1.8×
P/B
2.6×
E/P
0.0592
FCF Yield
0.096
EBITDA/EV
0.097
SH Yield
0.010
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
32.00000000
/100 — 1=cheapest
VC2 (Trending Value)
31.00000000
/100
VC3 (Buyback)
31.00000000
/100
FCF yield of 9.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.156
ROA
0.079
Net Margin
0.106
Op Margin
0.166
GPA
0.260
D/E
0.98
Current
2.90
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.006
Earn Growth
-0.083
Stability
0.534
lower=better
Accruals
-0.042
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
70.0%ile
6M Return
-1.7%
12M Return
24.2%
12-1 Mom
16.9%
Risk-Adj
0.58
Vol 252d
29.3%
Vol 60d
68.2%
↑ Expanding
Max DD 12M
-24.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (68%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services · 264 peers
Sector Value %ile
60.8%
Sector Quality %ile
84.9%
P/E z-score
-0.26
P/B z-score
-0.08
Sector Avg OS
54.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
BODI The Beachbody Company, Inc. 99.0% 92.0% 91.0% 97.0%
AMX America Movil SAB de CV ADR 99.0% 98.0% 98.0% 86.0%
TIMB TIM Participacoes SA 99.0% 98.0% 98.0% 79.0%
VIV Telefonica Brasil SA ADR 98.0% 98.0% 91.0% 81.0%
AMCX AMC Networks Inc 98.0% 98.0% 77.0% 83.0%
RCI Rogers Communications Inc 97.0% 96.0% 71.0% 84.0%
TIGO Millicom International Cellular SA 97.0% 81.0% 98.0% 95.0%
TV Grupo Televisa SAB ADR 96.0% 97.0% 71.0% 80.0%
Factor Interactions
Piotroski + Value Convergence
F-Score 8/9 with good value (67th). Strong fundamental improvement in a cheap stock.
Volatility Expanding
60-day vol (68%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.2% avg (7 factors)
Quality
B
62.2% avg (8 factors)
Momentum
C
47.7% avg (4 factors)
Risk
B
67.9% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.880—1—
Value %ile0.670—0—
Quality %ile0.850—1—
Momentum %ile0.700—1—
F-Score8.000—1—
Confidence1.000—1—
Volatility0.293—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.89
Earnings Yield (E/P)
0.0592
Price / Sales
1.78
Price / Book
2.63
Price / Cash Flow
11.05
FCF Yield
9.6%
EBITDA / EV
9.7%
Sales Yield (1/P·S)
0.5079
Shareholder Yield
Div + net buyback / mktcap
1.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
15.6%
Return on Assets
7.9%
Net Margin
10.6%
Operating Margin
16.6%
Gross Profit / Assets
Novy-Marx GPA
26.0%
Debt / Equity
0.98
Current Ratio
2.90
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.042
MomentumPrice trend strength over different horizons
6M Return
-1.7%
12M Return
24.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
16.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.58
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.6%
Earnings Growth (YoY)
-8.3%
Earnings Stability (CV)
Lower = more stable
0.534
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
1.0%
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
32
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
31
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
31
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