Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/efaae299-d121-451c-b4ff-193000f2c0aa/
TSQ
Townsquare Media IncSnapshot 2026-07-26 · 0.9w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
✗
↗
Trending Value
#27
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 9
📐
EBITDA/EV
8.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
11.4%
💰
High Yield
Div 9.5%
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
Val 79%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
CAQ 0.86
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
79.0%ile
P/S
0.3×
E/P
0.0555
FCF Yield
0.082
EBITDA/EV
0.088
SH Yield
0.114
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
14.00000000
/100 — 1=cheapest
VC2 (Trending Value)
9.00000000
/100
VC3 (Buyback)
10.00000000
/100
FCF yield of 8.2% is strong — the business generates significant free cash relative to price. VC2 score of 9.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
31.0%ile
ROE
0.170
ROA
-0.013
Net Margin
-0.016
Op Margin
0.078
GPA
0.190
D/E
-13.86
Current
0.75
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.055
Stability
7.524
lower=better
Accruals
-0.081
lower=better
5yr Consist
No
Conservative balance sheet with D/E of -13.86.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
24.0%ile
6M Return
11.6%
12M Return
-5.8%
12-1 Mom
2.0%
Risk-Adj
0.04
Vol 252d
55.5%
Vol 60d
135.7%
↑ Expanding
Max DD 12M
-37.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (136%) is expanding vs long-term (55%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.6
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Communication Services
· 241 peers
Sector Value %ile
72.3%
Sector Quality %ile
30.2%
Sector Avg OS
50.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Strong Capital Return
Shareholder yield 11.4% backed by 8.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (136%) significantly exceeds 252-day (55%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
70.8% avg (5 factors)
Quality
D
42.1% avg (8 factors)
Momentum
D
35.2% avg (4 factors)
Risk
F
24.2% 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 weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends8 snapshots
Factor Persistence8 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.600 | —0 | — | |
| Value %ile | 0.790 | —8 | — | |
| Quality %ile | 0.310 | —0 | — | |
| Momentum %ile | 0.240 | —6 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.842 | —8 | — | |
| Volatility | 0.555 | —8 | — |
Value Lens2021-07-27 → 2026-07-26
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Earnings Yield (E/P)
0.0555
Price / Sales
0.27
Price / Cash Flow
3.25
FCF Yield
8.2%
EBITDA / EV
8.8%
Sales Yield (1/P·S)
0.7108
Shareholder Yield
Div + net buyback / mktcap
11.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.0%
Return on Assets
-1.3%
Net Margin
-1.6%
Operating Margin
7.8%
Gross Profit / Assets
Novy-Marx GPA
19.0%
Debt / Equity
-13.86
Current Ratio
0.75
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.081
External Financing
Net issuance — lower=better
0.007
MomentumPrice trend strength over different horizons
6M Return
11.6%
12M Return
-5.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
2.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.04
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-5.5%
Earnings Stability (CV)
Lower = more stable
7.524
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
9.5%
Buyback Yield
1.9%
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
14
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
9
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
10
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
27
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