Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/133905f7-8364-4282-bb4c-2744ae62f99e/
SHIVALIK
Shivalik Rasayan LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
11.0%
◐
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
✗
V
Value Analysis
Cheapness relative to fundamentals
73.0%ile
P/E
31.6×
P/S
1.0×
P/B
0.6×
E/P
0.0316
FCF Yield
-0.111
EBITDA/EV
0.110
SH Yield
-0.137
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
20.00000000
/100 — 1=cheapest
VC2 (Trending Value)
30.00000000
/100
VC3 (Buyback)
30.00000000
/100
P/E of 31.6x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-11.1%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
12.0%ile
ROE
0.020
ROA
0.014
Net Margin
0.032
Op Margin
0.073
GPA
0.219
Current
2.01
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.180
Earn Growth
-0.273
Stability
0.365
lower=better
Accruals
0.056
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
1.0%ile
6M Return
-37.9%
12M Return
-56.6%
12-1 Mom
-48.4%
Risk-Adj
-1.06
Vol 252d
45.6%
Vol 60d
99.8%
↑ Expanding
Max DD 12M
-61.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -48% signals a downtrend — price is moving against you. Near-term vol (100%) is expanding vs long-term (46%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.26
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 368 peers
Sector Value %ile
65.0%
Sector Quality %ile
13.6%
P/E z-score
-0.12
P/B z-score
-0.64
Sector Avg OS
54.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
| Symbol | Name | OS | Value | Quality | Momentum |
|---|---|---|---|---|---|
| GULPOLY | 99.0% | 96.0% | 94.0% | 75.0% | |
| SAIL | 99.0% | 93.0% | 85.0% | 92.0% | |
| ARIES | 99.0% | 97.0% | 96.0% | 77.0% | |
| JAYNECOIND | 99.0% | 84.0% | 98.0% | 98.0% | |
| TATASTEEL | 98.0% | 81.0% | 91.0% | 89.0% | |
| ANDHRSUGAR | 98.0% | 98.0% | 76.0% | 81.0% | |
| SANDUMA | 98.0% | 82.0% | 98.0% | 93.0% | |
| MANAKSTEEL | 98.0% | 96.0% | 72.0% | 78.0% |
Factor Interactions
Cheap for a Reason?
Looks cheap (73th value) but weak quality (12th). Classic value trap risk.
Falling Knife
Weak momentum (1th) despite looking cheap (73th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (100%) significantly exceeds 252-day (46%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
44.3% avg (7 factors)
Quality
D
31.1% avg (7 factors)
Momentum
F
0.0% avg (4 factors)
Risk
D
40.7% avg (1 factors)
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
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.260 | —1 | — | |
| Value %ile | 0.730 | —1 | — | |
| Quality %ile | 0.120 | —1 | — | |
| Momentum %ile | 0.010 | —1 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.456 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
31.64
Earnings Yield (E/P)
0.0316
Price / Sales
1.02
Price / Book
0.63
FCF Yield
-11.1%
EBITDA / EV
11.0%
Sales Yield (1/P·S)
0.8092
Shareholder Yield
Div + net buyback / mktcap
-13.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
2.0%
Return on Assets
1.4%
Net Margin
3.2%
Operating Margin
7.3%
Gross Profit / Assets
Novy-Marx GPA
21.9%
Current Ratio
2.01
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.056
MomentumPrice trend strength over different horizons
6M Return
-37.9%
12M Return
-56.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-48.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.06
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
18.0%
Earnings Growth (YoY)
-27.3%
Earnings Stability (CV)
Lower = more stable
0.365
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.6%
Buyback Yield
-14.3%
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
20
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
30
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
30
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