Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/1f3b4058-733b-4faa-8121-8489f350ae3f/
MRPL
Mangalore Refinery and Petrochemicals LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.960
↗
Trending Value
#33.00000000
◆
Quality × Value
QV 0.771
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 7.00000000
📐
EBITDA/EV
10.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.6%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 22%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
90.0%ile
P/E
16.3×
P/S
0.3×
P/B
1.9×
E/P
0.0614
FCF Yield
0.027
EBITDA/EV
0.109
SH Yield
0.026
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
11.00000000
/100 — 1=cheapest
VC2 (Trending Value)
7.00000000
/100
VC3 (Buyback)
7.00000000
/100
VC2 score of 7.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
66.0%ile
ROE
0.117
ROA
0.037
Net Margin
0.018
Op Margin
0.048
GPA
0.191
Current
1.14
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.064
Stability
1.621
lower=better
Accruals
-0.019
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
82.0%ile
6M Return
2.9%
12M Return
12.1%
12-1 Mom
21.6%
Risk-Adj
0.50
Vol 252d
43.2%
Vol 60d
99.2%
↑ Expanding
Max DD 12M
-28.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 22% is very strong — a clear uptrend. Near-term vol (99%) is expanding vs long-term (43%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.96
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 36 peers
Sector Value %ile
73.0%
Sector Quality %ile
56.8%
P/E z-score
-0.24
P/B z-score
-0.35
Sector Avg OS
65.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Trending Value Signal
Cheap (90th value) with strong momentum (82th). The market is starting to recognise the value.
Piotroski + Value Convergence
F-Score 8/9 with good value (90th). Strong fundamental improvement in a cheap stock.
Hot but Volatile
Strong momentum (82th) but high volatility (43%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (99%) significantly exceeds 252-day (43%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
60.7% avg (7 factors)
Quality
D
33.6% avg (7 factors)
Momentum
C
46.9% avg (4 factors)
Risk
D
44.7% 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. 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 | 0.960 | —1 | — | |
| Value %ile | 0.900 | —1 | — | |
| Quality %ile | 0.660 | —0 | — | |
| Momentum %ile | 0.820 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.432 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
16.28
Earnings Yield (E/P)
0.0614
Price / Sales
0.30
Price / Book
1.91
Price / Cash Flow
10.73
FCF Yield
2.7%
EBITDA / EV
10.9%
Sales Yield (1/P·S)
2.1614
Shareholder Yield
Div + net buyback / mktcap
2.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.7%
Return on Assets
3.7%
Net Margin
1.8%
Operating Margin
4.8%
Gross Profit / Assets
Novy-Marx GPA
19.1%
Current Ratio
1.14
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.019
MomentumPrice trend strength over different horizons
6M Return
2.9%
12M Return
12.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
21.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.50
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-6.4%
Earnings Stability (CV)
Lower = more stable
1.621
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
2.6%
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
11
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
7
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
7
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
33
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