Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/20932b2b-e10f-440b-9f41-d18f372ea38a/
ICICIAMC
ICICI PRUDENTIAL AMC LTDSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
0 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
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
5.0%ile
P/E
48.7×
P/S
27.9×
P/B
38.5×
E/P
0.0205
FCF Yield
0.020
EBITDA/EV
0.028
SH Yield
0.016
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
97.00000000
/100 — 1=cheapest
VC2 (Trending Value)
90.00000000
/100
VC3 (Buyback)
91.00000000
/100
P/E of 48.7x is premium-priced — the market is paying up for expected growth. VC2 score of 90.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
92.0%ile
ROE
0.791
ROA
0.653
Net Margin
0.572
Op Margin
0.727
GPA
0.952
Current
3.68
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.231
Accruals
0.003
lower=better
5yr Consist
No
ROE of 79% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
52.0%ile
Vol 252d
41.0%
Vol 60d
49.8%
↑ Expanding
Max DD 12M
-9.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
OS
Composite & Factor Heatmap
All factors at a glance
0.23
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 237 peers
Sector Value %ile
2.9%
Sector Quality %ile
95.4%
P/E z-score
0.24
P/B z-score
0.72
Sector Avg OS
48.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
| Symbol | Name | OS | Value | Quality | Momentum |
|---|---|---|---|---|---|
| DCBBANK | 99.0% | 94.0% | 87.0% | 86.0% | |
| JPOLYINVST | 98.0% | 84.0% | 93.0% | 89.0% | |
| INDIANB | 98.0% | 89.0% | 76.0% | 90.0% | |
| SOUTHBANK | 98.0% | 92.0% | 67.0% | 93.0% | |
| DHANBANK | 97.0% | 93.0% | 76.0% | 74.0% | |
| BANKBARODA | 97.0% | 94.0% | 70.0% | 76.0% | |
| CANBK | 97.0% | 90.0% | 67.0% | 85.0% | |
| PNB | 96.0% | 93.0% | 70.0% | 71.0% |
Factor Interactions
Quality at a Premium
High quality (92th) but expensive (5th value). Upside may be limited without earnings growth.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
12.6% avg (7 factors)
Quality
A
94.1% avg (7 factors)
Risk
C
48.3% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.230 | —1 | — | |
| Value %ile | 0.050 | —1 | — | |
| Quality %ile | 0.920 | —1 | — | |
| Momentum %ile | 0.520 | —0 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.788 | —1 | — | |
| Volatility | 0.410 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
48.69
Earnings Yield (E/P)
0.0205
Price / Sales
27.86
Price / Book
38.50
Price / Cash Flow
48.94
FCF Yield
2.0%
EBITDA / EV
2.8%
Sales Yield (1/P·S)
0.0359
Shareholder Yield
Div + net buyback / mktcap
1.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
79.1%
Return on Assets
65.3%
Net Margin
57.2%
Operating Margin
72.7%
Gross Profit / Assets
Novy-Marx GPA
95.2%
Current Ratio
3.68
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.003
MomentumPrice trend strength over different horizons
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
23.1%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
1.6%
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
97
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
90
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
91
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