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TATASTEEL

Tata Steel Limited
Chart
₹206.77
Latest Week 2026-06-05
Basic MaterialsSteelMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.98
OS Score
81.0%
Value
91.0%
Quality
89.0%
Momentum
7/9
F-Score
0.859
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
11 of 23 passing
★
OS Composite
OS 0.980
↗
Trending Value
✗
◆
Quality × Value
QV 0.859
🏛
Cornerstone Value
Div 1.7%
🌿
Cornerstone Growth
P/S 1.1
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.3%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 36%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 25%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.46
V
Value Analysis
Cheapness relative to fundamentals
81.0%ile
P/E
23.9×
P/S
1.1×
P/B
2.5×
E/P
0.0419
FCF Yield
0.060
EBITDA/EV
0.103
SH Yield
0.017
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
19.00000000
/100 — 1=cheapest
VC2 (Trending Value)
12.00000000
/100
VC3 (Buyback)
13.00000000
/100
FCF yield of 6.0% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.106
ROA
0.036
Net Margin
0.047
Op Margin
0.097
GPA
0.454
Current
0.75
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.062
Earn Growth
2.156
Stability
0.304
lower=better
Accruals
-0.081
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
89.0%ile
6M Return
23.7%
12M Return
31.3%
12-1 Mom
36.2%
Risk-Adj
1.46
Vol 252d
24.8%
Vol 60d
54.1%
↑ Expanding
Max DD 12M
-13.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 36% is very strong — a clear uptrend. Near-term vol (54%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.98
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 368 peers
Sector Value %ile
73.7%
Sector Quality %ile
92.7%
P/E z-score
-0.14
P/B z-score
-0.16
Sector Avg OS
54.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ARIES Aries Agro Limited 99.0% 97.0% 96.0% 77.0%
GULPOLY Gulshan Polyols Limited 99.0% 96.0% 94.0% 75.0%
JAYNECOIND Jayaswal Neco Industries Limited 99.0% 84.0% 98.0% 98.0%
SAIL Steel Authority of India Limited 99.0% 93.0% 85.0% 92.0%
MANAKSTEEL Manaksia Steels Limited 98.0% 96.0% 72.0% 78.0%
SANDUMA The Sandur Manganese & Iron Ores Limited 98.0% 82.0% 98.0% 93.0%
ANDHRSUGAR The Andhra Sugars Limited 98.0% 98.0% 76.0% 81.0%
NATIONALUM National Aluminium Company Limited 98.0% 80.0% 97.0% 98.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (81th) and quality (91th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (81th value) with strong momentum (89th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (54%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
56.1% avg (7 factors)
Quality
C
45.0% avg (7 factors)
Momentum
B
69.6% avg (4 factors)
Risk
A
75.3% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.980—1—
Value %ile0.810—1—
Quality %ile0.910—1—
Momentum %ile0.890—1—
F-Score7.000—1—
Confidence0.939—1—
Volatility0.248—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
23.89
Earnings Yield (E/P)
0.0419
Price / Sales
1.12
Price / Book
2.52
Price / Cash Flow
7.35
FCF Yield
6.0%
EBITDA / EV
10.3%
Sales Yield (1/P·S)
0.6746
Shareholder Yield
Div + net buyback / mktcap
1.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.6%
Return on Assets
3.6%
Net Margin
4.7%
Operating Margin
9.7%
Gross Profit / Assets
Novy-Marx GPA
45.4%
Current Ratio
0.75
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.081
MomentumPrice trend strength over different horizons
6M Return
23.7%
12M Return
31.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
36.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.46
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.2%
Earnings Growth (YoY)
215.6%
Earnings Stability (CV)
Lower = more stable
0.304
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
1.7%
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
19
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
12
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
13
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
Yes
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