Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2c9716d5-868a-4285-9826-6adcee71dd4b/

ASHOKLEY

Ashok Leyland Limited
Chart
₹145.29
Latest Week 2026-06-05
IndustrialsFarm & Heavy Construction MachineryMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.39
OS Score
34.0%
Value
26.0%
Quality
87.0%
Momentum
3/9
F-Score
0.297
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 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
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
2.1%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 38%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.00
V
Value Analysis
Cheapness relative to fundamentals
34.0%ile
P/E
24.6×
P/S
1.5×
P/B
6.0×
E/P
0.0407
FCF Yield
-0.055
EBITDA/EV
0.077
SH Yield
0.021
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
61.00000000
/100 — 1=cheapest
VC2 (Trending Value)
31.00000000
/100
VC3 (Buyback)
33.00000000
/100
Negative FCF yield (-5.5%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
26.0%ile
ROE
0.244
ROA
0.034
Net Margin
0.062
Op Margin
0.193
GPA
0.220
Current
1.32
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.160
Earn Growth
0.117
Stability
0.305
lower=better
Accruals
0.083
lower=better
5yr Consist
Yes
ROE of 24% is exceptional. Accruals ratio of 0.083 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
87.0%ile
6M Return
-9.7%
12M Return
20.9%
12-1 Mom
37.9%
Risk-Adj
1.00
Vol 252d
37.9%
Vol 60d
91.0%
↑ Expanding
Max DD 12M
-31.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 38% is very strong — a clear uptrend. Near-term vol (91%) is expanding vs long-term (38%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.39
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 468 peers
Sector Value %ile
42.9%
Sector Quality %ile
29.0%
P/E z-score
-0.29
P/B z-score
0.02
Sector Avg OS
44.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
GESHIP The Great Eastern Shipping Company Limited 99.0% 93.0% 90.0% 94.0%
SAHYADRI Sahyadri Industries Limited 98.0% 99.0% 87.0% 67.0%
CORDSCABLE Cords Cable Industries Limited 98.0% 96.0% 72.0% 79.0%
MAHESHWARI Maheshwari Logistics Limited 97.0% 97.0% 62.0% 76.0%
UNIPARTS Uniparts India Limited 97.0% 73.0% 95.0% 96.0%
NELCAST Nelcast Limited 97.0% 84.0% 86.0% 79.0%
SOMANYCERA Somany Ceramics Limited 96.0% 82.0% 89.0% 77.0%
NAVA Nava Limited 96.0% 80.0% 85.0% 85.0%
Factor Interactions
Earnings Quality Concern
ROE looks strong (24%) but high accruals (0.083) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (91%) significantly exceeds 252-day (38%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
39.4% avg (7 factors)
Quality
D
42.5% avg (7 factors)
Momentum
C
53.9% avg (4 factors)
Risk
C
53.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.390—0—
Value %ile0.340—0—
Quality %ile0.260—1—
Momentum %ile0.870—1—
F-Score3.000—1—
Confidence0.909—1—
Volatility0.379—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
24.59
Earnings Yield (E/P)
0.0407
Price / Sales
1.52
Price / Book
5.99
FCF Yield
-5.5%
EBITDA / EV
7.7%
Sales Yield (1/P·S)
0.3922
Shareholder Yield
Div + net buyback / mktcap
2.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
24.4%
Return on Assets
3.4%
Net Margin
6.2%
Operating Margin
19.3%
Gross Profit / Assets
Novy-Marx GPA
22.0%
Current Ratio
1.32
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.083
MomentumPrice trend strength over different horizons
6M Return
-9.7%
12M Return
20.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
37.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.00
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
16.0%
Earnings Growth (YoY)
11.7%
Earnings Stability (CV)
Lower = more stable
0.305
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
3
Dividend Yield
2.2%
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
61
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
31
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity