Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/2dce6789-f706-44ef-89b1-e1b43481f07b/

SIGMA

Sigma Solve Limited
Chart
₹40.17
Latest Week 2026-06-05
TechnologyInformation Technology ServicesMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.93
OS Score
67.0%
Value
95.0%
Quality
81.0%
Momentum
4/9
F-Score
0.798
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
✗
◆
Quality × Value
QV 0.798
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.1%
◐
Veiled Value
Yes
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
Rev +26%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 27%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
67.0%ile
P/E
17.3×
P/S
4.3×
P/B
5.4×
E/P
0.0578
FCF Yield
0.075
EBITDA/EV
0.081
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
61.00000000
/100 — 1=cheapest
VC2 (Trending Value)
38.00000000
/100
VC3 (Buyback)
60.00000000
/100
FCF yield of 7.5% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
95.0%ile
ROE
0.310
ROA
0.268
Net Margin
0.250
Op Margin
0.286
GPA
0.479
Current
5.24
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.255
Earn Growth
-0.875
Stability
0.126
lower=better
Accruals
-0.074
lower=better
5yr Consist
Yes
ROE of 31% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
-22.8%
12M Return
9.5%
12-1 Mom
26.5%
Risk-Adj
0.64
Vol 252d
41.3%
Vol 60d
99.0%
↑ Expanding
Max DD 12M
-35.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 27% is very strong — a clear uptrend. Near-term vol (99%) is expanding vs long-term (41%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.93
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology · 181 peers
Sector Value %ile
73.6%
Sector Quality %ile
94.5%
P/E z-score
-0.26
P/B z-score
-0.07
Sector Avg OS
43.7%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
WAAREEINDO Indosolar Limited 96.0% 78.0% 89.0% 86.0%
RPSGVENT RPSG Ventures Limited 95.0% 92.0% 61.0% 75.0%
DATAMATICS Datamatics Global Services Limited 94.0% 67.0% 91.0% 90.0%
INFOBEAN InfoBeans Technologies Limited 94.0% 65.0% 91.0% 96.0%
GTLINFRA GTL Infrastructure Limited 94.0% 87.0% 66.0% 73.0%
IVALUE iValue Infosolutions Limited 92.0% 92.0% 69.0% 51.0%
RPTECH Rashi Peripherals Limited 92.0% 88.0% 34.0% 96.0%
ONWARDTEC Onward Technologies Limited 92.0% 91.0% 85.0% 36.0%
Factor Interactions
Growth at Reasonable Price
Revenue growing 26% with P/E of 17×. Growth isn't fully priced in.
Hot but Volatile
Strong momentum (81th) but high volatility (41%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (99%) significantly exceeds 252-day (41%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
48.5% avg (7 factors)
Quality
A
95.7% avg (7 factors)
Momentum
D
40.7% avg (4 factors)
Risk
C
47.9% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.930—1—
Value %ile0.670—0—
Quality %ile0.950—1—
Momentum %ile0.810—1—
F-Score4.000—1—
Confidence0.939—1—
Volatility0.413—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.29
Earnings Yield (E/P)
0.0578
Price / Sales
4.32
Price / Book
5.36
Price / Cash Flow
13.54
FCF Yield
7.5%
EBITDA / EV
8.1%
Sales Yield (1/P·S)
0.2354
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
31.0%
Return on Assets
26.8%
Net Margin
25.0%
Operating Margin
28.6%
Gross Profit / Assets
Novy-Marx GPA
47.9%
Current Ratio
5.24
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.074
MomentumPrice trend strength over different horizons
6M Return
-22.8%
12M Return
9.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
26.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.64
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
25.5%
Earnings Growth (YoY)
-87.5%
Earnings Stability (CV)
Lower = more stable
0.126
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
0.1%
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
38
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
60
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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