Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/32ea6b00-9597-4574-acfd-db7b058e8e93/

VRLLOG

VRL Logistics Limited
Chart
₹234.99
Latest Week 2026-06-05
IndustrialsTruckingLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.89
OS Score
83.0%
Value
93.0%
Quality
35.0%
Momentum
7/9
F-Score
0.879
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.890
↗
Trending Value
✗
◆
Quality × Value
QV 0.879
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.3
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
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
83.0%ile
P/E
15.7×
P/S
1.3×
P/B
3.6×
E/P
0.0635
FCF Yield
0.068
EBITDA/EV
0.085
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
21.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
19.00000000
/100
FCF yield of 6.8% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
93.0%ile
ROE
0.229
ROA
0.100
Net Margin
0.081
Op Margin
0.132
GPA
0.184
Current
0.49
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.019
Earn Growth
-0.353
Stability
0.154
lower=better
Accruals
-0.151
lower=better
5yr Consist
Yes
ROE of 23% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
35.0%ile
6M Return
-12.7%
12M Return
-13.8%
12-1 Mom
-2.9%
Risk-Adj
-0.10
Vol 252d
29.6%
Vol 60d
67.5%
↑ Expanding
Max DD 12M
-24.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (67%) is expanding vs long-term (30%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.89
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 468 peers
Sector Value %ile
86.1%
Sector Quality %ile
96.6%
P/E z-score
-0.39
P/B z-score
-0.14
Sector Avg OS
44.7%
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%
CORDSCABLE Cords Cable Industries Limited 98.0% 96.0% 72.0% 79.0%
SAHYADRI Sahyadri Industries Limited 98.0% 99.0% 87.0% 67.0%
UNIPARTS Uniparts India Limited 97.0% 73.0% 95.0% 96.0%
NELCAST Nelcast Limited 97.0% 84.0% 86.0% 79.0%
MAHESHWARI Maheshwari Logistics Limited 97.0% 97.0% 62.0% 76.0%
NAVA Nava Limited 96.0% 80.0% 85.0% 85.0%
SOMANYCERA Somany Ceramics Limited 96.0% 82.0% 89.0% 77.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (83th) and quality (93th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Volatility Expanding
60-day vol (67%) significantly exceeds 252-day (30%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
55.3% avg (7 factors)
Quality
C
49.7% avg (7 factors)
Momentum
F
22.9% avg (4 factors)
Risk
B
67.3% 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 Composite0.890—1—
Value %ile0.830—1—
Quality %ile0.930—1—
Momentum %ile0.350—0—
F-Score7.000—1—
Confidence0.939—1—
Volatility0.296—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
15.74
Earnings Yield (E/P)
0.0635
Price / Sales
1.27
Price / Book
3.60
Price / Cash Flow
6.28
FCF Yield
6.8%
EBITDA / EV
8.5%
Sales Yield (1/P·S)
0.6159
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
22.9%
Return on Assets
10.0%
Net Margin
8.1%
Operating Margin
13.2%
Gross Profit / Assets
Novy-Marx GPA
18.4%
Current Ratio
0.49
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.151
MomentumPrice trend strength over different horizons
6M Return
-12.7%
12M Return
-13.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-2.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.10
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.9%
Earnings Growth (YoY)
-35.3%
Earnings Stability (CV)
Lower = more stable
0.154
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
0.0%
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
21
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
19
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