Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3b571603-0027-47c5-ba0d-268a7a1f95b2/

SHREDIGCEM

Shree Digvijay Cement Company Limited
Chart
₹70.87
Latest Week 2026-06-05
Basic MaterialsBuilding MaterialsLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.14
OS Score
27.0%
Value
7.0%
Quality
65.0%
Momentum
2/9
F-Score
0.137
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 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
2.1%
💰
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
27.0%ile
P/E
31.7×
P/S
1.3×
P/B
2.9×
E/P
0.0316
FCF Yield
-0.315
EBITDA/EV
0.056
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
P/E of 31.7x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-31.5%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
7.0%ile
ROE
0.091
ROA
0.031
Net Margin
0.041
Op Margin
0.048
GPA
0.540
Current
2.72
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.033
Earn Growth
-0.009
Stability
1.983
lower=better
Accruals
0.419
lower=better
5yr Consist
No
Accruals ratio of 0.419 is elevated — earnings quality may be lower than headline numbers suggest. F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
65.0%ile
6M Return
-21.3%
12M Return
-9.1%
12-1 Mom
0.2%
Risk-Adj
0.00
Vol 252d
40.3%
Vol 60d
80.7%
↑ Expanding
Max DD 12M
-42.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (81%) is expanding vs long-term (40%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.14
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 368 peers
Sector Value %ile
21.7%
Sector Quality %ile
8.4%
P/E z-score
-0.12
P/B z-score
-0.08
Sector Avg OS
54.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
GULPOLY Gulshan Polyols Limited 99.0% 96.0% 94.0% 75.0%
ARIES Aries Agro Limited 99.0% 97.0% 96.0% 77.0%
SAIL Steel Authority of India Limited 99.0% 93.0% 85.0% 92.0%
JAYNECOIND Jayaswal Neco Industries Limited 99.0% 84.0% 98.0% 98.0%
ANDHRSUGAR The Andhra Sugars Limited 98.0% 98.0% 76.0% 81.0%
TATASTEEL Tata Steel Limited 98.0% 81.0% 91.0% 89.0%
MANAKSTEEL Manaksia Steels Limited 98.0% 96.0% 72.0% 78.0%
NATIONALUM National Aluminium Company Limited 98.0% 80.0% 97.0% 98.0%
Factor Interactions
Volatility Expanding
60-day vol (81%) significantly exceeds 252-day (40%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
40.9% avg (7 factors)
Quality
D
41.3% avg (7 factors)
Momentum
F
23.2% avg (4 factors)
Risk
C
49.5% 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 Composite0.140—1—
Value %ile0.270—1—
Quality %ile0.070—1—
Momentum %ile0.650—0—
F-Score2.000—1—
Confidence0.909—1—
Volatility0.403—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
31.65
Earnings Yield (E/P)
0.0316
Price / Sales
1.30
Price / Book
2.87
FCF Yield
-31.5%
EBITDA / EV
5.6%
Sales Yield (1/P·S)
0.5161
Shareholder Yield
Div + net buyback / mktcap
2.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.1%
Return on Assets
3.1%
Net Margin
4.1%
Operating Margin
4.8%
Gross Profit / Assets
Novy-Marx GPA
54.0%
Current Ratio
2.72
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.419
MomentumPrice trend strength over different horizons
6M Return
-21.3%
12M Return
-9.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
0.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.00
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
3.3%
Earnings Growth (YoY)
-0.9%
Earnings Stability (CV)
Lower = more stable
1.983
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
2.1%
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
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