Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/3c7bd76f-412d-4a69-86d6-990e154cf1b1/
GODFRYPHLP
Godfrey Phillips India LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 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
Rev +14%
🔄
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
22.0%ile
P/E
23.1×
P/S
5.2×
P/B
5.6×
E/P
0.0433
FCF Yield
0.006
EBITDA/EV
0.060
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
81.00000000
/100 — 1=cheapest
VC2 (Trending Value)
82.00000000
/100
VC3 (Buyback)
83.00000000
/100
VC2 score of 82.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
81.0%ile
ROE
0.242
ROA
0.181
Net Margin
0.226
Op Margin
0.212
GPA
0.343
Current
2.44
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.139
Earn Growth
0.424
Stability
0.257
lower=better
Accruals
0.118
lower=better
5yr Consist
Yes
ROE of 24% is exceptional. Accruals ratio of 0.118 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
29.0%ile
6M Return
-18.7%
12M Return
-17.8%
12-1 Mom
-10.2%
Risk-Adj
-0.20
Vol 252d
51.5%
Vol 60d
112.6%
↑ Expanding
Max DD 12M
-48.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -10% signals a downtrend — price is moving against you. Near-term vol (113%) is expanding vs long-term (52%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.23
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive
· 161 peers
Sector Value %ile
21.6%
Sector Quality %ile
79.0%
P/E z-score
-0.34
P/B z-score
-0.03
Sector Avg OS
51.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Earnings Quality Concern
ROE looks strong (24%) but high accruals (0.118) suggests earnings are accrual-heavy, not cash-backed.
Quality at a Premium
High quality (81th) but expensive (22th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (113%) significantly exceeds 252-day (52%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
35.3% avg (7 factors)
Quality
B
69.3% avg (7 factors)
Momentum
F
16.9% avg (4 factors)
Risk
D
30.8% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.230 | —1 | — | |
| Value %ile | 0.220 | —1 | — | |
| Quality %ile | 0.810 | —1 | — | |
| Momentum %ile | 0.290 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.515 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
23.08
Earnings Yield (E/P)
0.0433
Price / Sales
5.22
Price / Book
5.57
Price / Cash Flow
66.83
FCF Yield
0.6%
EBITDA / EV
6.0%
Sales Yield (1/P·S)
0.1904
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
24.2%
Return on Assets
18.1%
Net Margin
22.6%
Operating Margin
21.2%
Gross Profit / Assets
Novy-Marx GPA
34.3%
Current Ratio
2.44
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.118
MomentumPrice trend strength over different horizons
6M Return
-18.7%
12M Return
-17.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-10.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.20
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
13.9%
Earnings Growth (YoY)
42.4%
Earnings Stability (CV)
Lower = more stable
0.257
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
81
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
82
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
83
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity