Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/42cb21f5-e6a4-47c9-bb47-1a9c9c3c3341/
NRAIL
N R Agarwal Industries LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
#36.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 6.00000000
📐
EBITDA/EV
12.0%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 92%
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.56
V
Value Analysis
Cheapness relative to fundamentals
86.0%ile
P/E
18.1×
P/S
0.4×
P/B
1.0×
E/P
0.0552
FCF Yield
-0.123
EBITDA/EV
0.120
SH Yield
0.004
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
6.00000000
/100 — 1=cheapest
VC2 (Trending Value)
6.00000000
/100
VC3 (Buyback)
7.00000000
/100
Negative FCF yield (-12.3%) — the business is currently cash-consumptive. VC2 score of 6.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
21.0%ile
ROE
0.054
ROA
0.022
Net Margin
0.020
Op Margin
0.049
GPA
0.345
Current
1.15
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.293
Earn Growth
1.476
Stability
1.454
lower=better
Accruals
-0.025
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
96.0%ile
6M Return
1.7%
12M Return
77.0%
12-1 Mom
92.4%
Risk-Adj
2.56
Vol 252d
36.1%
Vol 60d
82.1%
↑ Expanding
Max DD 12M
-20.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 92% is very strong — a clear uptrend. Risk-adjusted momentum of 2.56 is excellent — strong returns relative to volatility. Near-term vol (82%) is expanding vs long-term (36%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 368 peers
Sector Value %ile
81.6%
Sector Quality %ile
23.8%
P/E z-score
-0.16
P/B z-score
-0.55
Sector Avg OS
54.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
| Symbol | Name | OS | Value | Quality | Momentum |
|---|---|---|---|---|---|
| JAYNECOIND | 99.0% | 84.0% | 98.0% | 98.0% | |
| SAIL | 99.0% | 93.0% | 85.0% | 92.0% | |
| GULPOLY | 99.0% | 96.0% | 94.0% | 75.0% | |
| ARIES | 99.0% | 97.0% | 96.0% | 77.0% | |
| MANAKSTEEL | 98.0% | 96.0% | 72.0% | 78.0% | |
| TATASTEEL | 98.0% | 81.0% | 91.0% | 89.0% | |
| SANDUMA | 98.0% | 82.0% | 98.0% | 93.0% | |
| ANDHRSUGAR | 98.0% | 98.0% | 76.0% | 81.0% |
Factor Interactions
Trending Value Signal
Cheap (86th value) with strong momentum (96th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (86th value) but weak quality (21th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 29% with P/E of 18×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (82%) significantly exceeds 252-day (36%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.8% avg (7 factors)
Quality
D
34.8% avg (7 factors)
Momentum
A
82.2% avg (4 factors)
Risk
C
56.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.880 | —1 | — | |
| Value %ile | 0.860 | —1 | — | |
| Quality %ile | 0.210 | —1 | — | |
| Momentum %ile | 0.960 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.361 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.13
Earnings Yield (E/P)
0.0552
Price / Sales
0.37
Price / Book
0.97
Price / Cash Flow
8.35
FCF Yield
-12.3%
EBITDA / EV
12.0%
Sales Yield (1/P·S)
1.3331
Shareholder Yield
Div + net buyback / mktcap
0.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
5.4%
Return on Assets
2.2%
Net Margin
2.0%
Operating Margin
4.9%
Gross Profit / Assets
Novy-Marx GPA
34.5%
Current Ratio
1.15
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.025
MomentumPrice trend strength over different horizons
6M Return
1.7%
12M Return
77.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
92.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.56
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
29.3%
Earnings Growth (YoY)
147.6%
Earnings Stability (CV)
Lower = more stable
1.454
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.4%
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
6
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
6
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
7
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
36
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
Yes
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