Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/47e82e2f-1dbd-47b6-9292-023a27bd5b61/
HINDALCO
Hindalco Industries LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.810
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
Div 0.5%
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 62%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 24%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 2.57
V
Value Analysis
Cheapness relative to fundamentals
72.0%ile
P/E
18.2×
P/S
0.9×
P/B
1.8×
E/P
0.0548
FCF Yield
-0.060
EBITDA/EV
0.067
SH Yield
0.004
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
26.00000000
/100 — 1=cheapest
VC2 (Trending Value)
22.00000000
/100
VC3 (Buyback)
24.00000000
/100
Negative FCF yield (-6.0%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
16.0%ile
ROE
0.098
ROA
0.039
Net Margin
0.049
Op Margin
0.096
GPA
0.256
Current
1.21
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.153
Earn Growth
-0.169
Stability
0.370
lower=better
Accruals
0.009
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
95.0%ile
6M Return
32.7%
12M Return
69.3%
12-1 Mom
61.8%
Risk-Adj
2.57
Vol 252d
24.0%
Vol 60d
54.8%
↑ Expanding
Max DD 12M
-10.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 62% is very strong — a clear uptrend. Risk-adjusted momentum of 2.57 is excellent — strong returns relative to volatility. Near-term vol (55%) is expanding vs long-term (24%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.81
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 368 peers
Sector Value %ile
64.2%
Sector Quality %ile
18.4%
P/E z-score
-0.15
P/B z-score
-0.35
Sector Avg OS
54.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
| Symbol | Name | OS | Value | Quality | Momentum |
|---|---|---|---|---|---|
| GULPOLY | 99.0% | 96.0% | 94.0% | 75.0% | |
| JAYNECOIND | 99.0% | 84.0% | 98.0% | 98.0% | |
| SAIL | 99.0% | 93.0% | 85.0% | 92.0% | |
| ARIES | 99.0% | 97.0% | 96.0% | 77.0% | |
| TATASTEEL | 98.0% | 81.0% | 91.0% | 89.0% | |
| NATIONALUM | 98.0% | 80.0% | 97.0% | 98.0% | |
| SANDUMA | 98.0% | 82.0% | 98.0% | 93.0% | |
| MANAKSTEEL | 98.0% | 96.0% | 72.0% | 78.0% |
Factor Interactions
Trending Value Signal
Cheap (72th value) with strong momentum (95th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (72th value) but weak quality (16th). Classic value trap risk.
Growth at Reasonable Price
Revenue growing 15% with P/E of 18×. Growth isn't fully priced in.
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
47.8% avg (7 factors)
Quality
D
36.8% avg (7 factors)
Momentum
A
91.9% avg (4 factors)
Risk
A
76.6% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.810 | —1 | — | |
| Value %ile | 0.720 | —1 | — | |
| Quality %ile | 0.160 | —1 | — | |
| Momentum %ile | 0.950 | —1 | — | |
| F-Score | 3.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.240 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
18.25
Earnings Yield (E/P)
0.0548
Price / Sales
0.89
Price / Book
1.79
Price / Cash Flow
23.84
FCF Yield
-6.0%
EBITDA / EV
6.7%
Sales Yield (1/P·S)
0.8354
Shareholder Yield
Div + net buyback / mktcap
0.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.8%
Return on Assets
3.9%
Net Margin
4.9%
Operating Margin
9.6%
Gross Profit / Assets
Novy-Marx GPA
25.6%
Current Ratio
1.21
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.009
MomentumPrice trend strength over different horizons
6M Return
32.7%
12M Return
69.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
61.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
2.57
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
15.3%
Earnings Growth (YoY)
-16.9%
Earnings Stability (CV)
Lower = more stable
0.370
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
Dividend Yield
0.5%
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
26
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
22
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
24
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
Yes
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