Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/4ed617a9-cf2b-4e17-935b-cd454f67fd04/

BHEL

Bharat Heavy Electricals Limited
Chart
₹386.95
Latest Week 2026-06-05
IndustrialsSpecialty Industrial MachineryMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.49
OS Score
13.0%
Value
74.0%
Quality
94.0%
Momentum
8/9
F-Score
0.310
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
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
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 59%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.47
V
Value Analysis
Cheapness relative to fundamentals
13.0%ile
P/E
77.9×
P/S
3.8×
P/B
5.2×
E/P
0.0128
FCF Yield
0.037
EBITDA/EV
0.024
SH Yield
0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
87.00000000
/100 — 1=cheapest
VC2 (Trending Value)
85.00000000
/100
VC3 (Buyback)
82.00000000
/100
P/E of 77.9x is premium-priced — the market is paying up for expected growth. VC2 score of 85.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
74.0%ile
ROE
0.066
ROA
0.023
Net Margin
0.049
Op Margin
0.064
GPA
0.151
Current
1.59
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.192
Earn Growth
1.997
Stability
1.697
lower=better
Accruals
-0.054
lower=better
5yr Consist
No
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
94.0%ile
6M Return
39.3%
12M Return
51.6%
12-1 Mom
58.6%
Risk-Adj
1.47
Vol 252d
39.8%
Vol 60d
94.3%
↑ Expanding
Max DD 12M
-21.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 59% is very strong — a clear uptrend. Near-term vol (94%) is expanding vs long-term (40%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.49
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 468 peers
Sector Value %ile
19.4%
Sector Quality %ile
78.9%
P/E z-score
0.30
P/B z-score
-0.03
Sector Avg OS
44.8%
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%
SAHYADRI Sahyadri Industries Limited 98.0% 99.0% 87.0% 67.0%
CORDSCABLE Cords Cable Industries Limited 98.0% 96.0% 72.0% 79.0%
UNIPARTS Uniparts India Limited 97.0% 73.0% 95.0% 96.0%
MAHESHWARI Maheshwari Logistics Limited 97.0% 97.0% 62.0% 76.0%
NELCAST Nelcast Limited 97.0% 84.0% 86.0% 79.0%
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
Quality Momentum — Expensive
Strong quality (74th) and momentum (94th) but expensive (13th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (74th) but expensive (13th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (94%) significantly exceeds 252-day (40%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
26.9% avg (7 factors)
Quality
D
35.9% avg (7 factors)
Momentum
A
84.8% avg (4 factors)
Risk
C
50.3% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.490—0—
Value %ile0.130—1—
Quality %ile0.740—1—
Momentum %ile0.940—1—
F-Score8.000—1—
Confidence0.939—1—
Volatility0.398—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
77.89
Earnings Yield (E/P)
0.0128
Price / Sales
3.82
Price / Book
5.15
Price / Cash Flow
23.08
FCF Yield
3.7%
EBITDA / EV
2.4%
Sales Yield (1/P·S)
0.2492
Shareholder Yield
Div + net buyback / mktcap
0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
6.6%
Return on Assets
2.3%
Net Margin
4.9%
Operating Margin
6.4%
Gross Profit / Assets
Novy-Marx GPA
15.1%
Current Ratio
1.59
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.054
MomentumPrice trend strength over different horizons
6M Return
39.3%
12M Return
51.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
58.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.47
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
19.2%
Earnings Growth (YoY)
199.7%
Earnings Stability (CV)
Lower = more stable
1.697
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
8
Dividend Yield
0.1%
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
87
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
85
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
82
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