Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/5b937246-3b61-4765-afe6-b113fce57057/
BWN
Bhagwan Marine LtdSnapshot 2026-07-19 · 1.3w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.800
↗
Trending Value
✗
◆
Quality × Value
QV 0.924
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 5
📐
EBITDA/EV
31.4%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
Val 97%
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
97.0%ile
P/E
8.9×
P/S
0.4×
P/B
0.7×
E/P
0.1373
FCF Yield
-0.016
EBITDA/EV
0.314
SH Yield
-0.655
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
2.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
5.00000000
/100
P/E of 8.9x places this firmly in deep value territory. Negative FCF yield (-1.6%) — the business is currently cash-consumptive. VC2 score of 5.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
88.0%ile
ROE
0.074
ROA
0.044
Net Margin
0.044
Op Margin
0.078
GPA
0.940
Current
0.96
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.049
Earn Growth
0.212
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
3.0%ile
6M Return
-41.0%
12M Return
-44.9%
12-1 Mom
-48.9%
Risk-Adj
-1.31
Vol 252d
37.3%
Vol 60d
84.1%
↑ Expanding
Max DD 12M
-57.2%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -49% signals a downtrend — price is moving against you. Near-term vol (84%) is expanding vs long-term (37%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.8
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 129 peers
Sector Value %ile
96.2%
Sector Quality %ile
76.2%
P/E z-score
-0.44
P/B z-score
-0.24
Sector Avg OS
50.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (88th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (3th) despite looking cheap (97th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (84%) significantly exceeds 252-day (37%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
69.0% avg (7 factors)
Quality
D
38.3% avg (6 factors)
Momentum
F
0.0% avg (4 factors)
Risk
C
54.5% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.800 | —7 | — | |
| Value %ile | 0.970 | —7 | — | |
| Quality %ile | 0.880 | —7 | — | |
| Momentum %ile | 0.030 | —7 | — | |
| F-Score | 5.000 | —0 | — | |
| Confidence | 0.460 | —0 | — | |
| Volatility | 0.373 | —0 | — |
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.91
Earnings Yield (E/P)
0.1373
Price / Sales
0.39
Price / Book
0.66
FCF Yield
-1.6%
EBITDA / EV
31.4%
Sales Yield (1/P·S)
1.7568
Shareholder Yield
Div + net buyback / mktcap
-65.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
7.4%
Return on Assets
4.4%
Net Margin
4.4%
Operating Margin
7.8%
Gross Profit / Assets
Novy-Marx GPA
94.0%
Current Ratio
0.96
MomentumPrice trend strength over different horizons
6M Return
-41.0%
12M Return
-44.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-48.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.31
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.9%
Earnings Growth (YoY)
21.2%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
3.6%
Buyback Yield
-69.1%
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
2
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
5
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
5
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
84
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity