Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/60451b1b-115c-4c5f-accf-73da25718dd9/

SWANCORP

Swan Corp Limited
Chart
₹311.45
Latest Week 2026-06-05
IndustrialsConglomeratesLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.2
OS Score
65.0%
Value
2.0%
Quality
14.0%
Momentum
3/9
F-Score
0.114
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
0 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
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
65.0%ile
P/E
35.6×
P/S
2.2×
P/B
1.3×
E/P
0.0281
FCF Yield
-0.020
EBITDA/EV
0.051
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
41.00000000
/100 — 1=cheapest
VC2 (Trending Value)
39.00000000
/100
VC3 (Buyback)
29.00000000
/100
P/E of 35.6x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-2.0%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
2.0%ile
ROE
0.036
ROA
0.020
Net Margin
0.063
Op Margin
-0.075
GPA
0.006
Current
1.91
F-Score
3/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.115
Earn Growth
-0.637
Stability
2.385
lower=better
Accruals
0.021
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
14.0%ile
6M Return
-30.3%
12M Return
-31.3%
12-1 Mom
-22.2%
Risk-Adj
-0.63
Vol 252d
35.2%
Vol 60d
68.6%
↑ Expanding
Max DD 12M
-38.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -22% signals a downtrend — price is moving against you. Near-term vol (69%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.2
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials · 468 peers
Sector Value %ile
69.1%
Sector Quality %ile
3.4%
P/E z-score
-0.17
P/B z-score
-0.29
Sector Avg OS
44.9%
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%
NELCAST Nelcast Limited 97.0% 84.0% 86.0% 79.0%
MAHESHWARI Maheshwari Logistics Limited 97.0% 97.0% 62.0% 76.0%
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
Cheap for a Reason?
Looks cheap (65th value) but weak quality (2th). Classic value trap risk.
Falling Knife
Weak momentum (14th) despite looking cheap (65th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (69%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
37.7% avg (7 factors)
Quality
F
23.9% avg (7 factors)
Momentum
F
3.3% avg (4 factors)
Risk
C
57.9% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.200—1—
Value %ile0.650—0—
Quality %ile0.020—1—
Momentum %ile0.140—1—
F-Score3.000—1—
Confidence0.909—1—
Volatility0.352—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
35.61
Earnings Yield (E/P)
0.0281
Price / Sales
2.23
Price / Book
1.30
FCF Yield
-2.0%
EBITDA / EV
5.1%
Sales Yield (1/P·S)
0.3902
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
3.6%
Return on Assets
2.0%
Net Margin
6.3%
Operating Margin
-7.5%
Gross Profit / Assets
Novy-Marx GPA
0.6%
Current Ratio
1.91
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.021
MomentumPrice trend strength over different horizons
6M Return
-30.3%
12M Return
-31.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-22.2%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.63
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-11.5%
Earnings Growth (YoY)
-63.7%
Earnings Stability (CV)
Lower = more stable
2.385
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
3
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
41
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
39
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
29
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity