Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/65bfd803-8923-4af6-b919-55971b583b98/
SUZLON
Suzlon Energy LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 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
Rev +54%
🔄
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
18.0%ile
P/E
24.7×
P/S
4.6×
P/B
8.0×
E/P
0.0404
FCF Yield
0.008
EBITDA/EV
0.042
SH Yield
-0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
85.00000000
/100 — 1=cheapest
VC2 (Trending Value)
89.00000000
/100
VC3 (Buyback)
89.00000000
/100
VC2 score of 89.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
77.0%ile
ROE
0.324
ROA
0.162
Net Margin
0.185
Op Margin
0.160
GPA
0.306
Current
1.65
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.537
Earn Growth
0.520
Stability
0.609
lower=better
Accruals
0.099
lower=better
5yr Consist
No
ROE of 32% is exceptional. Accruals ratio of 0.099 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
25.0%ile
6M Return
6.9%
12M Return
-17.1%
12-1 Mom
-17.6%
Risk-Adj
-0.51
Vol 252d
34.5%
Vol 60d
82.7%
↑ Expanding
Max DD 12M
-40.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -18% signals a downtrend — price is moving against you. Near-term vol (83%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.17
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Industrials
· 468 peers
Sector Value %ile
26.7%
Sector Quality %ile
82.5%
P/E z-score
-0.29
P/B z-score
0.16
Sector Avg OS
44.9%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
| Symbol | Name | OS | Value | Quality | Momentum |
|---|---|---|---|---|---|
| GESHIP | 99.0% | 93.0% | 90.0% | 94.0% | |
| SAHYADRI | 98.0% | 99.0% | 87.0% | 67.0% | |
| CORDSCABLE | 98.0% | 96.0% | 72.0% | 79.0% | |
| MAHESHWARI | 97.0% | 97.0% | 62.0% | 76.0% | |
| NELCAST | 97.0% | 84.0% | 86.0% | 79.0% | |
| UNIPARTS | 97.0% | 73.0% | 95.0% | 96.0% | |
| SOMANYCERA | 96.0% | 82.0% | 89.0% | 77.0% | |
| NAVA | 96.0% | 80.0% | 85.0% | 85.0% |
Factor Interactions
Earnings Quality Concern
ROE looks strong (32%) but high accruals (0.099) suggests earnings are accrual-heavy, not cash-backed.
Quality at a Premium
High quality (77th) but expensive (18th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (83%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
29.3% avg (7 factors)
Quality
B
62.8% avg (7 factors)
Momentum
F
20.7% avg (4 factors)
Risk
C
59.1% avg (1 factors)
High quality business commanding a premium price. The market recognises the quality — returns from here depend on continued fundamental execution. 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.170 | —1 | — | |
| Value %ile | 0.180 | —1 | — | |
| Quality %ile | 0.770 | —1 | — | |
| Momentum %ile | 0.250 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.345 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
24.74
Earnings Yield (E/P)
0.0404
Price / Sales
4.57
Price / Book
8.02
Price / Cash Flow
63.11
FCF Yield
0.8%
EBITDA / EV
4.2%
Sales Yield (1/P·S)
0.2189
Shareholder Yield
Div + net buyback / mktcap
-0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
32.4%
Return on Assets
16.2%
Net Margin
18.5%
Operating Margin
16.0%
Gross Profit / Assets
Novy-Marx GPA
30.6%
Current Ratio
1.65
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.099
MomentumPrice trend strength over different horizons
6M Return
6.9%
12M Return
-17.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-17.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.51
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
53.7%
Earnings Growth (YoY)
52.0%
Earnings Stability (CV)
Lower = more stable
0.609
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
Buyback Yield
-0.1%
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
85
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
89
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
89
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