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TATAPOWER

Tata Power Company Limited
Chart
₹409.20
Latest Week 2026-06-05
UtilitiesUtilities - Independent Power ProducersMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.3
OS Score
30.0%
Value
30.0%
Quality
75.0%
Momentum
6/9
F-Score
0.300
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
3 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 22%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
30.0%ile
P/E
34.9×
P/S
2.1×
P/B
3.3×
E/P
0.0287
FCF Yield
-0.037
EBITDA/EV
0.081
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
63.00000000
/100 — 1=cheapest
VC2 (Trending Value)
64.00000000
/100
VC3 (Buyback)
65.00000000
/100
P/E of 34.9x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-3.7%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
30.0%ile
ROE
0.095
ROA
0.021
Net Margin
0.060
Op Margin
0.133
GPA
0.144
Current
0.81
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.047
Earn Growth
-0.056
Stability
0.123
lower=better
Accruals
-0.013
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
75.0%ile
6M Return
6.4%
12M Return
3.0%
12-1 Mom
9.8%
Risk-Adj
0.45
Vol 252d
21.6%
Vol 60d
50.2%
↑ Expanding
Max DD 12M
-15.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (50%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.3
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities · 39 peers
Sector Value %ile
35.0%
Sector Quality %ile
35.0%
P/E z-score
-0.25
P/B z-score
-0.07
Sector Avg OS
53.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PTC PTC India Limited 98.0% 98.0% 73.0% 83.0%
NTPC NTPC Limited 97.0% 86.0% 80.0% 82.0%
CESC CESC Limited 95.0% 86.0% 70.0% 80.0%
JPPOWER Jaiprakash Power Ventures Limited 94.0% 83.0% 68.0% 83.0%
NLCINDIA NLC India Limited 93.0% 71.0% 72.0% 92.0%
POWERGRID Power Grid Corporation of India Limited 92.0% 74.0% 84.0% 74.0%
MGL Mahanagar Gas Limited 87.0% 90.0% 72.0% 31.0%
GREENPOWER Orient Green Power Company Limited 84.0% 80.0% 78.0% 31.0%
Factor Interactions
Volatility Expanding
60-day vol (50%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
36.4% avg (7 factors)
Quality
D
33.3% avg (7 factors)
Momentum
D
41.2% avg (4 factors)
Risk
A
80.6% 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 Composite0.300—1—
Value %ile0.300—1—
Quality %ile0.300—1—
Momentum %ile0.750—1—
F-Score6.000—0—
Confidence0.939—1—
Volatility0.216—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
34.89
Earnings Yield (E/P)
0.0287
Price / Sales
2.09
Price / Book
3.31
Price / Cash Flow
21.82
FCF Yield
-3.7%
EBITDA / EV
8.1%
Sales Yield (1/P·S)
0.3029
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.5%
Return on Assets
2.1%
Net Margin
6.0%
Operating Margin
13.3%
Gross Profit / Assets
Novy-Marx GPA
14.4%
Current Ratio
0.81
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.013
MomentumPrice trend strength over different horizons
6M Return
6.4%
12M Return
3.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
9.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.45
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-4.7%
Earnings Growth (YoY)
-5.6%
Earnings Stability (CV)
Lower = more stable
0.123
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
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
63
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
64
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
65
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