Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8ac2a912-bc10-4efa-93b5-bcf32c4d2f13/
VEDL
Vedanta LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
12 of 23 passing
★
OS Composite
OS 0.910
↗
Trending Value
✗
◆
Quality × Value
QV 0.960
🏛
Cornerstone Value
Div 10.8%
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 7.1
◇
VC2 Cheapest
VC2 5.00000000
📐
EBITDA/EV
19.9%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
Rev +24%
🔄
Shareholder Yield
10.5%
💰
High Yield
Div 10.8%
🚀
Momentum Leaders
✗
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
94.0%ile
P/E
7.1×
P/S
1.6×
P/B
2.5×
E/P
0.1411
FCF Yield
0.124
EBITDA/EV
0.199
SH Yield
0.105
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
5.00000000
/100
VC3 (Buyback)
5.00000000
/100
P/E of 7.1x places this firmly in deep value territory. FCF yield of 12.4% is strong — the business generates significant free cash relative to price. 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
98.0%ile
ROE
0.350
ROA
0.075
Net Margin
0.227
Op Margin
0.240
GPA
0.164
Current
5.31
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.245
Earn Growth
0.160
Stability
0.349
lower=better
Accruals
-0.095
lower=better
5yr Consist
Yes
ROE of 35% is exceptional. F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
16.0%ile
6M Return
-38.8%
12M Return
-24.6%
12-1 Mom
-29.1%
Risk-Adj
-0.40
Vol 252d
72.3%
Vol 60d
182.8%
↑ Expanding
Max DD 12M
-65.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -29% signals a downtrend — price is moving against you. Near-term vol (183%) is expanding vs long-term (72%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.91
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials
· 368 peers
Sector Value %ile
91.9%
Sector Quality %ile
99.5%
P/E z-score
-0.18
P/B z-score
-0.17
Sector Avg OS
54.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
| Symbol | Name | OS | Value | Quality | Momentum |
|---|---|---|---|---|---|
| JAYNECOIND | 99.0% | 84.0% | 98.0% | 98.0% | |
| ARIES | 99.0% | 97.0% | 96.0% | 77.0% | |
| SAIL | 99.0% | 93.0% | 85.0% | 92.0% | |
| GULPOLY | 99.0% | 96.0% | 94.0% | 75.0% | |
| MANAKSTEEL | 98.0% | 96.0% | 72.0% | 78.0% | |
| ANDHRSUGAR | 98.0% | 98.0% | 76.0% | 81.0% | |
| NATIONALUM | 98.0% | 80.0% | 97.0% | 98.0% | |
| SANDUMA | 98.0% | 82.0% | 98.0% | 93.0% |
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (94th) and quality (98th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (94th). Strong fundamental improvement in a cheap stock.
Growth at Reasonable Price
Revenue growing 24% with P/E of 7×. Growth isn't fully priced in.
Falling Knife
Weak momentum (16th) despite looking cheap (94th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 10.5% backed by 12.4% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (183%) significantly exceeds 252-day (72%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
93.4% avg (7 factors)
Quality
A
77.6% avg (7 factors)
Momentum
F
5.2% avg (4 factors)
Risk
F
0.0% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns. Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.910 | —1 | — | |
| Value %ile | 0.940 | —1 | — | |
| Quality %ile | 0.980 | —1 | — | |
| Momentum %ile | 0.160 | —1 | — | |
| F-Score | 8.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.723 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
7.09
Earnings Yield (E/P)
0.1411
Price / Sales
1.61
Price / Book
2.48
Price / Cash Flow
3.12
FCF Yield
12.4%
EBITDA / EV
19.9%
Sales Yield (1/P·S)
0.5121
Shareholder Yield
Div + net buyback / mktcap
10.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
35.0%
Return on Assets
7.5%
Net Margin
22.7%
Operating Margin
24.0%
Gross Profit / Assets
Novy-Marx GPA
16.4%
Current Ratio
5.31
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.095
MomentumPrice trend strength over different horizons
6M Return
-38.8%
12M Return
-24.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-29.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.40
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
24.5%
Earnings Growth (YoY)
16.0%
Earnings Stability (CV)
Lower = more stable
0.349
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Dividend Yield
10.8%
Buyback Yield
-0.2%
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
8
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
98
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
Yes
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
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Op Income
OCF
CapEx
Equity