Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9073239c-5784-47d1-b81a-09f032a81b75/

BAJAJHLDNG

Bajaj Holdings & Investment Limited
Chart
₹10,199.00
Latest Week 2026-06-05
Financial ServicesAsset ManagementMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.75
OS Score
74.0%
Value
74.0%
Quality
15.0%
Momentum
6/9
F-Score
0.740
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.740
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.8
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
Rev +47%
🔄
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
74.0%ile
P/E
11.8×
P/S
11.1×
P/B
1.6×
E/P
0.0849
FCF Yield
0.042
SH Yield
0.010
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
38.00000000
/100 — 1=cheapest
VC2 (Trending Value)
30.00000000
/100
VC3 (Buyback)
33.00000000
/100
P/E of 11.8x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
74.0%ile
ROE
0.132
ROA
0.113
Net Margin
0.940
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.472
Earn Growth
0.478
Stability
0.344
lower=better
Accruals
0.057
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
15.0%ile
6M Return
-8.8%
12M Return
-27.9%
12-1 Mom
-24.9%
Risk-Adj
-0.96
Vol 252d
25.8%
Vol 60d
60.5%
↑ Expanding
Max DD 12M
-36.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -25% signals a downtrend — price is moving against you. Near-term vol (60%) is expanding vs long-term (26%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.75
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 237 peers
Sector Value %ile
73.1%
Sector Quality %ile
85.3%
P/E z-score
-0.36
P/B z-score
-0.09
Sector Avg OS
48.0%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
DCBBANK DCB Bank Limited 99.0% 94.0% 87.0% 86.0%
JPOLYINVST Jindal Poly Investment and Finance Company Limited 98.0% 84.0% 93.0% 89.0%
INDIANB Indian Bank 98.0% 89.0% 76.0% 90.0%
SOUTHBANK The South Indian Bank Limited 98.0% 92.0% 67.0% 93.0%
BANKBARODA Bank of Baroda Limited 97.0% 94.0% 70.0% 76.0%
DHANBANK Dhanlaxmi Bank Limited 97.0% 93.0% 76.0% 74.0%
CANBK Canara Bank 97.0% 90.0% 67.0% 85.0%
SURYODAY Suryoday Small Finance Bank Limited 96.0% 89.0% 68.0% 84.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (74th) and quality (74th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 47% with P/E of 12×. Growth isn't fully priced in.
Falling Knife
Weak momentum (15th) despite looking cheap (74th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (60%) significantly exceeds 252-day (26%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.4% avg (6 factors)
Quality
C
57.8% avg (4 factors)
Momentum
F
7.5% avg (4 factors)
Risk
B
73.6% 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 Composite0.750—1—
Value %ile0.740—1—
Quality %ile0.740—1—
Momentum %ile0.150—1—
F-Score6.000—0—
Confidence0.758—1—
Volatility0.258—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.78
Earnings Yield (E/P)
0.0849
Price / Sales
11.07
Price / Book
1.55
Price / Cash Flow
23.74
FCF Yield
4.2%
Sales Yield (1/P·S)
0.0903
Shareholder Yield
Div + net buyback / mktcap
1.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.2%
Return on Assets
11.3%
Net Margin
94.0%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.057
MomentumPrice trend strength over different horizons
6M Return
-8.8%
12M Return
-27.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-24.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.96
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
47.2%
Earnings Growth (YoY)
47.8%
Earnings Stability (CV)
Lower = more stable
0.344
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
6
Dividend Yield
1.0%
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
38
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
30
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
33
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
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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