Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9758e0cb-e42d-45c8-97cf-358034aeb157/
HDFCAMC
HDFC Asset Management Company 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
Noneyr
🌱
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
11.0%ile
P/E
37.4×
P/S
25.9×
P/B
11.6×
E/P
0.0267
FCF Yield
0.023
EBITDA/EV
0.035
SH Yield
-0.001
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
93.00000000
/100 — 1=cheapest
VC2 (Trending Value)
96.00000000
/100
VC3 (Buyback)
96.00000000
/100
P/E of 37.4x is premium-priced — the market is paying up for expected growth. VC2 score of 96.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
85.0%ile
ROE
0.310
ROA
0.286
Net Margin
0.693
Op Margin
0.863
GPA
0.363
Current
4.05
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.178
Earn Growth
0.160
Stability
0.101
lower=better
Accruals
0.033
lower=better
5yr Consist
Yes
ROE of 31% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
73.0%ile
6M Return
-3.2%
12M Return
-1.9%
12-1 Mom
9.8%
Risk-Adj
0.34
Vol 252d
29.2%
Vol 60d
64.1%
↑ Expanding
Max DD 12M
-21.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (64%) is expanding vs long-term (29%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.39
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services
· 237 peers
Sector Value %ile
6.3%
Sector Quality %ile
92.4%
P/E z-score
0.06
P/B z-score
0.13
Sector Avg OS
48.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
| Symbol | Name | OS | Value | Quality | Momentum |
|---|---|---|---|---|---|
| DCBBANK | 99.0% | 94.0% | 87.0% | 86.0% | |
| JPOLYINVST | 98.0% | 84.0% | 93.0% | 89.0% | |
| SOUTHBANK | 98.0% | 92.0% | 67.0% | 93.0% | |
| INDIANB | 98.0% | 89.0% | 76.0% | 90.0% | |
| DHANBANK | 97.0% | 93.0% | 76.0% | 74.0% | |
| CANBK | 97.0% | 90.0% | 67.0% | 85.0% | |
| BANKBARODA | 97.0% | 94.0% | 70.0% | 76.0% | |
| SURYODAY | 96.0% | 89.0% | 68.0% | 84.0% |
Factor Interactions
Quality Momentum — Expensive
Strong quality (85th) and momentum (73th) but expensive (11th value). Premium priced — watch for mean reversion.
Quality at a Premium
High quality (85th) but expensive (11th value). Upside may be limited without earnings growth.
Volatility Expanding
60-day vol (64%) significantly exceeds 252-day (29%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
14.9% avg (7 factors)
Quality
A
86.9% avg (7 factors)
Momentum
D
36.1% avg (4 factors)
Risk
B
68.1% 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 | 0.390 | —0 | — | |
| Value %ile | 0.110 | —1 | — | |
| Quality %ile | 0.850 | —1 | — | |
| Momentum %ile | 0.730 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.292 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
37.41
Earnings Yield (E/P)
0.0267
Price / Sales
25.94
Price / Book
11.59
Price / Cash Flow
42.30
FCF Yield
2.3%
EBITDA / EV
3.5%
Sales Yield (1/P·S)
0.0386
Shareholder Yield
Div + net buyback / mktcap
-0.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
31.0%
Return on Assets
28.6%
Net Margin
69.3%
Operating Margin
86.3%
Gross Profit / Assets
Novy-Marx GPA
36.3%
Current Ratio
4.05
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.033
MomentumPrice trend strength over different horizons
6M Return
-3.2%
12M Return
-1.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
9.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.34
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
17.8%
Earnings Growth (YoY)
16.0%
Earnings Stability (CV)
Lower = more stable
0.101
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
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
93
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
96
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
96
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