Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9d1a5e40-9131-4f95-984f-b7b4692b4e45/

INDIAGLYCO

India Glycols Limited
Chart
₹978.40
Latest Week 2026-06-05
Basic MaterialsChemicalsLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.9
OS Score
73.0%
Value
70.0%
Quality
81.0%
Momentum
7/9
F-Score
0.715
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.900
↗
Trending Value
✗
◆
Quality × Value
QV 0.715
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
8.5%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
Rev +12%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 26%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
73.0%ile
P/E
22.4×
P/S
1.6×
P/B
2.2×
E/P
0.0446
FCF Yield
-0.007
EBITDA/EV
0.085
SH Yield
-0.060
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
23.00000000
/100 — 1=cheapest
VC2 (Trending Value)
33.00000000
/100
VC3 (Buyback)
31.00000000
/100
Negative FCF yield (-0.7%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
70.0%ile
ROE
0.100
ROA
0.045
Net Margin
0.070
Op Margin
0.117
GPA
0.238
Current
0.74
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.118
Earn Growth
0.171
Stability
0.132
lower=better
Accruals
-0.073
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
81.0%ile
6M Return
-7.1%
12M Return
7.0%
12-1 Mom
25.9%
Risk-Adj
0.64
Vol 252d
40.7%
Vol 60d
87.7%
↑ Expanding
Max DD 12M
-27.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 26% is very strong — a clear uptrend. Near-term vol (88%) is expanding vs long-term (41%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.9
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 368 peers
Sector Value %ile
65.0%
Sector Quality %ile
75.3%
P/E z-score
-0.14
P/B z-score
-0.24
Sector Avg OS
54.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
ARIES Aries Agro Limited 99.0% 97.0% 96.0% 77.0%
SAIL Steel Authority of India Limited 99.0% 93.0% 85.0% 92.0%
GULPOLY Gulshan Polyols Limited 99.0% 96.0% 94.0% 75.0%
JAYNECOIND Jayaswal Neco Industries Limited 99.0% 84.0% 98.0% 98.0%
SANDUMA The Sandur Manganese & Iron Ores Limited 98.0% 82.0% 98.0% 93.0%
MANAKSTEEL Manaksia Steels Limited 98.0% 96.0% 72.0% 78.0%
NATIONALUM National Aluminium Company Limited 98.0% 80.0% 97.0% 98.0%
ANDHRSUGAR The Andhra Sugars Limited 98.0% 98.0% 76.0% 81.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (73th) and quality (70th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (73th value) with strong momentum (81th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (81th) but high volatility (41%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (88%) significantly exceeds 252-day (41%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
44.5% avg (7 factors)
Quality
D
40.7% avg (7 factors)
Momentum
D
44.6% avg (4 factors)
Risk
C
48.8% 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 Composite0.900—1—
Value %ile0.730—1—
Quality %ile0.700—1—
Momentum %ile0.810—1—
F-Score7.000—1—
Confidence0.939—1—
Volatility0.407—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
22.40
Earnings Yield (E/P)
0.0446
Price / Sales
1.56
Price / Book
2.24
Price / Cash Flow
8.53
FCF Yield
-0.7%
EBITDA / EV
8.5%
Sales Yield (1/P·S)
0.5125
Shareholder Yield
Div + net buyback / mktcap
-6.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
10.0%
Return on Assets
4.5%
Net Margin
7.0%
Operating Margin
11.7%
Gross Profit / Assets
Novy-Marx GPA
23.8%
Current Ratio
0.74
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.073
MomentumPrice trend strength over different horizons
6M Return
-7.1%
12M Return
7.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
25.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.64
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
11.8%
Earnings Growth (YoY)
17.1%
Earnings Stability (CV)
Lower = more stable
0.132
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
1.1%
Buyback Yield
-7.1%
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
23
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
33
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
31
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