Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/9f602311-0edd-42c9-81fa-486ed17f66cf/
TATAELXSI
Tata Elxsi 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
13.0%ile
P/E
41.5×
P/S
7.1×
P/B
8.8×
E/P
0.0241
FCF Yield
0.024
EBITDA/EV
0.035
SH Yield
0.017
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
91.00000000
/100 — 1=cheapest
VC2 (Trending Value)
83.00000000
/100
VC3 (Buyback)
84.00000000
/100
P/E of 41.5x is premium-priced — the market is paying up for expected growth. VC2 score of 83.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
81.0%ile
ROE
0.212
ROA
0.163
Net Margin
0.172
Op Margin
0.204
GPA
0.330
Current
3.92
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.008
Earn Growth
-0.200
Stability
0.261
lower=better
Accruals
-0.005
lower=better
5yr Consist
Yes
ROE of 21% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
10.0%ile
6M Return
-17.6%
12M Return
-32.8%
12-1 Mom
-32.5%
Risk-Adj
-1.25
Vol 252d
26.0%
Vol 60d
60.3%
↑ Expanding
Max DD 12M
-35.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -33% 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
0.11
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Technology
· 181 peers
Sector Value %ile
21.4%
Sector Quality %ile
76.9%
P/E z-score
-0.16
P/B z-score
0.02
Sector Avg OS
44.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
| Symbol | Name | OS | Value | Quality | Momentum |
|---|---|---|---|---|---|
| WAAREEINDO | 96.0% | 78.0% | 89.0% | 86.0% | |
| RPSGVENT | 95.0% | 92.0% | 61.0% | 75.0% | |
| INFOBEAN | 94.0% | 65.0% | 91.0% | 96.0% | |
| DATAMATICS | 94.0% | 67.0% | 91.0% | 90.0% | |
| GTLINFRA | 94.0% | 87.0% | 66.0% | 73.0% | |
| SIGMA | 93.0% | 67.0% | 95.0% | 81.0% | |
| ONWARDTEC | 92.0% | 91.0% | 85.0% | 36.0% | |
| RPTECH | 92.0% | 88.0% | 34.0% | 96.0% |
Factor Interactions
Quality at a Premium
High quality (81th) but expensive (13th value). Upside may be limited without earnings growth.
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
F
24.0% avg (7 factors)
Quality
B
73.8% avg (7 factors)
Momentum
F
3.9% avg (4 factors)
Risk
B
73.3% 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 | 0.110 | —1 | — | |
| Value %ile | 0.130 | —1 | — | |
| Quality %ile | 0.810 | —1 | — | |
| Momentum %ile | 0.100 | —1 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.260 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
41.48
Earnings Yield (E/P)
0.0241
Price / Sales
7.15
Price / Book
8.81
Price / Cash Flow
40.35
FCF Yield
2.4%
EBITDA / EV
3.5%
Sales Yield (1/P·S)
0.1400
Shareholder Yield
Div + net buyback / mktcap
1.7%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.2%
Return on Assets
16.3%
Net Margin
17.2%
Operating Margin
20.4%
Gross Profit / Assets
Novy-Marx GPA
33.0%
Current Ratio
3.92
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.005
MomentumPrice trend strength over different horizons
6M Return
-17.6%
12M Return
-32.8%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-32.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.25
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
0.8%
Earnings Growth (YoY)
-20.0%
Earnings Stability (CV)
Lower = more stable
0.261
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
1.7%
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
91
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
83
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
84
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