Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b29d03c1-e255-4634-9cc1-a83a68d532eb/
SPARC
Sun Pharma Advanced Research Company LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.930
↗
Trending Value
✗
◆
Quality × Value
QV 0.787
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 4.4
◇
VC2 Cheapest
✗
📐
EBITDA/EV
21.4%
◐
Veiled Value
Yes
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
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
72.0%ile
P/E
4.4×
P/S
3.7×
P/B
5.2×
E/P
0.2249
FCF Yield
-0.035
EBITDA/EV
0.214
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
28.00000000
/100 — 1=cheapest
VC2 (Trending Value)
29.00000000
/100
VC3 (Buyback)
30.00000000
/100
P/E of 4.4x places this firmly in deep value territory. Negative FCF yield (-3.5%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
86.0%ile
ROE
1.160
ROA
0.715
Net Margin
0.827
Op Margin
0.845
GPA
0.844
Current
2.47
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Stability
2.738
lower=better
Accruals
0.825
lower=better
5yr Consist
No
ROE of 116% is exceptional. Accruals ratio of 0.825 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
83.0%ile
6M Return
39.2%
12M Return
28.6%
12-1 Mom
4.6%
Risk-Adj
0.09
Vol 252d
51.5%
Vol 60d
126.7%
↑ Expanding
Max DD 12M
-30.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (127%) is expanding vs long-term (52%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.93
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 160 peers
Sector Value %ile
91.3%
Sector Quality %ile
75.2%
P/E z-score
-0.28
P/B z-score
-0.07
Sector Avg OS
43.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
| Symbol | Name | OS | Value | Quality | Momentum |
|---|---|---|---|---|---|
| NATCOPHARM | 98.0% | 88.0% | 87.0% | 81.0% | |
| LINCOLN | 97.0% | 88.0% | 80.0% | 81.0% | |
| UNIVPHOTO | 97.0% | 86.0% | 74.0% | 94.0% | |
| VENUSREM | 96.0% | 68.0% | 94.0% | 99.0% | |
| STAR | 96.0% | 73.0% | 91.0% | 91.0% | |
| HALEOSLABS | 95.0% | 82.0% | 77.0% | 81.0% | |
| AUROPHARMA | 94.0% | 71.0% | 84.0% | 87.0% | |
| LUPIN | 93.0% | 64.0% | 98.0% | 82.0% |
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (72th) and quality (86th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (72th value) with strong momentum (83th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (83th) but high volatility (52%). Momentum could reverse sharply.
Earnings Quality Concern
ROE looks strong (116%) but high accruals (0.825) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (127%) significantly exceeds 252-day (52%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
60.9% avg (7 factors)
Quality
A
82.7% avg (7 factors)
Momentum
C
54.5% avg (4 factors)
Risk
D
30.8% 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. 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 | 0.930 | —1 | — | |
| Value %ile | 0.720 | —1 | — | |
| Quality %ile | 0.860 | —1 | — | |
| Momentum %ile | 0.830 | —1 | — | |
| F-Score | 7.000 | —1 | — | |
| Confidence | 0.879 | —1 | — | |
| Volatility | 0.515 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
4.45
Earnings Yield (E/P)
0.2249
Price / Sales
3.68
Price / Book
5.16
FCF Yield
-3.5%
EBITDA / EV
21.4%
Sales Yield (1/P·S)
0.2517
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
116.0%
Return on Assets
71.5%
Net Margin
82.7%
Operating Margin
84.5%
Gross Profit / Assets
Novy-Marx GPA
84.4%
Current Ratio
2.47
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.825
MomentumPrice trend strength over different horizons
6M Return
39.2%
12M Return
28.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
4.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.09
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Earnings Stability (CV)
Lower = more stable
2.738
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.0%
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
28
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
29
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
30
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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