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SAMMAANCAP

Sammaan Capital Limited
Chart
₹184.28
Latest Week 2026-06-05
Financial ServicesMortgage FinanceMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.68
OS Score
64.0%
Value
10.0%
Quality
89.0%
Momentum
0/9
F-Score
0.253
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
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
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 18%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
64.0%ile
P/S
3.9×
P/B
1.1×
FCF Yield
-0.125
SH Yield
-0.216
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
37.00000000
/100 — 1=cheapest
VC2 (Trending Value)
67.00000000
/100
VC3 (Buyback)
67.00000000
/100
Negative FCF yield (-12.5%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
10.0%ile
ROE
-0.375
ROA
-0.096
Net Margin
-1.310
Op Margin
0.836
GPA
0.069
Current
27795.48
F-Score
0/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.209
Stability
2.758
lower=better
Accruals
0.005
lower=better
5yr Consist
No
F-Score of 0/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
89.0%ile
6M Return
24.2%
12M Return
45.6%
12-1 Mom
17.6%
Risk-Adj
0.36
Vol 252d
48.2%
Vol 60d
98.3%
↑ Expanding
Max DD 12M
-26.8%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (98%) is expanding vs long-term (48%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.68
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 237 peers
Sector Value %ile
58.4%
Sector Quality %ile
21.8%
P/B z-score
-0.10
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%
CANBK Canara Bank 97.0% 90.0% 67.0% 85.0%
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%
PNB Punjab National Bank 96.0% 93.0% 70.0% 71.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (64th value) but weak quality (10th). Classic value trap risk.
Hot but Volatile
Strong momentum (89th) but high volatility (48%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (98%) significantly exceeds 252-day (48%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
41.8% avg (4 factors)
Quality
D
38.9% avg (7 factors)
Momentum
B
60.7% avg (4 factors)
Risk
D
36.4% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.680—0—
Value %ile0.640—0—
Quality %ile0.100—1—
Momentum %ile0.890—1—
F-Score0.000—1—
Confidence0.788—1—
Volatility0.482—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
Price / Sales
3.88
Price / Book
1.11
FCF Yield
-12.5%
Sales Yield (1/P·S)
0.0907
Shareholder Yield
Div + net buyback / mktcap
-21.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
-37.5%
Return on Assets
-9.6%
Net Margin
-131.0%
Operating Margin
83.6%
Gross Profit / Assets
Novy-Marx GPA
6.9%
Current Ratio
27795.48
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.005
MomentumPrice trend strength over different horizons
6M Return
24.2%
12M Return
45.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
17.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.36
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-20.9%
Earnings Stability (CV)
Lower = more stable
2.758
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
0
Dividend Yield
0.0%
Buyback Yield
-21.6%
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
37
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
67
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
67
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