Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/b6b1c62f-53df-40d4-917b-28f92e61ffbe/
ASTRAZEN
AstraZeneca Pharma India LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
1 of 23 passing
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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
2.0%ile
P/E
114.7×
P/S
9.4×
P/B
24.6×
E/P
0.0087
FCF Yield
-0.001
EBITDA/EV
0.013
SH Yield
0.004
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
96.00000000
/100 — 1=cheapest
VC2 (Trending Value)
92.00000000
/100
VC3 (Buyback)
93.00000000
/100
P/E of 114.7x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-0.1%) — the business is currently cash-consumptive. VC2 score of 92.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
64.0%ile
ROE
0.215
ROA
0.094
Net Margin
0.082
Op Margin
0.103
GPA
0.450
Current
1.77
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.326
Earn Growth
0.620
Stability
0.215
lower=better
Accruals
0.102
lower=better
5yr Consist
Yes
ROE of 21% is exceptional. Accruals ratio of 0.102 is elevated — earnings quality may be lower than headline numbers suggest.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
33.0%ile
6M Return
-6.8%
12M Return
-11.9%
12-1 Mom
-13.0%
Risk-Adj
-0.53
Vol 252d
24.6%
Vol 60d
40.3%
↑ Expanding
Max DD 12M
-25.3%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -13% signals a downtrend — price is moving against you. Near-term vol (40%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.08
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Healthcare
· 160 peers
Sector Value %ile
6.2%
Sector Quality %ile
44.1%
P/E z-score
0.10
P/B z-score
4.19
Sector Avg OS
43.9%
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% | |
| STAR | 96.0% | 73.0% | 91.0% | 91.0% | |
| VENUSREM | 96.0% | 68.0% | 94.0% | 99.0% | |
| HALEOSLABS | 95.0% | 82.0% | 77.0% | 81.0% | |
| AUROPHARMA | 94.0% | 71.0% | 84.0% | 87.0% | |
| SPARC | 93.0% | 72.0% | 86.0% | 83.0% |
Factor Interactions
Earnings Quality Concern
ROE looks strong (21%) but high accruals (0.102) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (40%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
11.3% avg (7 factors)
Quality
C
50.9% avg (7 factors)
Momentum
F
19.3% avg (4 factors)
Risk
A
75.7% 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
| Factor | Current | Streak | Trend | Spark |
|---|---|---|---|---|
| OS Composite | 0.080 | —1 | — | |
| Value %ile | 0.020 | —1 | — | |
| Quality %ile | 0.640 | —0 | — | |
| Momentum %ile | 0.330 | —0 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.909 | —1 | — | |
| Volatility | 0.246 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
114.65
Earnings Yield (E/P)
0.0087
Price / Sales
9.45
Price / Book
24.63
FCF Yield
-0.1%
EBITDA / EV
1.3%
Sales Yield (1/P·S)
0.1075
Shareholder Yield
Div + net buyback / mktcap
0.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.5%
Return on Assets
9.4%
Net Margin
8.2%
Operating Margin
10.3%
Gross Profit / Assets
Novy-Marx GPA
45.0%
Current Ratio
1.77
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.102
MomentumPrice trend strength over different horizons
6M Return
-6.8%
12M Return
-11.9%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-13.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.53
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
32.6%
Earnings Growth (YoY)
62.0%
Earnings Stability (CV)
Lower = more stable
0.215
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
4
Dividend Yield
0.4%
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
96
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
92
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
93
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