Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/c3d33d6f-daa2-4ceb-8d80-ac6222400908/
CHENNPETRO
Chennai Petroleum Corporation LimitedSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.990
↗
Trending Value
#7.00000000
◆
Quality × Value
QV 0.869
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 6.2
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
21.1%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
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
RAM 1.29
V
Value Analysis
Cheapness relative to fundamentals
98.0%ile
P/E
6.2×
P/S
0.3×
P/B
1.6×
E/P
0.1622
FCF Yield
0.109
EBITDA/EV
0.211
SH Yield
0.011
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
2.00000000
/100
P/E of 6.2x places this firmly in deep value territory. FCF yield of 10.9% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
77.0%ile
ROE
0.257
ROA
0.142
Net Margin
0.044
Op Margin
0.059
GPA
0.309
Current
1.62
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.072
Stability
1.099
lower=better
Accruals
-0.005
lower=better
5yr Consist
No
ROE of 26% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
96.0%ile
6M Return
28.3%
12M Return
85.0%
12-1 Mom
68.6%
Risk-Adj
1.29
Vol 252d
53.3%
Vol 60d
120.5%
↑ Expanding
Max DD 12M
-23.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 69% is very strong — a clear uptrend. Near-term vol (120%) is expanding vs long-term (53%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.99
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Energy
· 36 peers
Sector Value %ile
91.9%
Sector Quality %ile
70.3%
P/E z-score
-0.89
P/B z-score
-0.54
Sector Avg OS
65.6%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (98th) and quality (77th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (98th value) with strong momentum (96th). The market is starting to recognise the value.
Hot but Volatile
Strong momentum (96th) but high volatility (53%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (120%) significantly exceeds 252-day (53%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
85.5% avg (7 factors)
Quality
C
53.7% avg (7 factors)
Momentum
A
82.5% avg (4 factors)
Risk
F
27.8% avg (1 factors)
Momentum is confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. 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 | 0.990 | —1 | — | |
| Value %ile | 0.980 | —1 | — | |
| Quality %ile | 0.770 | —1 | — | |
| Momentum %ile | 0.960 | —1 | — | |
| F-Score | 6.000 | —0 | — | |
| Confidence | 0.939 | —1 | — | |
| Volatility | 0.533 | —1 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
6.17
Earnings Yield (E/P)
0.1622
Price / Sales
0.27
Price / Book
1.58
Price / Cash Flow
5.97
FCF Yield
10.9%
EBITDA / EV
21.1%
Sales Yield (1/P·S)
3.4615
Shareholder Yield
Div + net buyback / mktcap
1.1%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
25.7%
Return on Assets
14.2%
Net Margin
4.4%
Operating Margin
5.9%
Gross Profit / Assets
Novy-Marx GPA
30.9%
Current Ratio
1.62
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.005
MomentumPrice trend strength over different horizons
6M Return
28.3%
12M Return
85.0%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
68.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.29
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.2%
Earnings Stability (CV)
Lower = more stable
1.099
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
1.1%
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
3
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
2
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
7
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
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Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity