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SBIN

State Bank of India
Chart
₹977.70
Latest Week 2026-06-05
Financial ServicesBanks - RegionalMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.86
OS Score
80.0%
Value
35.0%
Quality
86.0%
Momentum
2/9
F-Score
0.529
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
Div 1.6%
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 25%
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 22%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.15
V
Value Analysis
Cheapness relative to fundamentals
80.0%ile
P/E
10.8×
P/S
2.4×
P/B
1.5×
E/P
0.0923
FCF Yield
0.031
SH Yield
-0.012
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
28.00000000
/100 — 1=cheapest
VC2 (Trending Value)
35.00000000
/100
VC3 (Buyback)
35.00000000
/100
P/E of 10.8x places this firmly in deep value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
35.0%ile
ROE
0.140
ROA
0.010
Net Margin
0.218
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.092
Earn Growth
0.038
Stability
0.054
lower=better
Accruals
0.005
lower=better
5yr Consist
Yes
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
86.0%ile
6M Return
2.5%
12M Return
22.4%
12-1 Mom
25.4%
Risk-Adj
1.15
Vol 252d
22.2%
Vol 60d
54.9%
↑ Expanding
Max DD 12M
-20.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 25% is very strong — a clear uptrend. Near-term vol (55%) is expanding vs long-term (22%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.86
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 237 peers
Sector Value %ile
81.9%
Sector Quality %ile
52.5%
P/E z-score
-0.38
P/B z-score
-0.09
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%
SOUTHBANK The South Indian Bank Limited 98.0% 92.0% 67.0% 93.0%
INDIANB Indian Bank 98.0% 89.0% 76.0% 90.0%
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%
SURYODAY Suryoday Small Finance Bank Limited 96.0% 89.0% 68.0% 84.0%
Factor Interactions
Trending Value Signal
Cheap (80th value) with strong momentum (86th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (22%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
59.6% avg (6 factors)
Quality
C
48.0% avg (4 factors)
Momentum
C
54.9% avg (4 factors)
Risk
A
79.7% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.860—1—
Value %ile0.800—1—
Quality %ile0.350—0—
Momentum %ile0.860—1—
F-Score2.000—1—
Confidence0.758—1—
Volatility0.222—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
10.83
Earnings Yield (E/P)
0.0923
Price / Sales
2.36
Price / Book
1.51
Price / Cash Flow
23.69
FCF Yield
3.1%
Sales Yield (1/P·S)
0.3967
Shareholder Yield
Div + net buyback / mktcap
-1.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.0%
Return on Assets
1.0%
Net Margin
21.8%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.005
MomentumPrice trend strength over different horizons
6M Return
2.5%
12M Return
22.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
25.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.15
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
9.2%
Earnings Growth (YoY)
3.8%
Earnings Stability (CV)
Lower = more stable
0.054
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
2
Dividend Yield
1.6%
Buyback Yield
-2.8%
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
35
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
35
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
Yes
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