Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/de687412-f981-4645-a16a-e1e25e140e28/
ABLBL
ADITYA BIRLA LIFES BRAN LSnapshot 2026-06-07 · 0.0w · Fresh
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.0%
◐
Veiled Value
Yes
▣
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
✗
V
Value Analysis
Cheapness relative to fundamentals
38.0%ile
P/E
66.3×
P/S
1.5×
P/B
8.7×
E/P
0.0151
FCF Yield
0.059
EBITDA/EV
0.090
SH Yield
-0.002
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
65.00000000
/100 — 1=cheapest
VC2 (Trending Value)
70.00000000
/100
VC3 (Buyback)
70.00000000
/100
P/E of 66.3x is premium-priced — the market is paying up for expected growth.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
94.0%ile
ROE
0.132
ROA
0.021
Net Margin
0.022
Op Margin
0.294
GPA
0.569
Current
1.07
F-Score
4/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.072
Stability
0.365
lower=better
Accruals
-0.118
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
62.0%ile
6M Return
-21.0%
Vol 252d
33.6%
Vol 60d
75.4%
↑ Expanding
Max DD 12M
-42.5%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (75%) is expanding vs long-term (34%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.72
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Cyclical
· 431 peers
Sector Value %ile
35.0%
Sector Quality %ile
96.3%
P/E z-score
0.09
P/B z-score
0.54
Sector Avg OS
53.5%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
Factor Interactions
Volatility Expanding
60-day vol (75%) significantly exceeds 252-day (34%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
30.2% avg (7 factors)
Quality
C
56.2% avg (7 factors)
Momentum
F
11.2% avg (1 factors)
Risk
B
60.6% 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 | 0.720 | —1 | — | |
| Value %ile | 0.380 | —0 | — | |
| Quality %ile | 0.940 | —1 | — | |
| Momentum %ile | 0.620 | —0 | — | |
| F-Score | 4.000 | —1 | — | |
| Confidence | 0.879 | —1 | — | |
| Volatility | 0.336 | —0 | — |
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
66.33
Earnings Yield (E/P)
0.0151
Price / Sales
1.49
Price / Book
8.73
Price / Cash Flow
10.12
FCF Yield
5.9%
EBITDA / EV
9.0%
Sales Yield (1/P·S)
0.5438
Shareholder Yield
Div + net buyback / mktcap
-0.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.2%
Return on Assets
2.1%
Net Margin
2.2%
Operating Margin
29.4%
Gross Profit / Assets
Novy-Marx GPA
56.9%
Current Ratio
1.07
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.118
MomentumPrice trend strength over different horizons
6M Return
-21.0%
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.2%
Earnings Stability (CV)
Lower = more stable
0.365
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
4
Dividend Yield
0.0%
Buyback Yield
-0.2%
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
65
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
70
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
70
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity