Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/dfb61441-d69b-4a09-87e0-5d8294bde92b/

MRF

MRF Limited
Chart
₹123,505.00
Latest Week 2026-06-05
Consumer CyclicalAuto PartsMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.86
OS Score
78.0%
Value
90.0%
Quality
36.0%
Momentum
9/9
F-Score
0.838
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.860
↗
Trending Value
✗
◆
Quality × Value
QV 0.838
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
9.7%
◐
Veiled Value
✗
▣
Piotroski Bargains
F9
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
Rev +11%
🔄
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
78.0%ile
P/E
21.6×
P/S
1.7×
P/B
2.5×
E/P
0.0462
FCF Yield
0.057
EBITDA/EV
0.097
SH Yield
0.002
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
25.00000000
/100 — 1=cheapest
VC2 (Trending Value)
22.00000000
/100
VC3 (Buyback)
21.00000000
/100
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
90.0%ile
ROE
0.115
ROA
0.076
Net Margin
0.078
Op Margin
0.101
GPA
0.364
Current
1.65
F-Score
9/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.106
Earn Growth
0.295
Stability
0.174
lower=better
Accruals
-0.068
lower=better
5yr Consist
Yes
F-Score of 9/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
36.0%ile
6M Return
-19.4%
12M Return
-11.3%
12-1 Mom
-6.4%
Risk-Adj
-0.26
Vol 252d
24.1%
Vol 60d
51.5%
↑ Expanding
Max DD 12M
-23.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (52%) is expanding vs long-term (24%) — 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
Consumer Cyclical · 431 peers
Sector Value %ile
80.1%
Sector Quality %ile
90.5%
P/E z-score
-0.22
P/B z-score
-0.21
Sector Avg OS
53.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
GINNIFILA Ginni Filaments Limited 99.0% 97.0% 98.0% 70.0%
JAYBARMARU Jay Bharat Maruti Limited 99.0% 94.0% 85.0% 92.0%
AMBIKCO Ambika Cotton Mills Limited 98.0% 97.0% 87.0% 70.0%
SPORTKING Sportking India Limited 98.0% 88.0% 85.0% 92.0%
WHEELS Wheels India Limited 98.0% 79.0% 90.0% 97.0%
GNA G N A Axles Limited 98.0% 92.0% 79.0% 86.0%
OMAXAUTO Omax Autos Limited 98.0% 93.0% 75.0% 98.0%
PASUPTAC Pasupati Acrylon Limited 98.0% 95.0% 77.0% 89.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (78th) and quality (90th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 9/9 with good value (78th). Strong fundamental improvement in a cheap stock.
Volatility Expanding
60-day vol (52%) significantly exceeds 252-day (24%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
53.5% avg (7 factors)
Quality
C
51.8% avg (7 factors)
Momentum
F
19.3% avg (4 factors)
Risk
A
76.4% 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
FactorCurrentStreakTrendSpark
OS Composite0.860—1—
Value %ile0.780—1—
Quality %ile0.900—1—
Momentum %ile0.360—0—
F-Score9.000—1—
Confidence0.939—1—
Volatility0.241—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
21.64
Earnings Yield (E/P)
0.0462
Price / Sales
1.68
Price / Book
2.50
Price / Cash Flow
11.41
FCF Yield
5.7%
EBITDA / EV
9.7%
Sales Yield (1/P·S)
0.5635
Shareholder Yield
Div + net buyback / mktcap
0.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
11.5%
Return on Assets
7.6%
Net Margin
7.8%
Operating Margin
10.1%
Gross Profit / Assets
Novy-Marx GPA
36.4%
Current Ratio
1.65
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.068
MomentumPrice trend strength over different horizons
6M Return
-19.4%
12M Return
-11.3%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-6.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.26
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
10.6%
Earnings Growth (YoY)
29.5%
Earnings Stability (CV)
Lower = more stable
0.174
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
9
Dividend Yield
0.2%
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
25
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
22
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
21
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