Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/eb09ad84-41b3-417b-a6e8-8eff660f7663/

BHAGYANGR

Bhagyanagar India Limited
Chart
₹306.65
Latest Week 2026-06-05
Basic MaterialsCopperMID
Snapshot 2026-06-07 · 0.0w · Fresh
0.29
OS Score
29.0%
Value
6.0%
Quality
99.0%
Momentum
2/9
F-Score
0.132
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
2 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
Yes
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 4.37
V
Value Analysis
Cheapness relative to fundamentals
29.0%ile
P/E
33.9×
P/S
0.5×
P/B
4.7×
E/P
0.0295
FCF Yield
-0.124
EBITDA/EV
0.057
SH Yield
0.000
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
41.00000000
/100 — 1=cheapest
VC2 (Trending Value)
60.00000000
/100
VC3 (Buyback)
62.00000000
/100
P/E of 33.9x is premium-priced — the market is paying up for expected growth. Negative FCF yield (-12.4%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
6.0%ile
ROE
0.140
ROA
0.056
Net Margin
0.015
Op Margin
0.031
GPA
0.231
Current
2.00
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.137
Earn Growth
-0.693
Stability
0.587
lower=better
Accruals
0.331
lower=better
5yr Consist
No
Accruals ratio of 0.331 is elevated — earnings quality may be lower than headline numbers suggest. F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
99.0%ile
6M Return
131.6%
12M Return
288.6%
12-1 Mom
294.6%
Risk-Adj
4.37
Vol 252d
67.4%
Vol 60d
152.8%
↑ Expanding
Max DD 12M
-18.6%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 295% is very strong — a clear uptrend. Risk-adjusted momentum of 4.37 is excellent — strong returns relative to volatility. Near-term vol (153%) is expanding vs long-term (67%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.29
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Basic Materials · 368 peers
Sector Value %ile
24.1%
Sector Quality %ile
5.7%
P/E z-score
-0.11
P/B z-score
0.39
Sector Avg OS
54.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
JAYNECOIND Jayaswal Neco Industries Limited 99.0% 84.0% 98.0% 98.0%
GULPOLY Gulshan Polyols Limited 99.0% 96.0% 94.0% 75.0%
ARIES Aries Agro Limited 99.0% 97.0% 96.0% 77.0%
SAIL Steel Authority of India Limited 99.0% 93.0% 85.0% 92.0%
SANDUMA The Sandur Manganese & Iron Ores Limited 98.0% 82.0% 98.0% 93.0%
TATASTEEL Tata Steel Limited 98.0% 81.0% 91.0% 89.0%
ANDHRSUGAR The Andhra Sugars Limited 98.0% 98.0% 76.0% 81.0%
MANAKSTEEL Manaksia Steels Limited 98.0% 96.0% 72.0% 78.0%
Factor Interactions
Hot but Volatile
Strong momentum (99th) but high volatility (67%). Momentum could reverse sharply.
Volatility Expanding
60-day vol (153%) significantly exceeds 252-day (67%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
33.9% avg (7 factors)
Quality
D
31.2% avg (7 factors)
Momentum
A
100.0% avg (4 factors)
Risk
F
4.4% avg (1 factors)
Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.290—1—
Value %ile0.290—1—
Quality %ile0.060—1—
Momentum %ile0.990—1—
F-Score2.000—1—
Confidence0.813—1—
Volatility0.674—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
33.86
Earnings Yield (E/P)
0.0295
Price / Sales
0.51
Price / Book
4.73
FCF Yield
-12.4%
EBITDA / EV
5.7%
Sales Yield (1/P·S)
1.5275
Shareholder Yield
Div + net buyback / mktcap
0.0%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.0%
Return on Assets
5.6%
Net Margin
1.5%
Operating Margin
3.1%
Gross Profit / Assets
Novy-Marx GPA
23.1%
Current Ratio
2.00
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.331
MomentumPrice trend strength over different horizons
6M Return
131.6%
12M Return
288.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
294.6%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
4.37
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
13.7%
Earnings Growth (YoY)
-69.3%
Earnings Stability (CV)
Lower = more stable
0.587
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
0.0%
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
41
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
60
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
62
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
Yes
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