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NTPC

NTPC Limited
Chart
₹361.65
Latest Week 2026-06-05
UtilitiesUtilities - Regulated ElectricMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.97
OS Score
86.0%
Value
80.0%
Quality
82.0%
Momentum
#18.00000000
TV Rank
7/9
F-Score
0.829
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
12 of 23 passing
★
OS Composite
OS 0.970
↗
Trending Value
#18.00000000
◆
Quality × Value
QV 0.829
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 11.8
◇
VC2 Cheapest
VC2 8.00000000
📐
EBITDA/EV
10.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
2.5%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 24%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 19%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.28
V
Value Analysis
Cheapness relative to fundamentals
86.0%ile
P/E
11.8×
P/S
1.8×
P/B
1.7×
E/P
0.0844
FCF Yield
0.011
EBITDA/EV
0.102
SH Yield
0.025
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
13.00000000
/100 — 1=cheapest
VC2 (Trending Value)
8.00000000
/100
VC3 (Buyback)
9.00000000
/100
P/E of 11.8x places this firmly in deep value territory. VC2 score of 8.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
80.0%ile
ROE
0.146
ROA
0.053
Net Margin
0.154
Op Margin
0.196
GPA
0.165
Current
0.81
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.004
Earn Growth
0.155
Stability
0.319
lower=better
Accruals
-0.038
lower=better
5yr Consist
Yes
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
82.0%ile
6M Return
12.7%
12M Return
11.5%
12-1 Mom
24.0%
Risk-Adj
1.28
Vol 252d
18.7%
Vol 60d
45.7%
↑ Expanding
Max DD 12M
-10.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 24% is very strong — a clear uptrend. Near-term vol (46%) is expanding vs long-term (19%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.97
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Utilities · 39 peers
Sector Value %ile
85.0%
Sector Quality %ile
95.0%
P/E z-score
-0.75
P/B z-score
-0.39
Sector Avg OS
51.4%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PTC PTC India Limited 98.0% 98.0% 73.0% 83.0%
CESC CESC Limited 95.0% 86.0% 70.0% 80.0%
JPPOWER Jaiprakash Power Ventures Limited 94.0% 83.0% 68.0% 83.0%
NLCINDIA NLC India Limited 93.0% 71.0% 72.0% 92.0%
POWERGRID Power Grid Corporation of India Limited 92.0% 74.0% 84.0% 74.0%
MGL Mahanagar Gas Limited 87.0% 90.0% 72.0% 31.0%
IRMENERGY IRM Energy Limited 84.0% 85.0% 34.0% 65.0%
GREENPOWER Orient Green Power Company Limited 84.0% 80.0% 78.0% 31.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (86th) and quality (80th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Trending Value Signal
Cheap (86th value) with strong momentum (82th). The market is starting to recognise the value.
Volatility Expanding
60-day vol (46%) significantly exceeds 252-day (19%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
61.0% avg (7 factors)
Quality
C
46.7% avg (7 factors)
Momentum
C
55.5% avg (4 factors)
Risk
A
85.5% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.970—1—
Value %ile0.860—1—
Quality %ile0.800—1—
Momentum %ile0.820—1—
F-Score7.000—1—
Confidence0.939—1—
Volatility0.187—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
11.85
Earnings Yield (E/P)
0.0844
Price / Sales
1.82
Price / Book
1.73
Price / Cash Flow
6.89
FCF Yield
1.1%
EBITDA / EV
10.2%
Sales Yield (1/P·S)
0.3112
Shareholder Yield
Div + net buyback / mktcap
2.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
14.6%
Return on Assets
5.3%
Net Margin
15.4%
Operating Margin
19.6%
Gross Profit / Assets
Novy-Marx GPA
16.5%
Current Ratio
0.81
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.038
MomentumPrice trend strength over different horizons
6M Return
12.7%
12M Return
11.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
24.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.28
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-0.4%
Earnings Growth (YoY)
15.5%
Earnings Stability (CV)
Lower = more stable
0.319
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
7
Dividend Yield
2.5%
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
13
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
8
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
9
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
18
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
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Op Income
OCF
CapEx
Equity