Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/f0ccd18a-a1da-4236-8df1-2641c2ce6474/

BAJFINANCE

Bajaj Finance Limited
Chart
₹889.40
Latest Week 2026-06-05
Financial ServicesCredit ServicesMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.13
OS Score
21.0%
Value
12.0%
Quality
69.0%
Momentum
1/9
F-Score
0.159
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 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
Noneyr
🌱
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
21.0%ile
P/E
29.1×
P/S
11.0×
P/B
4.9×
E/P
0.0344
FCF Yield
-0.074
SH Yield
0.005
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
76.00000000
/100 — 1=cheapest
VC2 (Trending Value)
70.00000000
/100
VC3 (Buyback)
72.00000000
/100
Negative FCF yield (-7.4%) — the business is currently cash-consumptive.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
12.0%ile
ROE
0.167
ROA
0.034
Net Margin
0.379
F-Score
1/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.197
Earn Growth
0.141
Stability
0.116
lower=better
Accruals
0.151
lower=better
5yr Consist
Yes
Accruals ratio of 0.151 is elevated — earnings quality may be lower than headline numbers suggest. F-Score of 1/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
69.0%ile
6M Return
-15.1%
12M Return
-5.1%
12-1 Mom
1.9%
Risk-Adj
0.07
Vol 252d
26.6%
Vol 60d
58.2%
↑ Expanding
Max DD 12M
-24.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (58%) is expanding vs long-term (27%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.13
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 237 peers
Sector Value %ile
13.9%
Sector Quality %ile
25.2%
P/E z-score
-0.08
P/B z-score
-0.02
Sector Avg OS
48.3%
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%
SOUTHBANK The South Indian Bank Limited 98.0% 92.0% 67.0% 93.0%
JPOLYINVST Jindal Poly Investment and Finance Company Limited 98.0% 84.0% 93.0% 89.0%
INDIANB Indian Bank 98.0% 89.0% 76.0% 90.0%
BANKBARODA Bank of Baroda Limited 97.0% 94.0% 70.0% 76.0%
CANBK Canara Bank 97.0% 90.0% 67.0% 85.0%
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
Earnings Quality Concern
ROE looks strong (17%) but high accruals (0.151) suggests earnings are accrual-heavy, not cash-backed.
Volatility Expanding
60-day vol (58%) significantly exceeds 252-day (27%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
F
25.9% avg (6 factors)
Quality
D
41.2% avg (4 factors)
Momentum
F
27.2% avg (4 factors)
Risk
B
72.3% 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 Composite0.130—1—
Value %ile0.210—1—
Quality %ile0.120—1—
Momentum %ile0.690—0—
F-Score1.000—1—
Confidence0.727—1—
Volatility0.266—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
29.08
Earnings Yield (E/P)
0.0344
Price / Sales
11.02
Price / Book
4.85
FCF Yield
-7.4%
Sales Yield (1/P·S)
0.0555
Shareholder Yield
Div + net buyback / mktcap
0.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
16.7%
Return on Assets
3.4%
Net Margin
37.9%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.151
MomentumPrice trend strength over different horizons
6M Return
-15.1%
12M Return
-5.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
1.9%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.07
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
19.7%
Earnings Growth (YoY)
14.1%
Earnings Stability (CV)
Lower = more stable
0.116
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
1
Dividend Yield
0.6%
Buyback Yield
-0.1%
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
76
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
70
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
72
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