Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/fbc46401-67cb-4f8f-92db-1a35ac15c357/

HDFCBANK

HDFC Bank Limited
Chart
₹747.05
Latest Week 2026-06-05
Financial ServicesBanks - RegionalMEGA
Snapshot 2026-06-07 · 0.0w · Fresh
0.78
OS Score
75.0%
Value
73.0%
Quality
20.0%
Momentum
5/9
F-Score
0.740
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
4 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.740
🏛
Cornerstone Value
Div 1.4%
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
Rev +19%
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
Yes
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
75.0%ile
P/E
17.2×
P/S
4.3×
P/B
2.1×
E/P
0.0582
FCF Yield
0.074
SH Yield
0.014
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
31.00000000
/100 — 1=cheapest
VC2 (Trending Value)
23.00000000
/100
VC3 (Buyback)
21.00000000
/100
FCF yield of 7.4% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
73.0%ile
ROE
0.123
ROA
0.015
Net Margin
0.251
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.194
Earn Growth
0.074
Accruals
-0.012
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
20.0%ile
6M Return
-25.5%
12M Return
-23.5%
12-1 Mom
-20.0%
Risk-Adj
-1.17
Vol 252d
17.1%
Vol 60d
39.2%
↑ Expanding
Max DD 12M
-26.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -20% signals a downtrend — price is moving against you. Near-term vol (39%) is expanding vs long-term (17%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.78
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 237 peers
Sector Value %ile
75.2%
Sector Quality %ile
84.9%
P/E z-score
-0.27
P/B z-score
-0.08
Sector Avg OS
48.0%
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%
INDIANB Indian Bank 98.0% 89.0% 76.0% 90.0%
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%
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%
PNB Punjab National Bank 96.0% 93.0% 70.0% 71.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (75th) and quality (73th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Growth at Reasonable Price
Revenue growing 19% with P/E of 17×. Growth isn't fully priced in.
Falling Knife
Weak momentum (20th) despite looking cheap (75th value). Wait for momentum to stabilise.
Volatility Expanding
60-day vol (39%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
59.4% avg (6 factors)
Quality
C
51.8% avg (4 factors)
Momentum
F
4.9% avg (4 factors)
Risk
A
88.2% 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 Composite0.780—1—
Value %ile0.750—1—
Quality %ile0.730—1—
Momentum %ile0.200—1—
F-Score5.000—0—
Confidence0.442—0—
Volatility0.171—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
17.18
Earnings Yield (E/P)
0.0582
Price / Sales
4.32
Price / Book
2.11
Price / Cash Flow
9.58
FCF Yield
7.4%
Sales Yield (1/P·S)
0.1734
Shareholder Yield
Div + net buyback / mktcap
1.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
12.3%
Return on Assets
1.5%
Net Margin
25.1%
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.012
MomentumPrice trend strength over different horizons
6M Return
-25.5%
12M Return
-23.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-20.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.17
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
19.4%
Earnings Growth (YoY)
7.4%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
1.4%
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
31
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
23
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
Yes
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