Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/46b5b5e2-b6b8-4f36-a666-7043bdd16963/

TWE

Treasury Wine Estates Limited
Chart
4.57 AUD
Latest Week 2026-07-10
Consumer DefensiveBeverages - Wineries & DistilleriesMID
Snapshot 2026-07-12 · 0.7w · Fresh
0.81
OS Score
97.0%
Value
90.0%
Quality
3.0%
Momentum
#47.00000000
TV Rank
6/9
F-Score
0.934
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
8 of 23 passing
★
OS Composite
OS 0.810
↗
Trending Value
#47
◆
Quality × Value
QV 0.934
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 8.4
◇
VC2 Cheapest
VC2 3
📐
EBITDA/EV
18.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.8%
💰
High Yield
Div 4.4%
🚀
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
97.0%ile
P/E
8.4×
P/S
1.3×
P/B
0.8×
E/P
0.0946
FCF Yield
0.071
EBITDA/EV
0.188
SH Yield
0.048
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
3.00000000
/100 — 1=cheapest
VC2 (Trending Value)
3.00000000
/100
VC3 (Buyback)
3.00000000
/100
P/E of 8.4x places this firmly in deep value territory. FCF yield of 7.1% is strong — the business generates significant free cash relative to price. VC2 score of 3.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
90.0%ile
ROE
0.091
ROA
0.053
Net Margin
0.149
Op Margin
0.176
GPA
0.164
Current
2.02
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.072
Earn Growth
3.418
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
3.0%ile
6M Return
-11.6%
12M Return
-41.5%
12-1 Mom
-37.8%
Risk-Adj
-1.08
Vol 252d
35.1%
Vol 60d
85.5%
↑ Expanding
Max DD 12M
-54.4%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of -38% signals a downtrend — price is moving against you. Near-term vol (86%) is expanding vs long-term (35%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.81
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 59 peers
Sector Value %ile
98.3%
Sector Quality %ile
95.0%
P/E z-score
-0.50
P/B z-score
-0.43
Sector Avg OS
57.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
EDU EDU Holdings Limited 99.0% 94.0% 95.0% 98.0%
SGLLV Ricegrowers Limited 98.0% 95.0% 89.0% 91.0%
CLV Clover Corporation Limited 97.0% 89.0% 87.0% 94.0%
AHF Australian Dairy Nutritionals Limited 93.0% 81.0% 80.0% 81.0%
AN1 Anagenics Limited 93.0% 82.0% 80.0% 81.0%
HCT Holista Colltech Limited 90.0% 79.0% 77.0% 79.0%
MCP McPherson's Limited 90.0% 78.0% 76.0% 78.0%
MTS Metcash Limited 89.0% 78.0% 76.0% 77.0%
Factor Interactions
Value + Quality Intersection
Top-tier on both cheapness (97th) and quality (90th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Falling Knife
Weak momentum (3th) despite looking cheap (97th value). Wait for momentum to stabilise.
Strong Capital Return
Shareholder yield 4.8% backed by 7.1% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (86%) significantly exceeds 252-day (35%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
81.3% avg (7 factors)
Quality
C
46.2% avg (6 factors)
Momentum
F
5.8% avg (4 factors)
Risk
C
58.2% 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
Score Trends6 snapshots
Factor Persistence6 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.810—6—
Value %ile0.970—6—
Quality %ile0.900—6—
Momentum %ile0.030—6—
F-Score6.000—0—
Confidence0.470—0—
Volatility0.351—0—
Value Lens2021-07-13 → 2026-07-12
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
8.45
Earnings Yield (E/P)
0.0946
Price / Sales
1.26
Price / Book
0.77
FCF Yield
7.1%
EBITDA / EV
18.8%
Sales Yield (1/P·S)
0.5363
Shareholder Yield
Div + net buyback / mktcap
4.8%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
9.1%
Return on Assets
5.3%
Net Margin
14.9%
Operating Margin
17.6%
Gross Profit / Assets
Novy-Marx GPA
16.4%
Current Ratio
2.02
MomentumPrice trend strength over different horizons
6M Return
-11.6%
12M Return
-41.5%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-37.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-1.08
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.2%
Earnings Growth (YoY)
341.8%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
4.4%
Buyback Yield
0.5%
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
3
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
3
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
3
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
47
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
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity