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SEC

Senvest Capital Inc.
Chart
390.00 CAD
Latest Week 2026-06-05
Financial ServicesAsset ManagementSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.88
OS Score
95.0%
Value
66.0%
Quality
31.0%
Momentum
#63.00000000
TV Rank
5/9
F-Score
0.792
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
✗
◆
Quality × Value
QV 0.792
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 2.00000000
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
26.9%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 18%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 95th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
95.0%ile
P/E
2.2×
P/S
1.1×
P/B
0.5×
FCF Yield
0.362
SH Yield
0.269
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
5.00000000
/100 — 1=cheapest
VC2 (Trending Value)
2.00000000
/100
VC3 (Buyback)
4.00000000
/100
P/E of 2.2x places this firmly in deep value territory. FCF yield of 36.2% is strong — the business generates significant free cash relative to price. VC2 score of 2.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
66.0%ile
ROE
0.210
ROA
0.071
Net Margin
0.511
F-Score
5/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
-0.410
Earn Growth
-0.418
Stability
11.077
lower=better
Accruals
0.020
lower=better
5yr Consist
No
ROE of 21% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
31.0%ile
6M Return
6.9%
12M Return
24.1%
12-1 Mom
17.8%
Risk-Adj
0.71
Vol 252d
25.1%
Vol 60d
55.1%
↑ Expanding
Max DD 12M
-14.0%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (55%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 82 peers
Sector Value %ile
98.8%
Sector Quality %ile
71.1%
P/E z-score
-0.84
P/B z-score
-0.67
Sector Avg OS
58.3%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
XAU Goldmoney Inc. 98.0% 98.0% 64.0% 84.0%
PWI Power & Infrastructure Split Corp. 96.0% 92.0% 83.0% 74.0%
AGF-B AGF Management Limited 96.0% 93.0% 80.0% 72.0%
QRC Queen's Road Capital Investment Ltd. 95.0% 80.0% 82.0% 92.0%
CF Canaccord Genuity Group Inc. 95.0% 90.0% 78.0% 69.0%
DS Dividend Select 15 Corp. 92.0% 83.0% 76.0% 63.0%
MFC Manulife Financial Corporation 90.0% 92.0% 81.0% 34.0%
POW Power Corporation of Canada 90.0% 75.0% 73.0% 77.0%
Factor Interactions
Strong Capital Return
Shareholder yield 26.9% backed by 36.2% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (55%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
98.9% avg (5 factors)
Quality
B
61.9% avg (4 factors)
Momentum
C
51.5% avg (4 factors)
Risk
B
74.9% avg (1 factors)
This stock sits in the O'Shaughnessy sweet spot — cheap AND high quality. Historically, this combination has generated the strongest long-term returns.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.880—1—
Value %ile0.950—1—
Quality %ile0.660—0—
Momentum %ile0.310—0—
F-Score5.000—0—
Confidence0.727—1—
Volatility0.251—0—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
2.18
Price / Sales
1.12
Price / Book
0.46
Price / Cash Flow
3.02
FCF Yield
36.2%
Sales Yield (1/P·S)
0.9800
Shareholder Yield
Div + net buyback / mktcap
26.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
21.0%
Return on Assets
7.1%
Net Margin
51.1%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.020
External Financing
Net issuance — lower=better
0.045
MomentumPrice trend strength over different horizons
6M Return
6.9%
12M Return
24.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
17.8%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.71
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
-41.0%
Earnings Growth (YoY)
-41.8%
Earnings Stability (CV)
Lower = more stable
11.077
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
5
Dividend Yield
0.0%
Buyback Yield
26.9%
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
5
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
2
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
4
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
63
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