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SWA

Schloss Wachenheim AG
Chart
€13.75
Latest Week 2026-06-05
Consumer DefensiveBeverages - Wineries & DistilleriesMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.79
OS Score
95.0%
Value
29.0%
Quality
33.0%
Momentum
#66.00000000
TV Rank
6/9
F-Score
0.525
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
P/E 13.0
◇
VC2 Cheapest
VC2 4.00000000
📐
EBITDA/EV
23.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
4.4%
💰
High Yield
Div 4.4%
🚀
Momentum Leaders
✗
◉
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
13.0×
P/S
0.2×
P/B
0.5×
E/P
0.0766
FCF Yield
0.053
EBITDA/EV
0.238
SH Yield
0.044
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
4.00000000
/100 — 1=cheapest
VC2 (Trending Value)
4.00000000
/100
VC3 (Buyback)
6.00000000
/100
VC2 score of 4.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
29.0%ile
ROE
0.041
ROA
0.017
Net Margin
0.018
Op Margin
0.060
GPA
0.413
Current
1.58
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.013
Earn Growth
-0.155
Stability
4.330
lower=better
Accruals
-0.061
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
33.0%ile
6M Return
-7.1%
12M Return
-3.4%
12-1 Mom
-2.0%
Risk-Adj
-0.19
Vol 252d
10.7%
Vol 60d
23.1%
↑ Expanding
Max DD 12M
-9.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (23%) is expanding vs long-term (11%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.79
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 37 peers
Sector Value %ile
100.0%
Sector Quality %ile
15.8%
P/E z-score
-0.75
P/B z-score
-0.22
Sector Avg OS
52.8%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
PHM7 Altria Group, Inc. 88.0% 62.0% 81.0% 76.0%
AHOG Koninklijke Ahold Delhaize N.V. 87.0% 84.0% 74.0% 37.0%
CAR Carrefour SA 87.0% 86.0% 27.0% 79.0%
DYH Target Corporation 86.0% 69.0% 58.0% 79.0%
DT3 Dollar Tree, Inc. 83.0% 60.0% 90.0% 54.0%
HEN Henkel AG & Co. KGaA 82.0% 79.0% 70.0% 35.0%
ITB Imperial Brands PLC 79.0% 69.0% 78.0% 33.0%
HEN3 Henkel AG & Co. KGaA 79.0% 75.0% 69.0% 33.0%
Factor Interactions
Cheap for a Reason?
Looks cheap (95th value) but weak quality (29th). Classic value trap risk.
Strong Capital Return
Shareholder yield 4.4% backed by 5.3% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (23%) significantly exceeds 252-day (11%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
77.8% avg (7 factors)
Quality
D
40.7% avg (7 factors)
Momentum
F
27.3% avg (4 factors)
Risk
A
98.9% avg (1 factors)
Deep value territory, but quality is concerning. This is either a turnaround opportunity or a value trap — the F-Score and accruals ratio will be key differentiators. 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 Composite0.790—1—
Value %ile0.950—1—
Quality %ile0.290—1—
Momentum %ile0.330—0—
F-Score6.000—0—
Confidence0.939—1—
Volatility0.107—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
13.05
Earnings Yield (E/P)
0.0766
Price / Sales
0.24
Price / Book
0.54
Price / Cash Flow
2.87
FCF Yield
5.3%
EBITDA / EV
23.8%
Sales Yield (1/P·S)
2.3014
Shareholder Yield
Div + net buyback / mktcap
4.4%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.1%
Return on Assets
1.7%
Net Margin
1.8%
Operating Margin
6.0%
Gross Profit / Assets
Novy-Marx GPA
41.3%
Current Ratio
1.58
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.061
MomentumPrice trend strength over different horizons
6M Return
-7.1%
12M Return
-3.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-2.0%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.19
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
1.3%
Earnings Growth (YoY)
-15.5%
Earnings Stability (CV)
Lower = more stable
4.330
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
4.4%
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
4
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
4
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
6
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
66
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