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SWP

Swiss Water Decaffeinated Coffee Inc.
Chart
5.65 CAD
Latest Week 2026-06-05
Consumer DefensivePackaged FoodsMICRO
Snapshot 2026-06-07 · 0.0w · Fresh
0.88
OS Score
94.0%
Value
22.0%
Quality
78.0%
Momentum
#25.00000000
TV Rank
6/9
F-Score
0.455
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
7 of 23 passing
★
OS Composite
OS 0.880
↗
Trending Value
#25.00000000
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
VC2 10.00000000
📐
EBITDA/EV
10.8%
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
✗
💰
High Yield
✗
🚀
Momentum Leaders
12-1 62%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 94th
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.34
V
Value Analysis
Cheapness relative to fundamentals
94.0%ile
P/E
22.3×
P/S
0.2×
P/B
0.9×
E/P
0.0753
FCF Yield
0.146
EBITDA/EV
0.108
SH Yield
0.012
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
8.00000000
/100 — 1=cheapest
VC2 (Trending Value)
10.00000000
/100
VC3 (Buyback)
7.00000000
/100
FCF yield of 14.6% is strong — the business generates significant free cash relative to price. VC2 score of 10.00000000/100 puts this in the cheapest decile of the universe — prime Trending Value territory.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
22.0%ile
ROE
0.041
ROA
0.012
Net Margin
0.010
Op Margin
0.046
GPA
0.133
Current
1.86
F-Score
6/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.494
Earn Growth
0.228
Stability
1.225
lower=better
Accruals
-0.105
lower=better
5yr Consist
No
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
78.0%ile
6M Return
24.4%
12M Return
71.2%
12-1 Mom
61.5%
Risk-Adj
1.34
Vol 252d
46.1%
Vol 60d
58.3%
↑ Expanding
Max DD 12M
-12.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
12-1 momentum of 62% is very strong — a clear uptrend.
OS
Composite & Factor Heatmap
All factors at a glance
0.88
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 32 peers
Sector Value %ile
90.9%
Sector Quality %ile
9.1%
P/E z-score
-0.19
P/B z-score
-0.50
Sector Avg OS
61.2%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
CPKR CANADA PACKERS INC 91.0% 97.0% 69.0% 38.0%
ADW-A Andrew Peller Limited 90.0% 94.0% 73.0% 33.0%
LAS-A Lassonde Industries Inc. 89.0% 96.0% 80.0% 21.0%
CSW-B Corby Spirit and Wine Limited 87.0% 84.0% 89.0% 27.0%
ADW-B Andrew Peller Limited 87.0% 87.0% 72.0% 37.0%
RSI Rogers Sugar Inc. 86.0% 90.0% 68.0% 35.0%
CSW-A Corby Spirit and Wine Limited 85.0% 81.0% 89.0% 26.0%
TPX-B Molson Coors Canada Inc. 81.0% 91.0% 69.0% 8.0%
Factor Interactions
Trending Value Signal
Cheap (94th value) with strong momentum (78th). The market is starting to recognise the value.
Cheap for a Reason?
Looks cheap (94th value) but weak quality (22th). Classic value trap risk.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
B
69.3% avg (7 factors)
Quality
D
35.1% avg (7 factors)
Momentum
A
81.6% avg (4 factors)
Risk
D
39.9% 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 confirming the value — this is the Trending Value signal that O'Shaughnessy found to be among the most powerful. Elevated risk profile — position sizing should reflect the higher volatility.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.880—1—
Value %ile0.940—1—
Quality %ile0.220—1—
Momentum %ile0.780—1—
F-Score6.000—0—
Confidence0.939—1—
Volatility0.461—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
22.32
Earnings Yield (E/P)
0.0753
Price / Sales
0.21
Price / Book
0.91
Price / Cash Flow
2.24
FCF Yield
14.6%
EBITDA / EV
10.8%
Sales Yield (1/P·S)
1.6235
Shareholder Yield
Div + net buyback / mktcap
1.2%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
4.1%
Return on Assets
1.2%
Net Margin
1.0%
Operating Margin
4.6%
Gross Profit / Assets
Novy-Marx GPA
13.3%
Current Ratio
1.86
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.105
MomentumPrice trend strength over different horizons
6M Return
24.4%
12M Return
71.2%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
61.5%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.34
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
49.4%
Earnings Growth (YoY)
22.8%
Earnings Stability (CV)
Lower = more stable
1.225
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
6
Dividend Yield
0.0%
Buyback Yield
1.2%
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
8
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
10
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
7
Trending Value Rank
1=best. Top VC2 decile by 6M momentum
25
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