Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/8303df4f-ceb6-4913-a894-13b6e343618c/

WN

George Weston Limited
Chart
103.47 CAD
Latest Week 2026-06-05
Consumer DefensiveGrocery StoresLARGE
Snapshot 2026-06-07 · 0.0w · Fresh
0.79
OS Score
68.0%
Value
91.0%
Quality
25.0%
Momentum
7/9
F-Score
0.787
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
6 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
QV 0.787
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
10.8%
◐
Veiled Value
Yes
▣
Piotroski Bargains
F7
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
6.6%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
Vol 17%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
68.0%ile
P/E
33.5×
P/S
0.6×
P/B
8.0×
E/P
0.0783
FCF Yield
0.066
EBITDA/EV
0.108
SH Yield
0.066
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
37.00000000
/100 — 1=cheapest
VC2 (Trending Value)
28.00000000
/100
VC3 (Buyback)
30.00000000
/100
P/E of 33.5x is premium-priced — the market is paying up for expected growth. FCF yield of 6.6% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
91.0%ile
ROE
0.239
ROA
0.022
Net Margin
0.018
Op Margin
0.080
GPA
0.395
Current
1.11
F-Score
7/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.062
Earn Growth
-0.136
Stability
0.637
lower=better
Accruals
-0.109
lower=better
5yr Consist
No
ROE of 24% is exceptional.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
25.0%ile
6M Return
9.1%
12M Return
17.6%
12-1 Mom
8.7%
Risk-Adj
0.50
Vol 252d
17.3%
Vol 60d
42.7%
↑ Expanding
Max DD 12M
-6.9%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (43%) is expanding vs long-term (17%) — 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 · 32 peers
Sector Value %ile
57.6%
Sector Quality %ile
97.0%
P/E z-score
0.27
P/B z-score
0.57
Sector Avg OS
61.5%
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%
SWP Swiss Water Decaffeinated Coffee Inc. 88.0% 94.0% 22.0% 78.0%
ADW-B Andrew Peller Limited 87.0% 87.0% 72.0% 37.0%
CSW-B Corby Spirit and Wine Limited 87.0% 84.0% 89.0% 27.0%
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%
Factor Interactions
Strong Capital Return
Shareholder yield 6.6% backed by 6.6% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (43%) significantly exceeds 252-day (17%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
C
55.2% avg (7 factors)
Quality
C
49.0% avg (7 factors)
Momentum
C
46.1% avg (4 factors)
Risk
A
87.8% avg (1 factors)
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Factor Persistence1 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.790—1—
Value %ile0.680—0—
Quality %ile0.910—1—
Momentum %ile0.250—1—
F-Score7.000—1—
Confidence0.939—1—
Volatility0.173—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
33.49
Earnings Yield (E/P)
0.0783
Price / Sales
0.60
Price / Book
8.00
Price / Cash Flow
5.70
FCF Yield
6.6%
EBITDA / EV
10.8%
Sales Yield (1/P·S)
0.9819
Shareholder Yield
Div + net buyback / mktcap
6.6%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
23.9%
Return on Assets
2.2%
Net Margin
1.8%
Operating Margin
8.0%
Gross Profit / Assets
Novy-Marx GPA
39.5%
Current Ratio
1.11
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.109
External Financing
Net issuance — lower=better
0.044
MomentumPrice trend strength over different horizons
6M Return
9.1%
12M Return
17.6%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
8.7%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
0.50
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
6.2%
Earnings Growth (YoY)
-13.6%
Earnings Stability (CV)
Lower = more stable
0.637
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
7
Dividend Yield
0.0%
Buyback Yield
5.4%
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
37
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
28
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
30
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
Yes
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity