Structured JSON API for this factor page: https://sharemaestro.com/factors/api/tickers/d8ea2847-29bf-4499-a423-9bad935f799d/

CSW-B

Corby Spirit and Wine Limited
Chart
14.20 CAD
Latest Week 2026-06-05
Consumer DefensiveBeverages - Wineries & DistilleriesSMALL
Snapshot 2026-06-07 · 0.0w · Fresh
0.87
OS Score
84.0%
Value
89.0%
Quality
27.0%
Momentum
8/9
F-Score
0.865
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
12 of 23 passing
★
OS Composite
OS 0.870
↗
Trending Value
✗
◆
Quality × Value
QV 0.865
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
P/S 1.5
💎
Deep Value
P/E 12.2
◇
VC2 Cheapest
✗
📐
EBITDA/EV
13.2%
◐
Veiled Value
✗
▣
Piotroski Bargains
F8
🔬
Quality Compounders
✗
📈
Consistent Earners
Noneyr
🌱
GARP
✗
🔄
Shareholder Yield
6.5%
💰
High Yield
✗
🚀
Momentum Leaders
12-1 17%
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
Val 84th
🛡
Low Volatility
Vol 12%
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
RAM 1.46
V
Value Analysis
Cheapness relative to fundamentals
84.0%ile
P/E
12.2×
P/S
1.5×
P/B
2.1×
E/P
0.1015
FCF Yield
0.063
EBITDA/EV
0.132
SH Yield
0.065
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
23.00000000
/100 — 1=cheapest
VC2 (Trending Value)
17.00000000
/100
VC3 (Buyback)
20.00000000
/100
FCF yield of 6.3% is strong — the business generates significant free cash relative to price.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
89.0%ile
ROE
0.174
ROA
0.084
Net Margin
0.122
Op Margin
0.192
GPA
0.335
Current
2.55
F-Score
8/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.075
Earn Growth
0.147
Stability
0.322
lower=better
Accruals
-0.005
lower=better
5yr Consist
Yes
F-Score of 8/9 indicates strong fundamental improvement across multiple dimensions.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
27.0%ile
6M Return
6.7%
12M Return
18.4%
12-1 Mom
17.1%
Risk-Adj
1.46
Vol 252d
11.7%
Vol 60d
25.2%
↑ Expanding
Max DD 12M
-4.7%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (25%) is expanding vs long-term (12%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.87
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Consumer Defensive · 32 peers
Sector Value %ile
72.7%
Sector Quality %ile
90.9%
P/E z-score
-0.62
P/B z-score
-0.31
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%
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%
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
Value + Quality Intersection
Top-tier on both cheapness (84th) and quality (89th) — the O'Shaughnessy sweet spot, historically the strongest long-term combination.
Piotroski + Value Convergence
F-Score 8/9 with good value (84th). Strong fundamental improvement in a cheap stock.
Strong Capital Return
Shareholder yield 6.5% backed by 6.3% FCF yield. Returns are well-funded.
Volatility Expanding
60-day vol (25%) significantly exceeds 252-day (12%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
A
75.9% avg (7 factors)
Quality
B
61.3% avg (7 factors)
Momentum
C
54.4% avg (4 factors)
Risk
A
97.2% 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 Composite0.870—1—
Value %ile0.840—1—
Quality %ile0.890—1—
Momentum %ile0.270—1—
F-Score8.000—1—
Confidence0.939—1—
Volatility0.117—1—
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
12.20
Earnings Yield (E/P)
0.1015
Price / Sales
1.48
Price / Book
2.12
Price / Cash Flow
11.57
FCF Yield
6.3%
EBITDA / EV
13.2%
Sales Yield (1/P·S)
0.5291
Shareholder Yield
Div + net buyback / mktcap
6.5%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
17.4%
Return on Assets
8.4%
Net Margin
12.2%
Operating Margin
19.2%
Gross Profit / Assets
Novy-Marx GPA
33.5%
Current Ratio
2.55
Accruals Ratio
(NI-OCF)/Assets — lower=better
-0.005
MomentumPrice trend strength over different horizons
6M Return
6.7%
12M Return
18.4%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
17.1%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
1.46
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
7.5%
Earnings Growth (YoY)
14.7%
Earnings Stability (CV)
Lower = more stable
0.322
5yr Consistent
EPS up every year for 5 years
Yes
Piotroski F-Score
8
Dividend Yield
0.0%
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
23
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
17
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
20
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
Show all
Op Income
OCF
CapEx
Equity
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity