0700.HK (0700.HK)
Quantitative Summary
DeterministicFinancial health metrics are strong: Piotroski 7/9, Altman Z 5.0 (above 3.0 safe zone threshold).
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe company's strong fundamental quality is evident from its robust ROIC-WACC spread of +4.9%, indicating a significant excess return on invested capital over the cost of capital, which suggests efficient allocation and utilization of resources. The DuPont analysis reveals that net margins of 29.4% are driving much of this profitability, while asset turnover at 0.37x is modestly contributing to ROE alongside an equity multiplier of 1.69x, reflecting a balanced use of leverage without excessive risk-taking. Piotroski and Altman scores further affirm the company's financial health: with a high F-Score of 7/9 and a robust Z-Score of 5.3, it demonstrates solid earnings quality, asset protection, and low bankruptcy risk.
In terms of valuation, the current P/E ratio stands at 18x, which is in line with historical averages but slightly above its sector peers. The DCF fair value calculation suggests an intrinsic worth of $537 per share, implying that market expectations are built around a conservative growth rate. Given this context and recent insider flow neutrality over the last 90 days, investors may want to consider whether the current valuation reflects accurate future earnings projections or if there is potential for revaluation based on expected revenue growth trends.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
DCF Sandbox
InteractiveSensitivity Matrix
| TG ↓ / WACC → | 7.5% | 9.5% | 11.5% |
|---|---|---|---|
| 2% | $961 | $682 | $522 |
| 3% | $1150 | $772 | $572 |
| 4% | $1447 | $894 | $636 |
Center = base case. Green = >10% upside, Red = >10% downside vs —.
Pre-computed DCF: WACC=9.5%, terminal growth 3%. Fair value $772 (+0.0%). Not investment advice.
Price Chart with Moving Averages
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like MCHI or IEMG, the fund manager is mechanically forced to buy or sell 0700.HK shares regardless of 0700.HK's individual fundamentals. We estimate $4.7B of passive capital is structurally linked to 0700.HK through 2 tracked ETFs. Index rebalances and ETF creation/redemption cycles can create noticeable volume spikes unrelated to company news.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 2 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in 0700.HK to visualize passive redemption contagion across ETFs and collateral stocks.
If 0700.HK (0700.HK) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Taiwan Semiconductor Manufacturing Co Ltd (2330.TW) as the most exposed collateral stock, sharing 1 ETFs with 0700.HK. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 2 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
0700.HK Ownership Dynamics
ETFs with Highest 0700.HK Exposure
Float lock-up computed from 0 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
0700.HK Capital Efficiency
How efficiently does 0700.HK convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
0700.HK converts 53% of its EBITDA into free cash flow, a healthy conversion rate indicating efficient capital management — the business generates substantial cash after reinvestment. The positive ROIC-WACC spread of 4.6% confirms that reinvested capital creates shareholder value.
Capital efficiency = Free Cash Flow ÷ EBITDA. Reinvestment = (EBITDA − FCF) ÷ EBITDA. Metrics from latest annual filings. Not investment advice.
Compare 0700.HK to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: N/A.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.