8306.T (8306.T)

—
$30.48T
Market Cap
16.0
P/E Ratio
0.16
Beta
2.87%
Dividend Yield
Piotroski 6/9Altman Z 0.1 Distress

Quantitative Summary

Deterministic

Financial health is average: Piotroski 6/9, Altman Z 0.1.

Generated deterministically from quant metrics and financial statements. Not a recommendation.

Price Chart with Moving Averages

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SMA 50 SMA 200

Quant Health Deep Dive

6/9
Piotroski F-Score
Average — mixed operational signals
0.1
Altman Z-Score
Distress Zone — below 1.8 threshold per academic model. Thresholds: >3 safe, 1.8–3 grey, <1.8 distress.

Profitability & Value Creation

27.2%
Net Margin
6.6%
WACC
+16.3%
Revenue Growth (YoY)
+25.0%
Earnings Growth (YoY)
-450.3B
Free Cash Flow

DuPont Analysis — ROE Decomposition

Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.

27.2%
Net Profit Margin
NI ÷ Revenue
×
0.02x
Asset Turnover
Revenue ÷ Assets
×
19.01x
Equity Multiplier
Assets ÷ Equity
=
8.6%
Return on Equity
⚠️ High equity multiplier — ROE is being amplified by leverage, not operational excellence.

Balance Sheet Health

18.01x
Debt / Equity

Earnings Surprise History

Q4
✓ Beat
Est: $7.05
Act: $10.17
+44.3%
Q3
✓ Beat
Est: $43.15
Act: $47.55
+10.2%
Q2
✓ Beat
Est: $44.61
Act: $65.52
+46.9%
Q1
✓ Beat
Est: $44.60
Act: $45.82
+2.7%

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.

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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.

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Rolling Beta Market (β = 1.0)

Fundamentals

17.8
Forward P/E
—
PEG Ratio
1.43
Price/Book
47M
Avg Volume
$3087.00
52W High
$1310.00
52W Low
—
52W Range Position

Passive Flow Attribution

ETF Draft Effect
$841M
Tracked Passive Exposure
2
ETFs Holding 8306.T
2.56%
Avg Weight in ETFs
$33B
Total ETF AUM

When investors buy or sell ETFs like EWJ or DFAI, the fund manager is mechanically forced to buy or sell 8306.T shares regardless of 8306.T's individual fundamentals. We estimate $841M of passive capital is structurally linked to 8306.T through 2 tracked ETFs. Passive flows have a limited but growing influence on 8306.T's daily trading dynamics.

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 8306.T to visualize passive redemption contagion across ETFs and collateral stocks.

8306.T Shock
-0%
Est. Passive Redemption
$0
Systemic Risk
STABLE
8306.TEpicenterEWJETFDFAIETF7203.TMed Risk6501.TLow Risk6857.TLow Risk8316.THigh Risk8035.TLow Risk
8306.T Price Drop (%)0

If 8306.T (8306.T) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Toyota Motor Corp (7203.T) as the most exposed collateral stock, sharing 2 ETFs with 8306.T. 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.

8306.T Ownership Dynamics

Ticker
8306.T

ETFs with Highest 8306.T Exposure

EWJEWJ
4.06%
DFAIDFAI
0.67%

Float lock-up computed from 0 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).

Compare 8306.T 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.