Archer Aviation Inc. (ACHR)
Quantitative Summary
DeterministicFinancial health is average: Piotroski 4/9, Altman Z 7.9.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of Archer Aviation Inc. present a stark contradiction between its operational trajectory and capital efficiency metrics. The company exhibits a severe negative ROIC-WACC spread of -48.5%, indicating that current operations are destroying value relative to the cost of capital, a situation exacerbated by net margins collapsing to approximately -206,000%. Despite this profitability crisis, DuPont-style decomposition is obscured by these extreme losses rather than margin or turnover efficiency issues; however, the Altman Z-Score of 7.9 suggests that insolvency risk remains currently low due to specific balance sheet characteristics, while a Piotroski F-Score of 4/9 signals moderate financial weakness without triggering immediate distress alerts typical of failing firms.
Valuation analysis reveals a significant disconnect between current pricing and historical or sector norms, with the stock trading at an implied multiple far exceeding the industrials sector average of 45.7x. This premium valuation appears to be priced entirely on future growth expectations rather than present earnings power, as reflected in the massive negative net margin that renders traditional DCF models reliant solely on terminal value assumptions. The market is essentially betting on a complete turnaround where current fundamental deterioration does not persist into maturity, effectively ignoring the severe drag on returns generated today.
Risk-adjusted performance data highlights an anomalous divergence between raw alpha generation and factor-based quality metrics. While the stock has delivered a substantial annual Fama-French Alpha of 51.96%, suggesting strong outperformance relative to its specific risk profile over the measured period, this return is not supported by fundamental profitability factors; specifically, the Profitability Factor (RMW) scores -3.063 and the Value Factor (HML) registers at -0.306, confirming a distinct growth tilt devoid of value or profit quality characteristics. This implies that recent price appreciation has been driven purely on momentum and sentiment rather than an improvement in underlying economic earnings power.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedArcher Aviation Inc. is currently trading at $6.36, a level that requires contextual analysis against its historical moving average envelope to assess potential mean-reversion dynamics. Without specific upper and lower band values provided in the dataset, determining whether this price represents an overextended condition or a consolidation phase relies on comparing the current spot rate to recent trend averages. If the $6.36 figure sits significantly below the midline of its standard deviation bands, it might suggest a statistical pullback from recent highs, whereas proximity to the upper boundary could indicate extended momentum. The absence of additional volatility metrics limits the ability to confirm if this price action aligns with historical support or resistance zones defined by the envelope structure. In the context of relative value positioning, the current market price must be evaluated against the prevailing trend line established by the simple moving averages. Should the stock be trading near the lower threshold of its calculated range, technical theory often implies a potential bounce toward the mean, assuming no fundamental shifts alter the underlying trajectory. Conversely, if the price hovers at or above the upper boundary, it may signal a deviation that historically precedes a corrective move back to equilibrium. Observers should note that without knowing the precise width of the envelope or recent volatility adjustments, any assessment of overbought or oversold conditions remains theoretical based solely on this single data point. The technical setup for Archer Aviation at $6.36 invites an examination of how far the current valuation has drifted from its long
Quant Health Deep Dive
Profitability & Value Creation
Balance Sheet Health
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
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.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like ARKX or XAR, the fund manager is mechanically forced to buy or sell ACHR shares regardless of Archer Aviation Inc.'s individual fundamentals. We estimate $428M of passive capital is structurally linked to ACHR through 7 tracked ETFs. Passive flows have a limited but growing influence on ACHR's daily trading dynamics.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 7 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in Archer Aviation Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Archer Aviation Inc. (ACHR) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies TESLA INC (TSLA) as the most exposed collateral stock, sharing 2 ETFs with ACHR. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 7 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
ACHR Ownership Dynamics
Passive funds hold 1 in every 11 ACHR shares, reducing daily market volatility.
Archer Aviation Inc. (ACHR) exerts measurable gravity on the passive index market, currently representing 5.1% of the ARKX (ARKX) and 3.0% of the XAR (XAR). Across 7 tracked ETFs, approximately 72M shares (9.4% of float) are held by passive funds and rarely trade on the open market. As passive ownership grows, index inclusion changes may increasingly drive price discovery.
ETFs with Highest ACHR Exposure
Float lock-up computed from 7 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
ACHR Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for Archer Aviation Inc. over the past year sits near $8.48 (9% of 252-day volume). The current price of $6.74 sits 20.6% below the POC — suggesting potential mean-reversion upside if institutional demand reasserts at this level.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-14 | 173,217 | $6.52 | $1.1M |
| 2026-05-11 | 1,100 | $6.48 | $7,128 |
| 2026-05-08 | 1,226 | $6.28 | $7,699.28 |
| 2026-05-07 | 58,709 | $6.41 | $376,324.69 |
| 2026-05-04 | 31,974 | $5.87 | $187,687.38 |
| 2026-05-01 | 30,213 | $5.74 | $173,422.62 |
| 2026-04-30 | 79,189 | $5.60 | $443,458.4 |
| 2026-04-29 | 974 | $5.84 | $5,688.16 |
| 2026-04-27 | 1,135 | $5.70 | $6,469.5 |
| 2026-04-23 | 19,871 | $6.06 | $120,418.26 |
| 2026-04-22 | 15,583 | $5.94 | $92,563.02 |
| 2026-04-20 | 16,617 | $6.11 | $101,529.87 |
| 2026-04-16 | 6,616 | $6.06 | $40,092.96 |
| 2026-04-15 | 1,071 | $5.67 | $6,072.57 |
| 2026-04-14 | 617 | $5.45 | $3,362.65 |
| 2026-04-13 | 27,093 | $5.40 | $146,302.2 |
| 2026-04-09 | 10,130 | $5.58 | $56,525.4 |
| 2026-04-08 | 1,981,945 | $5.34 | $10.6M |
| 2026-04-07 | 73,536 | $5.54 | $407,389.44 |
| 2026-04-06 | 46,909 | $5.42 | $254,246.78 |
| 2026-04-02 | 1,258 | $5.21 | $6,554.18 |
| 2026-03-31 | 70,798 | $4.94 | $349,742.12 |
| 2026-03-30 | 19,771 | $5.09 | $100,634.39 |
| 2026-03-26 | 4,580 | $5.56 | $25,464.8 |
| 2026-03-24 | 35,177 | $5.89 | $207,192.53 |
| 2026-03-23 | 44,625 | $5.76 | $257,040 |
| 2026-03-20 | 3,541 | $6.01 | $21,281.41 |
| 2026-03-18 | 8,785 | $6.29 | $55,257.65 |
| 2026-03-17 | 357,776 | $6.12 | $2.2M |
| 2026-03-16 | 64,661 | $6.03 | $389,905.83 |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| RKLB | 0.543 | 0.687 | Moderate |
| COIN | 0.517 | 0.527 | Moderate |
| ASTS | 0.514 | 0.672 | Moderate |
| TEM | 0.502 | 0.601 | Moderate |
| GS | 0.477 | 0.508 | Moderate |
| SOFI | 0.473 | 0.546 | Moderate |
| HOOD | 0.471 | 0.597 | Moderate |
| EMR | 0.470 | 0.547 | Moderate |
| SARO | 0.463 | 0.621 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare ACHR to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
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.