Amcor plc (AMCR)
Quantitative Summary
DeterministicAMCR trades at 31.1x earnings, roughly in line with its sector average of 35.0x. Financial health is average: Piotroski 5/9, Altman Z 1.0. DCF fair value of $3 implies 93% downside based on model assumptions. Beneish M-Score of -1.65 exceeds the -2.22 academic threshold — earnings quality may warrant further review.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of Amcor plc reveal a capital allocation challenge, characterized by an ROIC-WACC spread of -4.0%, indicating that the firm is currently destroying value relative to its cost of equity. This negative spread persists despite robust revenue growth of 10% YoY and a Beneish M-Score of -1.65 suggesting low earnings manipulation risk; however, the DuPont decomposition highlights that the modest 4.3% ROE is driven primarily by leverage (Equity Multiplier of 3.16x) rather than operational efficiency or margin expansion. While the Piotroski F-Score of 5/9 signals moderate financial strength and an Altman Z-Score of 1.0 places the company in a "gray zone" regarding bankruptcy risk, the underlying profitability remains thin with a net margin of only 3.4%, constraining the quality of earnings despite strong gross margins near 18.9%.
Valuation metrics present a stark divergence between current market pricing and intrinsic value models. The stock trades at a P/E multiple of 30.0x, which is significantly below the sector average of 42.1x, yet this apparent discount appears unjustified when weighed against a DCF fair value estimate of $5 that implies an -87.4% downside from current levels. This massive valuation gap suggests the market may be pricing in persistent operational inefficiencies rather than the implied free cash flow growth rate of 7.1%. The disconnect between the attractive relative multiple and the deeply depressed absolute valuation indicates significant uncertainty regarding future margin expansion or asset base optimization required to close the negative ROIC-WACC spread.
Risk-adjusted performance data further complicates the investment thesis, with a Fama-French alpha of -7.09% annually indicating underperformance after adjusting for market risk factors. Although the stock exhibits a positive tilt toward value (HML: 0.248) and robust profitability characteristics (RMW: 0.381), these factor exposures have not translated into excess returns over the measured period. The combination of negative alpha, a fragile Altman Z-Score hovering near distress territory, and capital destruction suggests that while the valuation appears cheap on surface-level multiples, the underlying business fundamentals may warrant deeper scrutiny before assuming mean reversion in stock price.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
DCF Sandbox
Interactive5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.
The growth rate the market implicitly expects over the next 10 years to justify today's price. Compare with historical growth of 10% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 6% | 7% | 9% |
|---|---|---|---|
| 2% | $4 | $0 | $0 |
| 3% | $13 | $3 | $0 |
| 4% | $31 | $11 | $0 |
Center = base case. Green = >10% upside, Red = >10% downside vs $38.41.
Pre-computed DCF: WACC=7.0%, terminal growth 3%. Fair value $3 (-93.1%). Not investment advice.
Valuation Context
Currently trading 24% below its 5-year average P/E of 40.7x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedAmcor plc is currently trading at $36.69, a position that warrants analysis against its surrounding moving average envelope to gauge relative value and potential mean-reversion dynamics. Without specific upper or lower band parameters provided in the immediate data set, the precise distance from this price point to the statistical boundaries remains undefined, yet the current level suggests an opportunity to assess whether the security is stretched toward a historical overbought condition or compressed near oversold territory. In technical frameworks where prices trade significantly above the mean line, such positioning often implies elevated volatility and potential exhaustion of upward momentum, while trading well below might indicate suppressed sentiment ripe for a statistical correction back toward equilibrium. The absence of explicit band width data prevents a definitive calculation of the probability of reversion, but the current price action invites scrutiny regarding how far it has deviated from its long-term trend. If this level represents an extreme deviation relative to recent volatility, market mechanics may eventually compel a return toward the central tendency inherent in the moving average structure. Conversely, if $36.69 sits comfortably within the middle of the envelope, the asset could be exhibiting stable trend-following behavior rather than signaling an imminent reversal. Observers should note that consumer cyclical sectors often react sharply to macroeconomic shifts, which can temporarily distort mean-reversion patterns regardless of technical indicators. Ultimately, the significance of this $36.69 price point depends entirely on its relationship to unprovided support and resistance levels defined by the SMA envelope
Quant Health Deep Dive
Profitability & Value Creation
⚠️ Dividend consumes >80% of FCF — sustainability risk.
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.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-05-28 | $0.6500 | 0.0% |
| 2026-02-25 | $0.6500 | +1.6% |
| 2025-05-22 | $0.6400 | 0.0% |
| 2025-02-26 | $0.6400 | 0.0% |
| 2024-11-21 | $0.6400 | +2.4% |
| 2024-09-06 | $0.6250 | 0.0% |
| 2024-05-21 | $0.6250 | 0.0% |
| 2024-02-27 | $0.6250 | 0.0% |
| 2023-11-21 | $0.6250 | +1.6% |
| 2023-09-06 | $0.6150 | 0.0% |
| 2023-05-23 | $0.6150 | 0.0% |
| 2023-02-28 | $0.6150 | 0.0% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. 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 XLB or VAW, the fund manager is mechanically forced to buy or sell AMCR shares regardless of Amcor plc's individual fundamentals. We estimate $1.2B of passive capital is structurally linked to AMCR through 8 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 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in Amcor plc to visualize passive redemption contagion across ETFs and collateral stocks.
If Amcor plc (AMCR) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies LINDE PLC (LIN) as the most exposed collateral stock, sharing 2 ETFs with AMCR. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 15 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
AMCR Ownership Dynamics
Passive funds hold 1 in every 13 AMCR shares, reducing daily market volatility.
Amcor plc (AMCR) exerts measurable gravity on the passive index market, currently representing 2.2% of the State Street Materials Select Sector SPDR ETF (XLB) and 1.1% of the VAW (VAW). Across 16 tracked ETFs, approximately 37M shares (7.9% 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 AMCR Exposure
Float lock-up computed from 16 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
AMCR 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 Amcor plc over the past year sits near $40.81 (13% of 252-day volume). The current price of $38.41 sits 5.9% below the POC — suggesting potential mean-reversion upside if institutional demand reasserts at this level. The highly concentrated volume profile (13% at POC) indicates strong consensus on fair value — institutional participants have repeatedly transacted near this price.
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.
AMCR Capital Efficiency
How efficiently does Amcor plc convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Amcor plc converts 46% of its EBITDA into free cash flow, a healthy conversion rate indicating efficient capital management — the business generates substantial cash after reinvestment. The 54% reinvestment rate signals aggressive capacity expansion. However, the ROIC-WACC spread is negative (-4.3%), suggesting reinvested capital is destroying shareholder value.
Capital efficiency = Free Cash Flow ÷ EBITDA. Reinvestment = (EBITDA − FCF) ÷ EBITDA. Metrics from latest annual filings. 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 | 177 | $39.10 | $6,920.7 |
| 2026-05-12 | 7,532 | $40.20 | $302,786.4 |
| 2026-05-11 | 3,547 | $39.93 | $141,631.71 |
| 2026-05-08 | 234,356 | $39.92 | $9.4M |
| 2026-05-07 | 39,103 | $40.21 | $1.6M |
| 2026-05-06 | 83 | $37.64 | $3,124.12 |
| 2026-05-05 | 21 | $36.91 | $775.11 |
| 2026-05-01 | 12,238 | $38.04 | $465,533.52 |
| 2026-04-29 | 51,046 | $38.54 | $2.0M |
| 2026-04-24 | 166,318 | $39.64 | $6.6M |
| 2026-04-23 | 17,071 | $40.27 | $687,449.17 |
| 2026-04-20 | 3,723 | $41.94 | $156,142.62 |
| 2026-04-15 | 3 | $41.01 | $123.03 |
| 2026-04-13 | 294 | $41.16 | $12,101.04 |
| 2026-04-10 | 213,092 | $41.76 | $8.9M |
| 2026-04-09 | 23,544 | $42.37 | $997,559.28 |
| 2026-04-08 | 4,234 | $39.04 | $165,295.36 |
| 2026-04-07 | 6,325 | $39.81 | $251,798.25 |
| 2026-04-06 | 9,117 | $39.93 | $364,041.81 |
| 2026-03-26 | 3,757 | $40.55 | $152,346.35 |
| 2026-03-25 | 341 | $39.13 | $13,343.33 |
| 2026-03-24 | 52,592 | $39.36 | $2.1M |
| 2026-03-23 | 814,626 | $38.28 | $31.2M |
| 2026-03-20 | 98 | $38.69 | $3,791.62 |
| 2026-03-19 | 125,897 | $39.85 | $5.0M |
| 2026-03-18 | 28,645 | $40.71 | $1.2M |
| 2026-03-17 | 403,930 | $40.60 | $16.4M |
| 2026-03-16 | 73,501 | $40.57 | $3.0M |
| 2026-03-13 | 1,352 | $40.33 | $54,526.16 |
| 2026-03-11 | 213 | $42.10 | $8,967.3 |
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 | |
| PPG | 0.568 | 0.636 | Moderate |
| SW | 0.565 | 0.631 | Moderate |
| IP | 0.538 | 0.596 | Moderate |
| BALL | 0.535 | 0.527 | Moderate |
| PKG | 0.529 | 0.526 | Moderate |
| AVY | 0.528 | 0.508 | Moderate |
| ITW | 0.517 | 0.484 | Moderate |
| DD | 0.502 | 0.536 | Moderate |
| BLD | 0.501 | 0.573 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare AMCR 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.