Amphenol Corporation (APH)
Quantitative Summary
DeterministicAt 42.7x earnings — a 34% discount to the sector average of 65.0x — APH is in the lower valuation range. Financial health is average: Piotroski 6/9, Altman Z 6.6. DCF fair value of $94 implies 35% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics present a dichotomy between exceptional operational leverage and deteriorating quality signals. The business generates substantial value creation, evidenced by an ROIC-WACC spread of +4.4%, driven primarily by high net margins of 18.5% rather than asset efficiency or financial leverage. However, this profitability is increasingly fragile; while the Piotroski F-Score remains robust at 6/9 and insider selling over the last quarter totals approximately $110 million, the Profitability Factor (RMW) registers -0.158, indicating recent weakness in earnings quality relative to peers. The Altman Z-Score of 6.2 suggests low default risk, yet the Beneish M-Score of -2.38 flags potential earnings manipulation concerns that contrast sharply with the reported revenue growth trajectory.
Valuation metrics reflect a market consensus heavily weighted toward future expansion rather than current cash flows. Trading at a P/E multiple of 38.3x, which significantly exceeds historical norms and sector averages implied by the Growth tilt (Value Factor: -0.367), the stock commands a premium that assumes sustained high performance. A DCF analysis incorporating an implied free cash flow growth rate of 18.6% over ten years yields a fair value of $98, translating to a negative upside of -22.4%. This disconnect suggests the current price fully prices in aggressive growth assumptions while discounting any deviation from the high-margin profile that currently drives a DuPont ROE decomposition of 31.6%.
Risk-adjusted performance metrics reveal significant divergence between momentum and fundamental value drivers. The stock exhibits an annual Fama-French Alpha of 27.20%, indicating strong outperformance relative to its risk factors, yet this is counterbalanced by the negative RMW factor which erodes long-term investment grade appeal. While the low Altman Z-Score mitigates bankruptcy fears, the combination of massive insider net selling and a valuation gap where market price exceeds intrinsic value by over 20% creates a compressed margin for error. Investors must weigh the allure of high-growth momentum against the structural risks embedded in profitability trends and significant shareholder distribution activity.
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 52% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 9.9% | 11.9% | 13.9% |
|---|---|---|---|
| 2% | $112 | $86 | $70 |
| 3% | $125 | $94 | $75 |
| 4% | $144 | $104 | $81 |
Center = base case. Green = >10% upside, Red = >10% downside vs $148.40.
Pre-computed DCF: WACC=11.9%, terminal growth 3%. Fair value $94 (-35.2%). Not investment advice.
Valuation Context
Currently trading 113% above its 5-year average P/E of 19.7x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedAmphenol Corporation is currently trading at $125.00, a price point that requires contextualization against its moving average envelope to assess relative value. Without specific band boundaries or historical volatility data provided in the prompt, it remains unclear whether this level represents an overbought extension above the upper standard deviation or an oversold condition below the lower boundary. In technical analysis, prices trading near the outer limits of a mean-reversion framework often signal a potential pullback toward the central trendline if momentum wanes, while those in the middle suggest continued adherence to the prevailing direction. The absence of defined envelope parameters prevents a definitive statement on whether $125.00 is statistically expensive or cheap relative to recent averages. Typically, when equity prices diverge significantly from their simple moving average bands, they invite counter-trend forces that may drive value back toward equilibrium rather than continuing the prior trajectory. Conversely, if the current price sits comfortably within the middle third of the envelope, it implies a lack of immediate extreme pressure for correction and suggests stability relative to recent performance metrics. Ultimately, the positioning of this stock versus its dynamic averages dictates whether mean-reversion strategies might be applicable or if the trend remains intact. Traders observing such setups often monitor proximity to these statistical boundaries as indicators of potential exhaustion in current moves. The factual reality is that without knowing the width and slope of the specific envelope surrounding $125.00, one can only hypothesize about future behavior based
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
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-03-23 | $0.2500 | 0.0% |
| 2025-12-16 | $0.2500 | +51.5% |
| 2025-09-16 | $0.1650 | 0.0% |
| 2025-06-17 | $0.1650 | 0.0% |
| 2025-03-18 | $0.1650 | 0.0% |
| 2024-12-17 | $0.1650 | 0.0% |
| 2024-09-17 | $0.1650 | +50.0% |
| 2024-06-18 | $0.1100 | 0.0% |
| 2024-03-18 | $0.1100 | 0.0% |
| 2023-12-18 | $0.1100 | +4.8% |
| 2023-09-18 | $0.1050 | 0.0% |
| 2023-06-16 | $0.1050 | 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 XNTK or USMV, the fund manager is mechanically forced to buy or sell APH shares regardless of Amphenol Corporation's individual fundamentals. We estimate $21.1B of passive capital is structurally linked to APH through 8 tracked ETFs. This substantial passive exposure means that ETF inflows and outflows — not company fundamentals — can dominate daily volume on this stock.
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 Amphenol Corporation to visualize passive redemption contagion across ETFs and collateral stocks.
If Amphenol Corporation (APH) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies NVIDIA Corp. (NVDA) as the most exposed collateral stock, sharing 1 ETFs with APH. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 29 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
APH Ownership Dynamics
Passive funds hold 1 in every 8 APH shares, reducing daily market volatility.
Amphenol Corporation (APH) exerts measurable gravity on the passive index market, currently representing 2.2% of the XNTK (XNTK) and 1.5% of the USMV (USMV). Across 28 tracked ETFs, approximately 160M shares (13.0% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.
ETFs with Highest APH Exposure
Float lock-up computed from 28 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
APH 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 Amphenol Corporation over the past year sits near $137.25 (12% of 252-day volume). The current price of $148.40 trades 8.1% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target. The highly concentrated volume profile (12% 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.
APH Capital Efficiency
How efficiently does Amphenol Corporation convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Amphenol Corporation converts 64% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. The positive ROIC-WACC spread of 4.1% 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.
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 | 69 | $124.64 | $8,600.16 |
| 2026-04-28 | 395 | $148.64 | $58,712.8 |
| 2026-04-24 | 15,780 | $150.18 | $2.4M |
| 2026-04-20 | 12,188 | $151.06 | $1.8M |
| 2026-04-16 | 5,293 | $146.98 | $777,965.14 |
| 2026-04-15 | 9 | $148.72 | $1,338.48 |
| 2026-04-10 | 38 | $137.68 | $5,231.84 |
| 2026-04-09 | 1,361 | $135.32 | $184,170.52 |
| 2026-04-06 | 9 | $128.00 | $1,152 |
| 2026-03-25 | 122 | $127.96 | $15,611.12 |
| 2026-03-23 | 733 | $126.74 | $92,900.42 |
| 2026-03-17 | 125,096 | $136.80 | $17.1M |
| 2026-03-11 | 14,407 | $136.74 | $2.0M |
| 2026-02-24 | 22,105 | $147.82 | $3.3M |
| 2026-02-23 | 2,500 | $151.04 | $377,600 |
| 2026-02-13 | 459,417 | $143.73 | $66.0M |
| 2026-02-12 | 37,467 | $144.04 | $5.4M |
| 2026-02-05 | 10 | $130.00 | $1,300 |
| 2026-02-04 | 1,534 | $147.06 | $225,590.04 |
| 2026-02-02 | 7,008 | $144.08 | $1.0M |
| 2026-01-21 | 22,581 | $152.33 | $3.4M |
| 2026-01-20 | 602 | $154.39 | $92,942.78 |
| 2025-12-30 | 3 | $136.90 | $410.7 |
| 2025-12-24 | 8,789 | $137.12 | $1.2M |
| 2025-12-22 | 96 | $135.29 | $12,987.84 |
| 2025-12-19 | 96 | $129.61 | $12,442.56 |
| 2025-12-17 | 1,449 | $129.13 | $187,109.37 |
| 2025-12-12 | 300 | $139.09 | $41,727 |
| 2025-12-04 | 3 | $138.65 | $415.95 |
| 2025-11-24 | 3,000 | $131.60 | $394,800 |
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 | |
| TEL | 0.660 | 0.757 | Moderate |
| LRCX | 0.589 | 0.645 | Moderate |
| TSM | 0.547 | 0.570 | Moderate |
| ASML | 0.542 | 0.631 | Moderate |
| USN070592100 | 0.541 | 0.631 | Moderate |
| AVGO | 0.540 | 0.574 | Moderate |
| KLAC | 0.537 | 0.576 | Moderate |
| PWR | 0.528 | 0.561 | Moderate |
| VRT | 0.526 | 0.505 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare APH 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.