AU000000CBA7 (AU000000CBA7)

—
$289.6B
Market Cap
27.8
P/E Ratio
0.90
Beta
2.86%
Dividend Yield
Piotroski 2/9Altman Z 0.2 Distress

Quantitative Summary

Deterministic

Below-average fundamentals indicated by Piotroski score of 2/9; Altman Z of 0.2 falls in the academic distress zone.

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

Price Chart with Moving Averages

Loading chart...
SMA 50 SMA 200

Quant Health Deep Dive

2/9
Piotroski F-Score
Weak — below-average operational and profitability metrics
0.2
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

35.3%
Net Margin
7.6%
WACC
+4.3%
Revenue Growth (YoY)
+7.7%
Earnings Growth (YoY)
-2.5B
Free Cash Flow

Balance Sheet Health

16.19x
Debt / Equity
-0.55%
FCF Yield

Underwater (Drawdown from Peak)

How far below the all-time high the price has been over time. Deeper = more pain for holders.

Loading drawdown chart...

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.

Loading beta chart...
Rolling Beta Market (β = 1.0)

Fundamentals

25.4
Forward P/E
—
PEG Ratio
3.75
Price/Book
2M
Avg Volume
$192.00
52W High
$140.21
52W Low
—
52W Range Position

Passive Flow Attribution

ETF Draft Effect
$2.4B
Tracked Passive Exposure
6
ETFs Holding AU000000CBA7
0.63%
Avg Weight in ETFs
$385B
Total ETF AUM

When investors buy or sell ETFs like EFA or SCHF, the fund manager is mechanically forced to buy or sell AU000000CBA7 shares regardless of AU000000CBA7's individual fundamentals. We estimate $2.4B of passive capital is structurally linked to AU000000CBA7 through 6 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 6 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.

ETF Contagion Visualizer

Simulate a price drop in AU000000CBA7 to visualize passive redemption contagion across ETFs and collateral stocks.

AU000000CBA7 Shock
-0%
Est. Passive Redemption
$0
Systemic Risk
STABLE
AU000000CBA7EpicenterIEFAETFEFAETFSCHFETFNL0010273215Low RiskCH0012032048Low RiskNVDALow RiskCH0012005267Low RiskAAPLLow Risk
AU000000CBA7 Price Drop (%)0

If AU000000CBA7 (AU000000CBA7) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies ASML Holding N.V. (NL0010273215) as the most exposed collateral stock, sharing 3 ETFs with AU000000CBA7. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.

Contagion model based on shared ETF exposure and constituent weights across 6 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.

AU000000CBA7 Ownership Dynamics

Ticker
AU000000CBA7

ETFs with Highest AU000000CBA7 Exposure

EFAiShares MSCI EAFE ETF
0.80%
SCHFSCHF
0.71%
IEFAiShares Core MSCI EAFE ETF
0.69%
IXUSiShares Core MSCI Total International Stock ETF
0.42%
URTHiShares MSCI World ETF
0.24%
ACWIiShares MSCI ACWI ETF
0.18%

Float lock-up computed from 6 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).

Compare AU000000CBA7 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.