CH0012032048 (CH0012032048)
Quantitative Summary
DeterministicFinancial health metrics are strong: Piotroski 7/9, Altman Z 4.5 (above 3.0 safe zone threshold). Near modeled fair value — DCF estimates $312 (-1%).
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe company exhibits robust capital efficiency with an ROIC of 19.9% significantly outpacing its WACC of 7.6%, generating a spread of +12.3%. This strong return profile is primarily driven by exceptional margin expansion rather than operational leverage or balance sheet magnification, evidenced by net margins at 20.3% and gross margins commanding 73.7%. Fundamental stability is further corroborated by a high Piotroski F-Score of 7/9 and an Altman Z-Score of 4.5, indicating low distress risk and solid financial health despite modest revenue growth of only 1.5% year-over-year.
Valuation metrics suggest the market is pricing in higher future performance than current fundamentals immediately support; the forward P/E of 20.1x sits approximately 17% above its five-year historical average, while a DCF model implies fair value at $312 with negligible upside potential given an assumed ten-year free cash flow growth rate of just 2.3%. This disconnect between current multiples and low implied organic growth rates indicates the stock is trading at a premium relative to both its own history and likely sustainable earnings expansion trajectories, leaving little margin for error in future execution.
Risk-adjusted performance data reveals interesting divergences across factor models; the security demonstrates a strong Fama-French alpha of 6.53% annually, suggesting outperformance after risk adjustment, yet it carries specific idiosyncratic exposures including a slight value tilt (HML: 0.128) and neutral positioning on profitability factors (RMW: -0.065). These factor deltas imply the stock's returns are partly driven by its valuation characteristics rather than pure operating quality improvements, creating a nuanced risk-reward profile where historical alpha generation contrasts with current multiple compression risks.
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 2% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 6% | 7.6% | 9.6% |
|---|---|---|---|
| 2% | $378 | $262 | $186 |
| 3% | $493 | $312 | $210 |
| 4% | $724 | $391 | $243 |
Center = base case. Green = >10% upside, Red = >10% downside vs $314.10.
Pre-computed DCF: WACC=7.6%, terminal growth 3%. Fair value $312 (-0.6%). Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current price of $314.10 for CH0012032048 presents a specific technical snapshot, though the provided data lacks the necessary moving average lines and Relative Strength Index values to fully assess momentum or trend direction without speculation. In a complete analysis, one would typically examine whether this level sits above key short-term averages like the 50-day or 200-day moving average to confirm an uptrend, while RSI readings would indicate if the asset is overbought or oversold. Without these specific metrics in the input, any definitive statement regarding bullish momentum or trend confirmation remains impossible and would constitute a fabrication of data not present in the source material. Consequently, the available information isolates only the absolute price point, leaving the broader context of market sentiment undefined. A robust technical evaluation requires comparing this $314.10 figure against historical volatility ranges to gauge relative strength, yet such comparisons cannot be performed with the limited dataset provided. The absence of RSI data prevents an assessment of whether short-term trading pressure is building toward a potential reversal or continuation, while missing moving average positions obscure the long-term trajectory. Therefore, based strictly on the supplied figures, no conclusive determination can be made regarding the asset's immediate directional bias or momentum status. Any interpretation suggesting a specific trend strength would rely on assumptions outside the provided parameters. The technical picture remains incomplete until additional indicators such as moving averages and oscillators are incorporated to offer a
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
Balance Sheet Health
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-03-12 | $9.8000 | +1.0% |
| 2025-03-27 | $9.7000 | +1.0% |
| 2024-03-14 | $9.6000 | +1.1% |
| 2023-03-16 | $9.5000 | +2.2% |
| 2022-03-17 | $9.3000 | +2.2% |
| 2021-03-18 | $9.1000 | +1.1% |
| 2020-03-19 | $9.0000 | +3.4% |
| 2019-03-07 | $8.7000 | +4.8% |
| 2018-03-15 | $8.3000 | +1.2% |
| 2017-03-16 | $8.2000 | +1.2% |
| 2016-03-03 | $8.1000 | +1.2% |
| 2015-03-05 | $8.0000 | +2.6% |
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 EFA or IEFA, the fund manager is mechanically forced to buy or sell CH0012032048 shares regardless of CH0012032048's individual fundamentals. We estimate $4.4B of passive capital is structurally linked to CH0012032048 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 CH0012032048 to visualize passive redemption contagion across ETFs and collateral stocks.
If CH0012032048 (CH0012032048) 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 CH0012032048. 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.
CH0012032048 Ownership Dynamics
Passive funds hold 1 in every 82 CH0012032048 shares, reducing daily market volatility.
CH0012032048 (CH0012032048) exerts measurable gravity on the passive index market, currently representing 1.5% of the iShares MSCI EAFE ETF (EFA) and 1.3% of the iShares Core MSCI EAFE ETF (IEFA). Across 6 tracked ETFs, approximately 10M shares (1.2% 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 CH0012032048 Exposure
Float lock-up computed from 6 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
CH0012032048 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 CH0012032048 over the past year sits near $249.30 (17% of 252-day volume). The current price of $314.10 trades 26.0% 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 (17% 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.
CH0012032048 Capital Efficiency
How efficiently does CH0012032048 convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
CH0012032048 converts 60% 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 12.3% 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.
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 | |
| AZN | 0.519 | 0.558 | Moderate |
| ABBV | 0.356 | 0.413 | Moderate |
| MRK | 0.353 | 0.491 | Moderate |
| PFE | 0.346 | 0.420 | Moderate |
| AMGN | 0.333 | 0.425 | Moderate |
| LLY | 0.325 | 0.424 | Moderate |
| BMY | 0.324 | 0.382 | Moderate |
| CH0012221716 | 0.281 | 0.106 | Low correlation |
| ARGX | 0.256 | 0.336 | Low correlation |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare CH0012032048 to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-03-30.
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.