ES0113900J37 (ES0113900J37)

—
$137.3B
Market Cap
11.3
P/E Ratio
0.92
Beta
2.58%
Dividend Yield
Piotroski 4/9Altman Z 0.2 Distress

Quantitative Summary

Deterministic

Financial health is average: Piotroski 4/9, Altman Z 0.2.

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

Price Chart with Moving Averages

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SMA 50 SMA 200

Quant Health Deep Dive

4/9
Piotroski F-Score
Average — mixed operational signals
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

23.2%
Net Margin
6.1%
WACC
-1.3%
Revenue Growth (YoY)
+12.1%
Earnings Growth (YoY)
-22.5B
Free Cash Flow

Balance Sheet Health

15.56x
Debt / Equity
-9.31%
FCF Yield

Earnings Surprise History

Q4
✓ Beat
Est: $0.20
Act: $0.21
+2.6%
Q3
✓ Beat
Est: $0.22
Act: $0.22
+1.0%
Q2
✓ Beat
Est: $0.22
Act: $0.22
+1.0%
Q1
✓ Beat
Est: $0.21
Act: $0.24
+16.3%

EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.

Underwater (Drawdown from Peak)

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

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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.

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Rolling Beta Market (β = 1.0)

Fundamentals

7.9
Forward P/E
—
PEG Ratio
1.35
Price/Book
31M
Avg Volume
$11.26
52W High
$4.64
52W Low
—
52W Range Position

Passive Flow Attribution

ETF Draft Effect
$2.6B
Tracked Passive Exposure
6
ETFs Holding ES0113900J37
0.67%
Avg Weight in ETFs
$385B
Total ETF AUM

When investors buy or sell ETFs like EFA or IEFA, the fund manager is mechanically forced to buy or sell ES0113900J37 shares regardless of ES0113900J37's individual fundamentals. We estimate $2.6B of passive capital is structurally linked to ES0113900J37 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 ES0113900J37 to visualize passive redemption contagion across ETFs and collateral stocks.

ES0113900J37 Shock
-0%
Est. Passive Redemption
$0
Systemic Risk
STABLE
ES0113900J37EpicenterIEFAETFEFAETFSCHFETFNL0010273215Low RiskCH0012032048Low RiskNVDALow RiskCH0012005267Low RiskAAPLLow Risk
ES0113900J37 Price Drop (%)0

If ES0113900J37 (ES0113900J37) 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 ES0113900J37. 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.

ES0113900J37 Ownership Dynamics

Ticker
ES0113900J37

ETFs with Highest ES0113900J37 Exposure

EFAiShares MSCI EAFE ETF
0.88%
IEFAiShares Core MSCI EAFE ETF
0.76%
SCHFSCHF
0.64%
IXUSiShares Core MSCI Total International Stock ETF
0.46%
URTHiShares MSCI World ETF
0.22%
ACWIiShares MSCI ACWI ETF
0.20%

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

Compare ES0113900J37 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.