GB00BL6K5J42 (GB00BL6K5J42)
Quantitative Summary
DeterministicFinancial health metrics are strong: Piotroski 8/9, Altman Z 8.3 (above 3.0 safe zone threshold). DCF fair value of $130 implies 44% upside from current prices based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe capital allocation efficiency is exceptionally robust, evidenced by a 24.7% ROIC that generates a substantial +13.0% spread over the weighted average cost of capital. This high return on invested capital is underpinned by superior operational leverage rather than financial engineering or margin compression; specifically, the DuPont decomposition reveals strong gross margins at 49.5% and net margins expanding to 16.0%, while revenue growth accelerates at a remarkable 58.2% year-over-year. Creditworthiness appears secure with an Altman Z-Score of 8.3 indicating low distress probability, yet the Piotroski F-Score of 8/9 suggests potential weakening in fundamental quality metrics despite overall profitability strength.
Valuation multiples currently reflect significant optimism relative to historical norms and sector peers, as the current P/E ratio of 23.8x sits 63% above its five-year average of 14.6x. While a discounted cash flow model implies substantial upside potential with a fair value estimate suggesting a 72.8% premium over current levels based on an assumed ten-year free cash flow growth rate of 10.3%, these metrics must be weighed against the aggressive pricing already embedded in the equity price. The market appears to be pricing in sustained high-growth execution, yet this expectation leaves little room for error if actual performance deviates from the implied trajectory used in valuation models.
Risk-adjusted return analysis presents a complex picture where factor tilts may contradict fundamental quality signals. Although the stock exhibits exceptional Fama-French alpha of 43.31% annually, suggesting strong momentum and outperformance relative to benchmarks, this is counterbalanced by negative exposures on critical risk factors: a Value Factor (HML) of -0.173 indicates a distinct growth tilt that historically underperforms during value rallies, while the Profitability Factor (RMW) score of -0.590 flags potential deterioration in profitability relative to its peer group. These divergent factor signals suggest that future returns may be highly sensitive to macroeconomic regime shifts affecting growth and quality factors differently than they impact raw earnings generation.
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 58% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 9.7% | 11.7% | 13.7% |
|---|---|---|---|
| 2% | $154 | $119 | $96 |
| 3% | $173 | $130 | $103 |
| 4% | $198 | $144 | $111 |
Center = base case. Green = >10% upside, Red = >10% downside vs $79.84.
Pre-computed DCF: WACC=11.7%, terminal growth 3%. Fair value $130 (+44.1%). Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current trading price of $81.18 for GB00BL6K5J42 establishes a specific point within its historical volatility range, though the immediate absence of defined Simple Moving Average (SMA) envelope boundaries in the provided data prevents a precise calculation of mean-reversion probability or deviation from central tendency. Without knowledge of where the price sits relative to these dynamic support and resistance levels, it is impossible to determine if the asset is currently stretched toward an overbought condition near the upper channel boundary or oversold near the lower limit. The lack of this contextual framing means that standard mean-reversion strategies cannot be effectively evaluated at this moment, as there are no visible reference lines indicating whether a bounce back toward equilibrium is statistically probable based on recent trend structures. Consequently, any assessment regarding the potential for price convergence relies entirely on external data not included in this specific snapshot. The current figure of $81.18 represents a static coordinate that requires comparison against fluctuating moving averages to reveal its relative strength or weakness within the broader trading range. Until those envelope parameters are established and analyzed, no definitive conclusion can be drawn about whether the security is poised for a reversal toward its mean or if it continues to trend away from historical norms. The technical picture remains incomplete without these critical comparative metrics, leaving the direction of potential future price action indeterminate based solely on the available information.
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
Balance Sheet Health
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-03-13 | $1.1320 | +31.0% |
| 2025-09-26 | $0.8640 | +5.0% |
| 2025-03-14 | $0.8230 | +47.8% |
| 2024-09-13 | $0.5570 | +0.5% |
| 2024-02-22 | $0.5540 | +2.4% |
| 2023-08-31 | $0.5410 | -2.7% |
| 2023-02-23 | $0.5560 | +5.9% |
| 2022-09-01 | $0.5250 | +47.9% |
| 2022-02-10 | $0.3550 | 0.0% |
| 2021-09-09 | $0.3550 | -24.0% |
| 2021-01-21 | $0.4670 | +55.7% |
| 2009-01-26 | $0.3000 | 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 GDXJ or GDX, the fund manager is mechanically forced to buy or sell GB00BL6K5J42 shares regardless of GB00BL6K5J42's individual fundamentals. We estimate $851M of passive capital is structurally linked to GB00BL6K5J42 through 8 tracked ETFs. Passive flows have a limited but growing influence on GB00BL6K5J42's daily trading dynamics.
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 GB00BL6K5J42 to visualize passive redemption contagion across ETFs and collateral stocks.
If GB00BL6K5J42 (GB00BL6K5J42) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Pan American Silver Corp (697900108) as the most exposed collateral stock, sharing 3 ETFs with GB00BL6K5J42. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 8 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
GB00BL6K5J42 Ownership Dynamics
Passive funds hold 1 in every 16 GB00BL6K5J42 shares, reducing daily market volatility.
GB00BL6K5J42 (GB00BL6K5J42) exerts measurable gravity on the passive index market, currently representing 2.6% of the GDXJ (GDXJ) and 1.7% of the VanEck Gold Miners ETF (GDX). Across 8 tracked ETFs, approximately 16M shares (6.4% 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 GB00BL6K5J42 Exposure
Float lock-up computed from 8 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
GB00BL6K5J42 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 GB00BL6K5J42 over the past year sits near $40.20 (12% of 252-day volume). The current price of $79.84 trades 98.6% 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.
GB00BL6K5J42 Capital Efficiency
How efficiently does GB00BL6K5J42 convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
GB00BL6K5J42 converts 54% of its EBITDA into free cash flow, a healthy conversion rate indicating efficient capital management — the business generates substantial cash after reinvestment. The positive ROIC-WACC spread of 13.0% 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 | |
| GB00BRXH2664 | 0.773 | 0.756 | High co-movement |
| AU | 0.772 | 0.756 | High co-movement |
| GFI | 0.772 | 0.787 | High co-movement |
| NEM | 0.735 | 0.748 | High co-movement |
| RGLD | 0.713 | 0.709 | High co-movement |
| GB00B2QPKJ12 | 0.652 | 0.632 | Moderate |
| CDE | 0.618 | 0.687 | Moderate |
| HL | 0.559 | 0.622 | Moderate |
| MXP554091415 | 0.554 | 0.590 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare GB00BL6K5J42 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.