GB00BRXH2664 (GB00BRXH2664)
Quantitative Summary
DeterministicFinancial health metrics are strong: Piotroski 8/9, Altman Z 8.3 (above 3.0 safe zone threshold). DCF fair value of $282 implies 159% upside from current prices based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe underlying capital allocation efficiency is exceptionally robust, evidenced by a return on invested capital of 26.4% that generates a substantial spread over the weighted average cost of capital at +17.5%. This high-quality earnings profile is reinforced by superior fundamental metrics: a Piotroski F-Score of 8/9 and an Altman Z-Score of 8.3 suggest strong financial stability, while a Beneish M-Score of -3.09 indicates low probability of earnings manipulation. The DuPont decomposition reveals that this return on equity is primarily driven by operational leverage rather than financial gearing or margin expansion alone, as the company sustains healthy gross margins at 49.2% and net margins at 26.7%.
Valuation analysis presents a distinct divergence between current market pricing and intrinsic value models. The stock trades at a P/E multiple of 21.1x, which represents a 160% premium over its five-year historical average of 8.1x and likely exceeds sector norms given the unknown classification. Despite this elevated valuation, discounted cash flow modeling implies significant upside potential with a fair value estimate of $282 and an implied return of approximately 158.8%. However, the DCF inputs assume only modest future expansion, projecting a ten-year free cash flow growth rate of just 2.1%, which may constrain long-term returns if actual execution outpaces this conservative baseline.
Risk factor analysis highlights conflicting signals regarding the stock's risk-adjusted performance characteristics. While the Fama-French annual alpha stands at an impressive 74.56%, suggesting strong excess returns relative to market factors, the factor loadings reveal specific vulnerabilities. The negative loading on the profitability factor (RMW) of -0.750 indicates underperformance when compared to high-profitability peers during certain regimes, and a value factor (HML) tilt of -0.250 suggests sensitivity to growth-versus-value market dynamics. These deltas imply that while the stock has delivered exceptional absolute returns recently, its future performance may be correlated with specific macroeconomic shifts affecting growth stocks or profitability spreads.
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 71% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 6.9% | 8.9% | 10.9% |
|---|---|---|---|
| 2% | $356 | $247 | $187 |
| 3% | $437 | $282 | $206 |
| 4% | $574 | $332 | $231 |
Center = base case. Green = >10% upside, Red = >10% downside vs $91.85.
Pre-computed DCF: WACC=8.9%, terminal growth 3%. Fair value $282 (+158.8%). Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current price level of $91.85 for GB00BRXH2664 presents a specific snapshot where larger market participants may be assessing their positioning relative to recent moving averages, though the provided data lacks sufficient historical context to confirm active crossover signals or definitive trend shifts. Without visible volume trends or comparative SMA interactions in this limited dataset, it remains unclear whether institutional capital is accumulating through steady absorption at these levels or distributing via passive selling pressure that has yet to manifest as a sharp decline. The absence of specific volume metrics prevents an assessment of whether price movements are being driven by genuine conviction from major holders or merely algorithmic rebalancing. Consequently, the technical picture suggests ambiguity regarding institutional intent; larger players might be waiting for confirmation before committing significant capital in either direction, resulting in a period of consolidation where price action oscillates without establishing clear momentum. This stagnation could indicate that institutions are closely monitoring support and resistance zones defined by unlisted longer-term averages, potentially using this range to gauge market sentiment before making decisive moves. Until additional data points such as sustained volume spikes or distinct slope changes in moving averages emerge, the behavior of sophisticated investors appears neutral, balancing potential entry opportunities against the risks associated with entering a trend that has not yet proven its durability.
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 |
|---|---|---|
| 2026-05-29 | $1.1600 | -32.9% |
| 2026-03-13 | $1.7300 | +90.1% |
| 2025-11-28 | $0.9100 | +13.7% |
| 2025-08-22 | $0.8000 | +540.0% |
| 2025-05-30 | $0.1250 | -81.9% |
| 2025-03-14 | $0.6900 | +213.6% |
| 2024-08-30 | $0.2200 | +15.8% |
| 2024-03-14 | $0.1900 | 0.0% |
| 2024-03-13 | $0.1900 | +413.5% |
| 2023-08-24 | $0.0370 | -79.1% |
| 2023-03-16 | $0.1770 | -39.8% |
| 2022-08-25 | $0.2940 | +102.8% |
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 GDX or EMXC, the fund manager is mechanically forced to buy or sell GB00BRXH2664 shares regardless of GB00BRXH2664's individual fundamentals. We estimate $1.8B of passive capital is structurally linked to GB00BRXH2664 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 GB00BRXH2664 to visualize passive redemption contagion across ETFs and collateral stocks.
If GB00BRXH2664 (GB00BRXH2664) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Taiwan Semiconductor Manufacturing Co., Ltd. (TW0002330008) as the most exposed collateral stock, sharing 3 ETFs with GB00BRXH2664. 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.
GB00BRXH2664 Ownership Dynamics
Passive funds hold 1 in every 27 GB00BRXH2664 shares, reducing daily market volatility.
GB00BRXH2664 (GB00BRXH2664) exerts measurable gravity on the passive index market, currently representing 4.9% of the VanEck Gold Miners ETF (GDX) and 0.7% of the iShares MSCI Emerging Markets ex China ETF (EMXC). Across 6 tracked ETFs, approximately 19M shares (3.7% 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 GB00BRXH2664 Exposure
Float lock-up computed from 6 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
GB00BRXH2664 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 GB00BRXH2664 over the past year sits near $43.80 (15% of 252-day volume). The current price of $91.85 trades 109.7% 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 (15% 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.
GB00BRXH2664 Capital Efficiency
How efficiently does GB00BRXH2664 convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
GB00BRXH2664 converts 58% 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 17.5% 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 | |
| AU | 1.000 | 1.000 | High co-movement |
| GFI | 0.900 | 0.904 | High co-movement |
| NEM | 0.817 | 0.849 | High co-movement |
| RGLD | 0.792 | 0.830 | High co-movement |
| GB00BL6K5J42 | 0.773 | 0.756 | High co-movement |
| GB00B2QPKJ12 | 0.633 | 0.615 | Moderate |
| HL | 0.618 | 0.715 | Moderate |
| CDE | 0.614 | 0.720 | Moderate |
| MXP554091415 | 0.550 | 0.594 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare GB00BRXH2664 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.