INE040A01034 (INE040A01034)
Quantitative Summary
DeterministicFinancial health is average: Piotroski 5/9, Altman Z 0.3. DCF fair value of $4961 implies 524% upside from current prices based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
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 19% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 6% | 6.7% | 8.7% |
|---|---|---|---|
| 2% | $4739 | $3965 | $2656 |
| 3% | $6226 | $4961 | $3078 |
| 4% | $9198 | $6695 | $3679 |
Center = base case. Green = >10% upside, Red = >10% downside vs $748.25.
Pre-computed DCF: WACC=6.7%, terminal growth 3%. Fair value $4961 (+524.3%). Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current price of $759.15 for INE040A01034 sits within a specific technical context where short-term momentum indicators may be interacting with longer-term averages in ways that suggest shifting institutional sentiment. While the absolute level indicates a premium valuation relative to many peers, the proximity to moving average crossovers often signals that larger market participants are actively repositioning their holdings rather than holding static positions. A breakdown below key support levels could imply that institutions are reducing exposure or rotating capital away from this asset class in favor of alternatives perceived as having better risk-reward profiles at current valuations. Conversely, if price action maintains strength above these dynamic averages despite elevated volatility, it may reflect continued accumulation by sophisticated players who anticipate further upside driven by fundamental catalysts not fully priced into the immediate market reaction. The absence of significant volume divergence suggests that any recent moves are being executed with measured conviction rather than speculative frenzy, which is often a hallmark of institutional activity. Traders should monitor whether subsequent price consolidations near these technical thresholds result in sustained breakouts or reversals, as such patterns frequently precede larger directional shifts driven by major holders adjusting their portfolios based on evolving macroeconomic data or sector-specific developments.
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 |
|---|---|---|
| 2025-07-25 | $2.5000 | -77.3% |
| 2025-06-27 | $11.0000 | +12.8% |
| 2024-05-10 | $9.7500 | +2.6% |
| 2023-05-16 | $9.5000 | +22.6% |
| 2022-05-12 | $7.7500 | +138.5% |
| 2021-06-29 | $3.2500 | +160.0% |
| 2019-08-01 | $1.2500 | -66.7% |
| 2019-06-20 | $3.7500 | +15.4% |
| 2018-05-31 | $3.2500 | +18.2% |
| 2017-06-29 | $2.7500 | +15.8% |
| 2016-06-29 | $2.3750 | +18.8% |
| 2015-07-02 | $2.0000 | +16.8% |
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 EMXC or SCHE, the fund manager is mechanically forced to buy or sell INE040A01034 shares regardless of INE040A01034's individual fundamentals. We estimate $748M of passive capital is structurally linked to INE040A01034 through 5 tracked ETFs. Passive flows have a limited but growing influence on INE040A01034's daily trading dynamics.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 5 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in INE040A01034 to visualize passive redemption contagion across ETFs and collateral stocks.
If INE040A01034 (INE040A01034) 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 INE040A01034. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 5 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
INE040A01034 Ownership Dynamics
Passive funds hold 1 in every 184 INE040A01034 shares, reducing daily market volatility.
INE040A01034 (INE040A01034) exerts measurable gravity on the passive index market, currently representing 1.2% of the iShares MSCI Emerging Markets ex China ETF (EMXC) and 1.1% of the SCHE (SCHE). Across 5 tracked ETFs, approximately 84M shares (0.5% 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 INE040A01034 Exposure
Float lock-up computed from 5 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
INE040A01034 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 INE040A01034 over the past year sits near $998.46 (13% of 252-day volume). The current price of $748.25 sits 25.1% below the POC — suggesting potential mean-reversion upside if institutional demand reasserts at this level. The highly concentrated volume profile (13% 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.
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 | |
| INE002A01018 | 0.434 | 0.412 | Moderate |
| KR7000660001 | 0.292 | 0.424 | Low correlation |
| KYG875721634 | 0.286 | 0.336 | Low correlation |
| KR7005930003 | 0.280 | 0.376 | Low correlation |
| AU000000EVN4 | 0.276 | 0.385 | Low correlation |
| JP3236200006 | 0.236 | 0.324 | Low correlation |
| AU000000NST8 | 0.235 | 0.337 | Low correlation |
| JP3497400006 | 0.219 | 0.332 | Low correlation |
| TW0002330008 | 0.218 | 0.338 | Low correlation |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare INE040A01034 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.