INE040A01034 (INE040A01034)

$748.25
+0.75%
$11.46T
Market Cap
16.6
P/E Ratio
0.48
Beta
1.75%
Dividend Yield
Piotroski 5/9Altman Z 0.3 Distress

Quantitative Summary

Deterministic

Financial 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

Interactive
Market Price
$748.25
Fair Value
$4941
Implied Upside
+560.3%
$4941IMPLIED FAIR VALUEUNDERVALUEDOVERUNDER
Growth Rate (Y1–5)24%
-10%20%50%
Discount Rate (WACC)6.7%
5%12.5%20%

5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.

Reverse DCFMarket-Implied
-6.0%annual FCF growth priced in at $748.25

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

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SMA 50 SMA 200

Technical Setup

AI Generated

The 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.

RSI (14)
SMA 50
SMA 200

Quant Health Deep Dive

5/9
Piotroski F-Score
Average — mixed operational signals
0.3
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

28.4%
Net Margin
6.7%
WACC
+19.4%
Revenue Growth (YoY)
+8.2%
Earnings Growth (YoY)
1.1T
Free Cash Flow
14%
FCF Payout Ratio

✅ Conservative payout — room for dividend increases.

Balance Sheet Health

4.59x
Debt / Equity
7.47%
FCF Yield

Earnings Surprise History

Q4
✓ Beat
Est: $11.28
Act: $11.46
+1.6%
Q3
✓ Beat
Est: $11.33
Act: $11.79
+4.0%
Q2
✓ Beat
Est: $11.29
Act: $12.09
+7.1%
Q1
✓ Beat
Est: $10.48
Act: $12.08
+15.2%

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

Dividend History

$2.5000
Latest Dividend
$13.50
2025 Total
+38.5%
YoY Growth
4 yrs
Consecutive Increases
Annual Dividends per Share
$0.04
1997
$0.05
1998
$0.07
1999
$0.08
2000
$0.10
2001
$0.13
2002
$0.15
2003
$0.17
2004
$0.23
2005
$0.28
2006
$0.35
2007
$0.42
2008
$0.50
2009
$0.60
2010
$0.82
2011
$1.07
2012
$1.38
2013
$1.71
2014
$2.00
2015
$2.38
2016
$2.75
2017
$3.25
2018
$5.00
2019
$3.25
2021
$7.75
2022
$9.50
2023
$9.75
2024
$13.50
2025
DateAmountChange
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%
Stock Splits
2025-08-26: 2:12019-09-19: 2:12011-07-14: 5:1

Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.

Risk Profile

21.0%
Annual Volatility
-0.73
Sharpe (1Y)
-0.05
Sharpe (3Y)
-27.8%
Max Drawdown (3Y)
-27.8%
Max Drawdown (5Y)

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.

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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)

Fama-French 5-Factor Exposure

Academic factor model decomposition — what's really driving this stock's returns.

0.04
Market β
Mkt-RF
+0.082
Size (SMB)
Neutral
-0.071
Value (HML)
Neutral
+0.077
Profit (RMW)
Neutral
+0.011
Invest (CMA)
Neutral
Alpha (annual): -1.14%
R²: 0.4%of variance explained by 5 factors

Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.

Fundamentals

11.8
Forward P/E
0.89
PEG Ratio
1.96
Price/Book
47M
Avg Volume
$1020.50
52W High
$726.65
52W Low
7%
52W Range Position

Passive Flow Attribution

ETF Draft Effect
$748M
Tracked Passive Exposure
5
ETFs Holding INE040A01034
0.56%
Avg Weight in ETFs
$134B
Total ETF AUM

When 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.

INE040A01034 Shock
-0%
Est. Passive Redemption
$0
Systemic Risk
STABLE
INE040A01034EpicenterIXUSETFACWIETFEEMETFTW0002330008Low RiskTW0002330008Low RiskKR7005930003Low RiskKR7000660001Low RiskNVDALow Risk
INE040A01034 Price Drop (%)0

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.

Ticker
INE040A01034
Total Shares
15.4B
ETF Lock-Up
0.5%
Display Mode
Total Float Impact
0.5%Locked Float

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.

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.

TICKER
INE040A01034
PRICE
$748.25
FLOOR (POC)
$998.46
STRENGTH
High
$734$7496%$748.25$7638%$7787%$7937%$807$822$837$852$866$881$896$910$9257%$940$9549%$9697%$98410%$998POC 13%$1013
Focus Zone
Point of Control (POC) Support (below price) Resistance (above price) Current Price

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.

Peer252-Day (1Y)126-Day (6M)Direction
WTGXXNaNNaN
INE002A010180.4340.412Moderate
KR70006600010.2920.424Low correlation
KYG8757216340.2860.336Low correlation
KR70059300030.2800.376Low correlation
AU000000EVN40.2760.385Low correlation
JP32362000060.2360.324Low correlation
AU000000NST80.2350.337Low correlation
JP34974000060.2190.332Low correlation
TW00023300080.2180.338Low 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.