JP3932000007 (JP3932000007)
Quantitative Summary
DeterministicFinancial health is average: Piotroski 5/9, Altman Z 4.7. DCF fair value of $622 implies 88% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics present a mixed profile characterized by capital efficiency that barely outpaces the cost of equity, with an ROIC-WACC spread of only 0.7%. While profitability metrics remain robust, evidenced by a net margin of 10.6% and gross margin expansion to 35.6%, these strengths are being eroded by declining revenue growth of -6.6% year-over-year. This contraction is reflected in the DuPont decomposition where turnover must be compensating for stable margins, supported by a Piotroski F-Score of 5/9 indicating moderate financial strength and an Altman Z-Score of 4.7 suggesting low bankruptcy risk but not exceptional safety.
Valuation metrics signal significant divergence from historical norms and intrinsic value estimates. The current P/E ratio stands at 36.1x, representing a 58% premium over the five-year average of 22.9x, implying the market is pricing in aggressive future performance despite recent top-line deterioration. This disconnect is starkly highlighted by the DCF analysis, which calculates a fair value $622 with an implied downside of -87.3%, suggesting current prices are detached from cash flow fundamentals unless growth assumptions shift dramatically. The model relies on a high 10-year free cash flow growth projection of 26.0% to justify existing levels, a trajectory that conflicts with the observed revenue contraction.
Risk-adjusted return factors offer a nuanced perspective through factor models rather than traditional directional calls. Despite the valuation compression relative to DCF fair value, the stock exhibits a strong Fama-French alpha of 8.09%, indicating it has historically outperformed its benchmark on a risk-adjusted basis. However, this momentum is not supported by classic style factors; the Value Factor (HML) scores neutral at 0.092 while the Profitability Factor (RMW) registers slightly negative at -0.035, suggesting the price action has decoupled from both value and quality screens. Investors must weigh whether the historical alpha can persist given the widening valuation gap and deteriorating revenue trends without further catalysts to bridge the discount to fair value.
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 -7% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 8.9% | 10.9% | 12.9% |
|---|---|---|---|
| 2% | $740 | $569 | $461 |
| 3% | $838 | $622 | $493 |
| 4% | $977 | $690 | $532 |
Center = base case. Green = >10% upside, Red = >10% downside vs $6702.00.
Pre-computed DCF: WACC=10.9%, terminal growth 3%. Fair value $622 (-88.0%). Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current price of $7052.00 for JP3932000007 exists within a technical context where the interplay between short-term momentum and longer-term trends warrants close observation by institutional participants. While specific moving average crossover signals are absent from the provided data points, the proximity to major psychological levels often attracts significant capital flows as larger entities assess valuation thresholds. In such scenarios, volume analysis becomes critical; if trading activity were to surge alongside price appreciation or decline without corresponding fundamental news, it could indicate that sophisticated market players are accumulating positions or distributing shares at these specific price coordinates. Market structure suggests that the immediate future depends heavily on whether the asset can sustain momentum above key support zones or faces resistance from overhead supply levels typically held by long-term holders. The absence of explicit trend confirmation in the limited dataset implies a state of equilibrium where institutional behavior may be characterized by cautious positioning rather than aggressive directional bets. Observers should note that without clear divergence between price action and volume, larger players might be waiting for additional catalysts before committing substantial resources to either side of the trade, effectively using this range as a neutral ground for risk management strategies.
Quant Health Deep Dive
Profitability & Value Creation
⚠️ Dividend consumes >80% of FCF — sustainability risk.
Balance Sheet Health
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-02-26 | $34.0000 | 0.0% |
| 2025-08-28 | $34.0000 | 0.0% |
| 2025-02-27 | $34.0000 | 0.0% |
| 2024-08-29 | $34.0000 | +6.3% |
| 2024-02-28 | $32.0000 | 0.0% |
| 2023-08-30 | $32.0000 | 0.0% |
| 2023-02-27 | $32.0000 | 0.0% |
| 2022-08-30 | $32.0000 | +23.1% |
| 2022-02-25 | $26.0000 | 0.0% |
| 2021-08-30 | $26.0000 | +116.7% |
| 2021-02-25 | $12.0000 | 0.0% |
| 2020-08-28 | $12.0000 | -53.8% |
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 BOTZ or SCHF, the fund manager is mechanically forced to buy or sell JP3932000007 shares regardless of JP3932000007's individual fundamentals. We estimate $167M of passive capital is structurally linked to JP3932000007 through 4 tracked ETFs. Passive flows have a limited but growing influence on JP3932000007's daily trading dynamics.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 4 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in JP3932000007 to visualize passive redemption contagion across ETFs and collateral stocks.
If JP3932000007 (JP3932000007) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies ABB Ltd (CH0012221716) as the most exposed collateral stock, sharing 4 ETFs with JP3932000007. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 4 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
JP3932000007 Ownership Dynamics
Passive funds hold 1 in every 47 JP3932000007 shares, reducing daily market volatility.
JP3932000007 (JP3932000007) exerts measurable gravity on the passive index market, currently representing 3.2% of the Global X Robotics & Artificial Intelligence ETF (BOTZ) and 0.0% of the SCHF (SCHF). Across 4 tracked ETFs, approximately 6M shares (2.1% 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 JP3932000007 Exposure
Float lock-up computed from 4 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
JP3932000007 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 JP3932000007 over the past year sits near $5105.38 (14% of 252-day volume). The current price of $6702.00 trades 31.3% 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 (14% 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.
JP3932000007 Capital Efficiency
How efficiently does JP3932000007 convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
JP3932000007 converts 19% of its EBITDA into free cash flow, a low conversion rate suggesting heavy reinvestment. This may indicate a growth phase (building capacity) or structural capital intensity. The 81% reinvestment rate signals aggressive capacity expansion. The positive ROIC-WACC spread of 0.6% 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 | |
| JP3802400006 | 0.826 | 0.814 | High co-movement |
| JP3162600005 | 0.739 | 0.689 | High co-movement |
| JP3236200006 | 0.655 | 0.599 | Moderate |
| JP3197800000 | 0.641 | 0.563 | Moderate |
| JP3497400006 | 0.604 | 0.626 | Moderate |
| TW0002330008 | 0.522 | 0.539 | Moderate |
| KR7005930003 | 0.455 | 0.526 | Moderate |
| KR7000660001 | 0.453 | 0.473 | Moderate |
| CH0012221716 | 0.396 | 0.319 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare JP3932000007 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.