KR7000660001 (KR7000660001)
Quantitative Summary
DeterministicFinancial health metrics are strong: Piotroski 8/9, Altman Z 10.5 (above 3.0 safe zone threshold). DCF fair value of $682677 implies 39% downside 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 29.3% return on invested capital that significantly outpaces the estimated weighted average cost of capital by 14 percentage points. This spread suggests strong economic moats and pricing power, further reinforced by a Piotroski F-Score of 8/9 indicating superior fundamental stability relative to peers. The DuPont decomposition reveals an extreme margin-driven profile with net margins at 44.2% and gross margins exceeding 60%, while revenue growth accelerates at 46.8% year-over-year. Despite the high profitability factor score being negative (-0.188), which may signal relative underperformance against other profitable firms in a specific cross-section, the Altman Z-Score of 10.5 confirms negligible bankruptcy risk and substantial financial cushioning.
Valuation metrics present a stark divergence between historical norms and intrinsic value models. The current multiple trades at approximately five times earnings, well below its own five-year average of 5.2x and implying significant compression relative to recent history. However, the discounted cash flow analysis suggests an even more pronounced discrepancy; with fair value calculated at $682,677 per share, the stock currently exhibits a -33.5% downside gap from intrinsic estimates based on implied free cash flow growth of 22% over ten years. This implies the market is pricing in substantial headwinds or skepticism regarding the sustainability of such aggressive margin and revenue expansion rates despite the company's track record.
Risk-adjusted performance indicators highlight a complex alpha picture where Fama-French annualized alpha reaches an anomalous 84.07%, yet this is offset by a negative tilt on the profitability factor (RMW) of -0.188. The value factor score of 0.152 suggests the stock currently behaves more like a growth asset than a traditional deep-value play, despite trading at low multiples. Investors must weigh whether the extreme undervaluation relative to DCF models reflects genuine market inefficiency or if it correctly prices unquantified risks not captured in current cash flow projections, particularly given the weak profitability factor signal within the broader style framework.
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 47% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 13.3% | 15.3% | 17.3% |
|---|---|---|---|
| 2% | $775525 | $644675 | $548914 |
| 3% | $832834 | $682677 | $575431 |
| 4% | $902485 | $727414 | $605941 |
Center = base case. Green = >10% upside, Red = >10% downside vs $2351000.00.
Pre-computed DCF: WACC=15.3%, terminal growth 3%. Fair value $682677 (-38.5%). Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current price of $1,941,000.00 for the instrument identified as KR7000660001 presents a distinct anomaly when viewed through standard technical analysis frameworks typically applied to equity markets. Without corresponding Simple Moving Average (SMA) envelope data or historical volatility metrics within the provided dataset, it is impossible to calculate whether this price point represents an extreme deviation suggesting potential mean reversion or merely a baseline valuation for a high-priced asset class such as real estate investment trusts or specialized commodities often found in Korean market listings. The sheer magnitude of the figure relative to conventional stock pricing necessitates caution before applying standard envelope strategies, as these tools are calibrated for assets trading at significantly lower unit values where percentage deviations from moving averages carry clearer statistical significance. In the absence of defined upper and lower band boundaries or specific SMA periods, any assessment of relative value remains purely theoretical rather than data-driven. The current setup does not inherently indicate a pullback toward a mean if no historical trend line exists to establish that mean in the first place. Consequently, while the price stands isolated at $1,941,000.00, there are insufficient technical parameters provided to deduce whether this level is overextended or fairly valued within an envelope context. Market participants must rely on external data sources to construct the necessary moving averages before determining if a mean-reversion scenario is statistically probable for this specific security.
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 |
|---|---|---|
| 2026-05-28 | $375.0000 | -80.0% |
| 2026-02-26 | $1875.0000 | +400.0% |
| 2025-11-27 | $375.0000 | 0.0% |
| 2025-08-28 | $375.0000 | 0.0% |
| 2025-05-29 | $375.0000 | -71.2% |
| 2025-02-27 | $1304.0000 | +334.7% |
| 2024-09-27 | $300.0000 | 0.0% |
| 2024-06-27 | $300.0000 | 0.0% |
| 2024-03-28 | $300.0000 | 0.0% |
| 2023-12-27 | $300.0000 | 0.0% |
| 2023-09-26 | $300.0000 | 0.0% |
| 2023-06-29 | $300.0000 | 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 EMXC or EEM, the fund manager is mechanically forced to buy or sell KR7000660001 shares regardless of KR7000660001's individual fundamentals. We estimate $3.0B of passive capital is structurally linked to KR7000660001 through 5 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 5 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in KR7000660001 to visualize passive redemption contagion across ETFs and collateral stocks.
If KR7000660001 (KR7000660001) 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 KR7000660001. 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.
KR7000660001 Ownership Dynamics
Passive funds hold 1 in every 156 KR7000660001 shares, reducing daily market volatility.
KR7000660001 (KR7000660001) exerts measurable gravity on the passive index market, currently representing 4.5% of the iShares MSCI Emerging Markets ex China ETF (EMXC) and 3.5% of the iShares MSCI Emerging Markets ETF (EEM). Across 5 tracked ETFs, approximately 5M shares (0.6% 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 KR7000660001 Exposure
Float lock-up computed from 5 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
KR7000660001 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 KR7000660001 over the past year sits near $250653.13 (27% of 252-day volume). The current price of $2351000.00 trades 837.9% 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 (27% 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.
KR7000660001 Capital Efficiency
How efficiently does KR7000660001 convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
KR7000660001 converts 38% of its EBITDA into free cash flow, a moderate conversion rate — significant EBITDA is consumed by capital expenditures, working capital changes, or interest payments. The 62% reinvestment rate signals aggressive capacity expansion. The positive ROIC-WACC spread of 14.0% 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 | |
| KR7005930003 | 0.719 | 0.824 | High co-movement |
| TW0002330008 | 0.551 | 0.612 | Moderate |
| JP3932000007 | 0.453 | 0.473 | Moderate |
| JP3802400006 | 0.451 | 0.456 | Moderate |
| JP3236200006 | 0.404 | 0.434 | Moderate |
| JP3162600005 | 0.399 | 0.422 | Moderate |
| KR7277810008 | 0.383 | 0.374 | Moderate |
| CNE100006CQ4 | 0.357 | 0.406 | Moderate |
| JP3497400006 | 0.335 | 0.429 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare KR7000660001 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.