KR7005930003 (KR7005930003)
Quantitative Summary
DeterministicFinancial health is average: Piotroski 6/9, Altman Z 8.4. DCF fair value of $47322 implies 77% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe capital allocation efficiency presents a significant headwind, with the return on invested capital of 8.6% falling short against a weighted average cost of capital of 12.2%, resulting in a negative spread that suggests value erosion rather than creation despite strong profitability metrics like a 39.4% gross margin and 10.9% revenue growth. While the Piotroski F-Score of 6/9 indicates solid fundamental stability, this is juxtaposed with an Altman Z-Score of 8.4 that signals low bankruptcy risk but offers little insight into operational leverage, as the DuPont drivers appear skewed by high margins rather than asset turnover or financial leverage. The profitability factor score of -0.115 further highlights a divergence between current earnings quality and broader market expectations for sustainable profit generation relative to industry peers.
Valuation metrics reveal a substantial disconnect between intrinsic value estimates and current pricing, where the DCF fair value implies a 77% discount from prevailing levels, suggesting the market may be overpricing future cash flows given an assumed ten-year free float growth rate of 21.4%. This aggressive growth assumption contrasts sharply with historical valuation norms; trading above its five-year average P/E multiple of 14.1x while carrying a negative ROIC-WACC spread indicates that current prices embed optimistic expectations for capital efficiency and expansion that the underlying fundamentals do not yet support. The implied FCF growth rate appears inconsistent with the observed return on invested capital, creating a potential mean reversion risk if earnings cannot sustainably expand at the projected pace to justify the premium valuation.
Risk factors are nuanced by conflicting factor exposures: while the stock exhibits a positive value tilt with an HML score of 0.104 and exceptional Fama-French alpha of 39.39% annually, these strengths are undermined by weak profitability signals reflected in the negative RMW factor. The combination of high valuation multiples relative to historical averages and inefficient capital returns creates a scenario where short-term momentum driven by alpha might not align with long-term economic durability if margin compression or slower growth materializes. Investors must weigh whether the current price adequately compensates for the risk that future cash flows will fail to meet the aggressive 21.4% growth assumptions required to bridge the gap between market price and DCF-derived 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 11% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 10.2% | 12.2% | 14.2% |
|---|---|---|---|
| 2% | $53195 | $44790 | $39109 |
| 3% | $57507 | $47322 | $40732 |
| 4% | $63200 | $50467 | $42672 |
Center = base case. Green = >10% upside, Red = >10% downside vs $359000.00.
Pre-computed DCF: WACC=12.3%, terminal growth 3%. Fair value $47322 (-77.2%). Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current price of $292,500 represents a singular data point without the necessary historical context to evaluate trend direction or momentum shifts. In the absence of calculated Simple Moving Average crossovers or volume trend analysis for this specific instrument, it is impossible to discern whether institutional players are accumulating positions through aggressive buying or distributing assets via selling pressure. Typically, sustained price action above key moving averages coupled with rising volume suggests bullish positioning by larger market participants, whereas divergences might indicate contrarian behavior; however, these patterns cannot be confirmed here due to the lack of comparative data. Without a defined timeframe for trend analysis or supporting metrics such as relative strength index readings or on-balance volume changes, any inference regarding institutional intent remains speculative. The solitary price figure does not reveal if this level coincides with significant support zones where institutions historically defend positions or resistance levels where they may cap upside potential. Consequently, the technical picture lacks the granularity required to determine if large capital flows are currently driving the asset higher or lower relative to its recent history. Market participants must exercise caution when interpreting isolated price data without corroborating indicators of volume distribution or moving average alignments. The inability to observe how larger entities have reacted at this specific valuation level precludes any definitive statement on their strategic positioning. Until additional historical data points allowing for the calculation of trend filters and volume anomalies are provided, the behavior of institutional investors regarding this security remains an open question based solely on the available snapshot.
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 |
|---|---|---|
| 2026-03-30 | $372.0000 | -34.3% |
| 2025-12-29 | $566.0000 | +53.0% |
| 2025-09-29 | $370.0000 | +0.8% |
| 2025-06-27 | $367.0000 | +0.5% |
| 2025-03-28 | $365.0000 | +0.6% |
| 2024-12-27 | $363.0000 | +0.6% |
| 2024-09-27 | $361.0000 | 0.0% |
| 2024-06-27 | $361.0000 | 0.0% |
| 2024-03-28 | $361.0000 | 0.0% |
| 2023-12-27 | $361.0000 | 0.0% |
| 2023-09-26 | $361.0000 | 0.0% |
| 2023-06-29 | $361.0000 | 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 KR7005930003 shares regardless of KR7005930003's individual fundamentals. We estimate $5.1B of passive capital is structurally linked to KR7005930003 through 5 tracked ETFs. This substantial passive exposure means that ETF inflows and outflows — not company fundamentals — can dominate daily volume on this stock.
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 KR7005930003 to visualize passive redemption contagion across ETFs and collateral stocks.
If KR7005930003 (KR7005930003) 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 KR7005930003. 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.
KR7005930003 Ownership Dynamics
Passive funds hold 1 in every 146 KR7005930003 shares, reducing daily market volatility.
KR7005930003 (KR7005930003) exerts measurable gravity on the passive index market, currently representing 8.0% of the iShares MSCI Emerging Markets ex China ETF (EMXC) and 6.1% of the iShares MSCI Emerging Markets ETF (EEM). Across 5 tracked ETFs, approximately 40M shares (0.7% 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 KR7005930003 Exposure
Float lock-up computed from 5 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
KR7005930003 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 KR7005930003 over the past year sits near $60806.54 (17% of 252-day volume). The current price of $359000.00 trades 490.4% 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 (17% 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.
KR7005930003 Capital Efficiency
How efficiently does KR7005930003 convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
KR7005930003 converts 34% 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 66% reinvestment rate signals aggressive capacity expansion. However, the ROIC-WACC spread is negative (-3.7%), suggesting reinvested capital is destroying 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 | |
| KR7000660001 | 0.719 | 0.824 | High co-movement |
| TW0002330008 | 0.517 | 0.633 | Moderate |
| JP3802400006 | 0.466 | 0.503 | Moderate |
| JP3932000007 | 0.455 | 0.526 | Moderate |
| KR7277810008 | 0.444 | 0.468 | Moderate |
| JP3162600005 | 0.437 | 0.484 | Moderate |
| JP3497400006 | 0.411 | 0.490 | Moderate |
| JP3236200006 | 0.352 | 0.404 | Moderate |
| JP3197800000 | 0.333 | 0.392 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare KR7005930003 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.