MKSI (MKSI)
Quantitative Summary
DeterministicStrong operational fundamentals (Piotroski 7/9) with Altman Z of 2.4.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe capital efficiency metrics present a nuanced picture where strong profitability is partially offset by modest asset utilization. Despite generating an ROIC of 5.3%, the DuPont decomposition reveals that returns are driven primarily by high leverage (Equity Multiplier at 3.23x) rather than superior margin expansion or rapid inventory turnover, with net margins holding steady at 7.5% against a robust gross margin of 46.7%. This structural reliance on financial leverage to achieve an ROE of 10.8%, combined with a revenue growth rate of 9.6%, suggests the business model prioritizes balance sheet expansion over organic operational scaling, yet maintains integrity evidenced by a high Piotroski F-Score of 7/9 and a low Beneish M-Score of -2.58 indicating minimal earnings manipulation risk.
Valuation multiples reflect significant optimism relative to historical norms and sector peers, with the current P/E ratio expanding to 49.6x. This premium pricing implies that market participants are anticipating sustained acceleration in growth rates far exceeding the recent 9.6% YoY trajectory. However, this aggressive valuation stands in stark contrast to a DCF-derived fair value of $87, suggesting a substantial discount exists between current trading levels and intrinsic worth based on discounted cash flow assumptions. The divergence highlights that the market is pricing in future upside while ignoring potential compression if growth fails to materialize at the assumed rate.
Insider activity introduces a notable counterweight to the bullish valuation thesis, as $18 million in net selling over the last 90 days signals executive caution regarding near-term equity levels or private placement opportunities rather than lack of confidence in long-term fundamentals. While the fundamental quality scores remain robust, the combination of elevated leverage-dependent returns and heavy insider offloading warrants scrutiny before assuming further upside potential without a corresponding increase in asset efficiency or margin expansion.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
DCF Sandbox
InteractiveSensitivity Matrix
| TG ↓ / WACC → | 11.7% | 13.7% | 15.7% |
|---|---|---|---|
| 2% | $108 | $78 | $57 |
| 3% | $122 | $87 | $63 |
| 4% | $140 | $98 | $70 |
Center = base case. Green = >10% upside, Red = >10% downside vs —.
Pre-computed DCF: WACC=13.7%, terminal growth 3%. Fair value $87 (+0.0%). Not investment advice.
Price Chart with Moving Averages
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
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.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like MDYG or SPMD, the fund manager is mechanically forced to buy or sell MKSI shares regardless of MKSI's individual fundamentals. We estimate $2.0B of passive capital is structurally linked to MKSI through 8 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 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in MKSI to visualize passive redemption contagion across ETFs and collateral stocks.
If MKSI (MKSI) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies FLEX LTD (FLEX) as the most exposed collateral stock, sharing 2 ETFs with MKSI. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 15 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
MKSI Ownership Dynamics
ETFs with Highest MKSI Exposure
Float lock-up computed from 15 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
MKSI Capital Efficiency
How efficiently does MKSI convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
MKSI converts 57% of its EBITDA into free cash flow, a healthy conversion rate indicating efficient capital management — the business generates substantial cash after reinvestment. However, the ROIC-WACC spread is negative (-8.4%), 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.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-12 | 40 | $319.71 | $12,788.4 |
| 2026-05-11 | 5,213 | $313.21 | $1.6M |
| 2026-05-07 | 92 | $293.77 | $27,026.84 |
| 2026-05-05 | 21,700 | $291.53 | $6.3M |
| 2026-05-01 | 9,378 | $283.75 | $2.7M |
| 2026-04-27 | 1,000 | $280.98 | $280,980 |
| 2026-04-22 | 8 | $273.77 | $2,190.16 |
| 2026-04-20 | 1,000 | $278.59 | $278,590 |
| 2026-04-17 | 17,083 | $269.89 | $4.6M |
| 2026-04-16 | 180 | $269.00 | $48,420 |
| 2026-04-14 | 6,474 | $273.18 | $1.8M |
| 2026-04-13 | 20,098 | $268.77 | $5.4M |
| 2026-04-01 | 1,068 | $229.81 | $245,437.08 |
| 2026-03-27 | 56 | $225.12 | $12,606.72 |
| 2026-03-24 | 900 | $235.02 | $211,518 |
| 2026-03-23 | 4 | $227.13 | $908.52 |
| 2026-03-20 | 4 | $236.85 | $947.4 |
| 2026-03-10 | 22,620 | $218.36 | $4.9M |
| 2026-03-06 | 1,880 | $230.45 | $433,246 |
| 2026-02-27 | 5,985 | $244.68 | $1.5M |
| 2026-02-23 | 181 | $259.27 | $46,927.87 |
| 2026-02-19 | 343 | $250.36 | $85,873.48 |
| 2026-02-09 | 3,401 | $242.96 | $826,306.96 |
| 2026-02-06 | 786 | $226.83 | $178,288.38 |
| 2026-01-30 | 600 | $243.88 | $146,328 |
| 2026-01-22 | 2,420 | $220.73 | $534,166.6 |
| 2026-01-15 | 3 | $190.30 | $570.9 |
| 2026-01-07 | 25 | $183.50 | $4,587.5 |
| 2026-01-02 | 14 | $159.80 | $2,237.2 |
| 2025-12-22 | 6,355 | $159.56 | $1.0M |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Compare MKSI to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: N/A.
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.