NIO (NIO)

Market Cap
P/E Ratio
Beta
Dividend Yield
Piotroski 6/9Beneish M -2.88 Clean

Quantitative Summary

Deterministic

Financial health is average: Piotroski 6/9.

Generated deterministically from quant metrics and financial statements. Not a recommendation.

Price Chart with Moving Averages

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SMA 50 SMA 200

Quant Health Deep Dive

6/9
Piotroski F-Score
Average — mixed operational signals
-2.88
Beneish M-Score
Below threshold — no statistical earnings quality concern per Beneish model. Threshold: <-2.22 = below threshold.

Profitability & Value Creation

13.6%
Gross Margin
-17.8%
Net Margin
-24.0%
ROIC
+33.1%
Revenue Growth (YoY)
+31.3%
Earnings Growth (YoY)
-3.1B
Free Cash Flow

Balance Sheet Health

8.80x
Debt / Equity
0.98x
Current Ratio
-15.7x
Interest Coverage
-4.6B
EBITDA

Earnings Surprise History

Q4
✗ Miss
Est: $-2.66
Act: $-3.01
-13.1%
Q3
✓ Beat
Est: $-2.20
Act: $-1.85
+15.7%
Q2
✓ Beat
Est: $-1.57
Act: $-1.14
+27.4%
Q1
✓ Beat
Est: $0.05
Act: $0.29
+441.4%

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.

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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)

Fundamentals

Forward P/E
PEG Ratio
Price/Book
Avg Volume
52W High
52W Low
52W Range Position

ETF Contagion Visualizer

Simulate a price drop in NIO to visualize passive redemption contagion across ETFs and collateral stocks.

NIO Shock
-0%
Est. Passive Redemption
$0
Systemic Risk
STABLE
NIOEpicenterSPEMETF700Unknown9988Unknown2454Unknown2308Unknown2317Unknown
NIO Price Drop (%)0

If NIO (NIO) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies TENCENT HOLDINGS LTD (700) as the most exposed collateral stock, sharing 1 ETFs with NIO. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.

Contagion model based on shared ETF exposure and constituent weights across 1 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.

NIO Ownership Dynamics

Ticker
NIO

ETFs with Highest NIO Exposure

Float lock-up computed from 1 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).

Fails-to-Deliver (FTD) History

SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.

DateFailed SharesClose PriceNotional Value
2026-05-1474,990$6.54$490,434.6
2026-05-13142,472$6.08$866,229.76
2026-05-1116,351$5.85$95,653.35
2026-05-0540,400$6.07$245,228
2026-05-04334,656$5.91$2.0M
2026-05-0191,297$6.39$583,387.83
2026-04-305,450$6.39$34,825.5
2026-04-29109,980$6.36$699,472.8
2026-04-28730,338$6.23$4.6M
2026-04-2431,007$6.28$194,723.96
2026-04-2140,147$6.66$267,379.02
2026-04-2010,520$6.83$71,851.6
2026-04-17217,922$6.87$1.5M
2026-04-163,025,871$6.43$19.5M
2026-04-15164,883$6.58$1.1M
2026-04-13103,776$6.50$674,544
2026-04-10455,049$6.07$2.8M
2026-04-084,985$6.14$30,607.9
2026-04-0674,536$6.30$469,576.8
2026-04-0231,906$6.20$197,817.2
2026-03-31385,920$5.51$2.1M
2026-03-2624,135$5.78$139,500.3
2026-03-259,293$5.73$53,248.89
2026-03-2436,362$5.82$211,626.84
2026-03-233,100$5.43$16,833
2026-03-204,868$5.89$28,672.52
2026-03-1914,874$5.82$86,566.68
2026-03-1810,188$5.96$60,720.48
2026-03-173,596$6.03$21,683.88
2026-03-1629,188$5.86$171,041.68

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 NIO 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.