USN070592100 (USN070592100)
Quantitative Summary
DeterministicFinancial health metrics are strong: Piotroski 8/9, Altman Z 13.3 (above 3.0 safe zone threshold). DCF fair value of $687 implies 54% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe company exhibits exceptional fundamental quality, characterized by a robust 34.6% ROIC that generates a substantial +21.4% spread over its cost of capital, indicating highly efficient value creation relative to risk. This efficiency is underpinned by superior profitability metrics, with net and gross margins at 29.4% and 52.8% respectively, driving the DuPont decomposition primarily through margin expansion rather than leverage or turnover acceleration. Financial integrity appears solid given a Piotroski F-Score of 8/9, an Altman Z-Score of 13.3 suggesting negligible bankruptcy risk, and a Beneish M-Score of -2.84 that points to low earnings manipulation potential. The stock demonstrates strong growth momentum with revenue expanding at 15.6% year-over-year while maintaining high profitability factors (RMW: 0.217), though the valuation factor profile reveals a distinct tilt toward growth characteristics rather than value exposure (-0.706 HML).
Valuation analysis presents a significant divergence between market pricing and intrinsic model estimates, with the current P/E of 51.3x trading at a 43% premium to its five-year historical average and well above sector norms implied by such multiples. While the DCF model assigns a fair value of $687 based on an aggressive long-term free cash flow growth assumption of 27.1%, this translates to a -54.2% downside from current levels, suggesting the market has priced in exceptional future performance that may not be fully sustainable or reflected in near-term earnings. The elevated multiple implies investors are demanding high growth rates consistent with the implied FCF trajectory, yet any deviation from these optimistic assumptions could materially compress valuation multiples given the lack of a value factor cushion.
The risk-reward profile is further nuanced by an annualized Fama-French alpha of 8.67%, indicating outperformance relative to standard market factors over the analysis period. However, this alpha must be weighed against the steep valuation discount inherent in the DCF model and the growth-oriented nature of the stock's factor exposure. The combination of high profitability and strong operational metrics contrasts sharply with the -54% gap between current price and calculated fair value, creating a scenario where future earnings execution will be critical to justifying existing multiples without relying solely on continued hyper-growth assumptions.
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 16% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 11.2% | 13.2% | 15.2% |
|---|---|---|---|
| 2% | $792 | $641 | $537 |
| 3% | $866 | $687 | $567 |
| 4% | $961 | $743 | $603 |
Center = base case. Green = >10% upside, Red = >10% downside vs $1705.37.
Pre-computed DCF: WACC=13.3%, terminal growth 3%. Fair value $687 (-54.2%). Not investment advice.
Price Chart with Moving Averages
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 |
|---|---|---|
| 2026-04-27 | $3.1770 | +68.7% |
| 2026-02-10 | $1.8830 | +1.0% |
| 2025-10-29 | $1.8640 | +0.9% |
| 2025-07-29 | $1.8470 | -11.7% |
| 2025-04-28 | $2.0910 | +33.2% |
| 2025-02-11 | $1.5700 | -4.3% |
| 2024-10-29 | $1.6410 | -0.1% |
| 2024-07-29 | $1.6430 | -12.3% |
| 2024-04-26 | $1.8730 | +20.4% |
| 2024-02-05 | $1.5560 | +1.7% |
| 2023-11-01 | $1.5300 | -4.0% |
| 2023-08-01 | $1.5930 | -14.3% |
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 SMH or SOXX, the fund manager is mechanically forced to buy or sell USN070592100 shares regardless of USN070592100's individual fundamentals. We estimate $2.8B of passive capital is structurally linked to USN070592100 through 2 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 2 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in USN070592100 to visualize passive redemption contagion across ETFs and collateral stocks.
If USN070592100 (USN070592100) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies NVIDIA Corp (NVDA) as the most exposed collateral stock, sharing 1 ETFs with USN070592100. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 2 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
USN070592100 Ownership Dynamics
Passive funds hold 1 in every 165 USN070592100 shares, reducing daily market volatility.
USN070592100 (USN070592100) exerts measurable gravity on the passive index market, currently representing 5.0% of the VanEck Semiconductor ETF (SMH) and 3.7% of the iShares Semiconductor ETF (SOXX). Across 2 tracked ETFs, approximately 2M 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 USN070592100 Exposure
Float lock-up computed from 2 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
USN070592100 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 USN070592100 over the past year sits near $758.39 (14% of 252-day volume). The current price of $1705.37 trades 124.9% 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 (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.
USN070592100 Capital Efficiency
How efficiently does USN070592100 convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
USN070592100 converts 88% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. The positive ROIC-WACC spread of 21.4% 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 | |
| ASML | 1.000 | 1.000 | High co-movement |
| LRCX | 0.805 | 0.847 | High co-movement |
| AMAT | 0.783 | 0.829 | High co-movement |
| KLAC | 0.773 | 0.795 | High co-movement |
| NL0010273215 | 0.691 | 0.830 | Moderate |
| TSM | 0.687 | 0.753 | Moderate |
| MPWR | 0.646 | 0.696 | Moderate |
| MU | 0.604 | 0.615 | Moderate |
| TER | 0.577 | 0.640 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare USN070592100 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.