VCYT (VCYT)

$47.80
-0.79%
$3.7B
Market Cap
42.9
P/E Ratio
1.89
Beta
Dividend Yield
Piotroski 8/9Altman Z 15.9 SafeBeneish M -2.68 CleanROIC−WACC -12.6%

Quantitative Summary

Deterministic

Financial health metrics are strong: Piotroski 8/9, Altman Z 15.9 (above 3.0 safe zone threshold). Near modeled fair value — DCF estimates $31 (-4%).

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

Algorithmic Teardown

AI-Generated

The company demonstrates a stark divergence between its operational momentum and capital efficiency. While the Piotroski F-Score of 8/9 and Beneish M-Score of -2.68 signal robust financial strength with minimal earnings manipulation risk, the core economic engine is underperforming relative to its cost of capital. The ROIC-WACC spread stands at a negative 12.6%, indicating that current investments are destroying value despite high gross margins of 70.1% and accelerating revenue growth of 16.0%. This inefficiency suggests that the DuPont drivers, likely leveraging margin expansion or turnover, have not yet compensated for the elevated WACC of 16.6%, resulting in an ROIC of only 4.0%.

Valuation metrics reflect this tension between high-growth expectations and weak profitability fundamentals. Trading at a P/E multiple of 41.2x, which represents a 16% premium over its five-year average but remains elevated relative to the implied growth required for value creation. A DCF analysis places fair value at $31 with an upside of -3.8%, suggesting the market is currently pricing in aggressive future performance that may not align with current capital efficiency. The negative Profitability Factor (RMW) score of -0.847 further underscores that, despite revenue expansion, the firm's ability to generate excess returns on equity remains a significant headwind against its high cost of funds.

Risk-adjusted return profiles present an intriguing anomaly given the Fama-French Alpha of 22.03%, which indicates strong historical outperformance independent of market factors. However, this alpha is counterbalanced by a negative Value Factor (HML) tilt of -0.692 and weak profitability signals that typically drag on long-term risk-adjusted returns in factor-based models. The confluence of high valuation multiples, capital destruction metrics, and specific factor underperformance suggests the current price embeds significant optimism regarding future margin expansion or leverage increases necessary to close the ROIC-WACC gap.

Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.

DCF Sandbox

Interactive
Market Price
$47.80
Fair Value
$31
Implied Upside
-35.2%
$31IMPLIED FAIR VALUEOVERVALUEDOVERUNDER
Growth Rate (Y1–5)24%
-10%20%50%
Discount Rate (WACC)16.6%
5%12.5%20%

5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.

Reverse DCFMarket-Implied
16.7%annual FCF growth priced in at $47.80

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 →14.6%16.6%18.6%
2%$35$30$26
3%$37$31$27
4%$39$33$28

Center = base case. Green = >10% upside, Red = >10% downside vs $47.80.

Pre-computed DCF: WACC=16.6%, terminal growth 3%. Fair value $31 (-3.8%). Not investment advice.

Price Chart with Moving Averages

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SMA 50 SMA 200

Quant Health Deep Dive

8/9
Piotroski F-Score
Strong — high operational efficiency and profitability signals
15.9
Altman Z-Score
Safe Zone — above 3.0 threshold per academic model. Thresholds: >3 safe, 1.8–3 grey, <1.8 distress.
-2.68
Beneish M-Score
Below threshold — no statistical earnings quality concern per Beneish model. Threshold: <-2.22 = below threshold.

Profitability & Value Creation

70.1%
Gross Margin
12.8%
Net Margin
4.0%
ROIC
16.6%
WACC
ROIC − WACC Spread: -12.6%— Negative spread.
+16.0%
Revenue Growth (YoY)
+174.9%
Earnings Growth (YoY)
126.6M
Free Cash Flow

Balance Sheet Health

0.07x
Debt / Equity
8.15x
Current Ratio
68202.0x
Interest Coverage
-3.6x
Net Debt / EBITDA
5.91%
FCF Yield
89.6M
EBITDA

Earnings Surprise History

Q4
✓ Beat
Est: $0.20
Act: $0.31
+51.3%
Q3
✓ Beat
Est: $0.30
Act: $0.44
+48.5%
Q2
✓ Beat
Est: $0.32
Act: $0.51
+59.5%
Q1
✓ Beat
Est: $0.41
Act: $0.53
+29.8%

EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.

Risk Profile

64.2%
Annual Volatility
0.16
Sharpe (1Y)
0.42
Sharpe (3Y)
-50.1%
Max Drawdown (3Y)
-73.0%
Max Drawdown (5Y)

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.

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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)

Fama-French 5-Factor Exposure

Academic factor model decomposition — what's really driving this stock's returns.

1.00
Market β
Mkt-RF
+1.690
Size (SMB)
Small-cap tilt
-0.692
Value (HML)
Growth tilt
-0.847
Profit (RMW)
Weak
+0.336
Invest (CMA)
Conservative
Alpha (annual): +22.03%
R²: 36.4%of variance explained by 5 factors

Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.

Fundamentals

24.3
Forward P/E
PEG Ratio
2.81
Price/Book
982612
Avg Volume
$50.71
52W High
$22.61
52W Low
90%
52W Range Position

Passive Flow Attribution

ETF Draft Effect
$305M
Tracked Passive Exposure
8
ETFs Holding VCYT
0.26%
Avg Weight in ETFs
$118B
Total ETF AUM

When investors buy or sell ETFs like ARKG or ARKK, the fund manager is mechanically forced to buy or sell VCYT shares regardless of VCYT's individual fundamentals. We estimate $305M of passive capital is structurally linked to VCYT through 8 tracked ETFs. Passive flows have a limited but growing influence on VCYT's daily trading dynamics.

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 VCYT to visualize passive redemption contagion across ETFs and collateral stocks.

VCYT Shock
-0%
Est. Passive Redemption
$0
Systemic Risk
STABLE
VCYTEpicenterVBKETFVHTETFVTWOETFCRSPLow RiskTEMHigh RiskTWSTLow RiskTSLALow RiskBEAMLow Risk
VCYT Price Drop (%)0

If VCYT (VCYT) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies CRISPR THERAPEUTICS AG (CRSP) as the most exposed collateral stock, sharing 3 ETFs with VCYT. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.

Contagion model based on shared ETF exposure and constituent weights across 9 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.

VCYT Ownership Dynamics

Passive funds hold 1 in every 10 VCYT shares, reducing daily market volatility.

Ticker
VCYT
Total Shares
80M
ETF Lock-Up
9.7%
Display Mode
Total Float Impact
9.7%Locked Float

VCYT (VCYT) exerts measurable gravity on the passive index market, currently representing 3.4% of the ARK Genomic Revolution ETF (ARKG) and 1.2% of the ARK Innovation ETF (ARKK). Across 9 tracked ETFs, approximately 8M shares (9.7% 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.

Float lock-up computed from 9 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).

VCYT 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.

TICKER
VCYT
PRICE
$47.80
FLOOR (POC)
$33.15
STRENGTH
Medium
$23$259%$268%$288%$29$30$327%$33POC 9%$356%$369%$37$39$40$42$437%$44$46$47$47.80$49$50
Focus Zone
Point of Control (POC) Support (below price) Resistance (above price) Current Price

The highest-volume price zone for VCYT over the past year sits near $33.15 (9% of 252-day volume). The current price of $47.80 trades 44.2% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target.

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.

VCYT Capital Efficiency

How efficiently does VCYT convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.

Free Cash Flow
$127M
EBITDA
$90M
FCF Conversion
141%
Reinvestment Rate
-41%
141% of EBITDA → Free Cash
0% (cash burn)25% (low)50% (efficient)100% (pure cash)
ROIC
4.0%
ROIC − WACC Spread
-12.6%

VCYT converts 141% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. However, the ROIC-WACC spread is negative (-12.6%), 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.

DateFailed SharesClose PriceNotional Value
2026-05-1413$38.25$497.25
2026-05-08116,620$40.76$4.8M
2026-05-015,139$32.92$169,175.88
2026-04-3018$31.78$572.04
2026-04-22556$33.51$18,631.56
2026-04-213,005$33.45$100,517.25
2026-04-17307$33.03$10,140.21
2026-04-101,440$31.35$45,144
2026-03-269,527$32.79$312,390.33
2026-03-232,159$31.84$68,742.56
2026-03-20237$32.78$7,768.86
2026-03-1910$33.28$332.8
2026-03-189,729$33.48$325,726.92
2026-03-1323$30.93$711.39
2026-03-064,154$34.68$144,060.72
2026-03-038,368$36.01$301,331.68
2026-02-271,449$38.75$56,148.75
2026-02-06527$34.86$18,371.22
2026-02-041,092$37.74$41,212.08
2026-01-232,830$43.80$123,954
2026-01-15113$42.45$4,796.85
2026-01-12291$42.04$12,233.64
2026-01-082,971$45.11$134,021.81
2025-12-1914,572$42.04$612,606.88
2025-12-11834$43.33$36,137.22
2025-12-1059$43.84$2,586.56
2025-12-091,203$44.36$53,365.08
2025-12-0829,077$44.61$1.3M
2025-12-023,603$46.39$167,143.17
2025-11-287$47.71$333.97

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.

Price Correlations

Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.

Peer252-Day (1Y)126-Day (6M)Direction
WTGXXNaNNaN
ADPT0.4740.516Moderate
A0.4690.357Moderate
NTRA0.4610.463Moderate
CDNA0.4420.631Moderate
TXG0.4370.366Moderate
TEM0.4360.438Moderate
TWST0.4350.437Moderate
ILMN0.4320.347Moderate
MTD0.4300.340Moderate

Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.

Compare VCYT 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.