ZAE000109815 (ZAE000109815)

—
$506.6B
Market Cap
10.4
P/E Ratio
0.49
Beta
5.63%
Dividend Yield
Piotroski 5/9

Quantitative Summary

Deterministic

Financial health is average: Piotroski 5/9.

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

DCF Sandbox

Interactive

Sensitivity Matrix

TG ↓ / WACC →8%10%12%
2%$284$217$177
3%$327$238$189
4%$391$266$204

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

Pre-computed DCF: WACC=10.0%, terminal growth 3%. Fair value $238 (+0.0%). Not investment advice.

Price Chart with Moving Averages

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SMA 50 SMA 200

Quant Health Deep Dive

5/9
Piotroski F-Score
Average — mixed operational signals

Profitability & Value Creation

25.3%
Net Margin
+6.7%
Revenue Growth (YoY)
+11.8%
Earnings Growth (YoY)
37.0B
Free Cash Flow
84%
FCF Payout Ratio

⚠️ Dividend consumes >80% of FCF — sustainability risk.

Balance Sheet Health

10.59x
Debt / Equity

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

8.6
Forward P/E
65.37
PEG Ratio
1.77
Price/Book
4M
Avg Volume
$33676.00
52W High
$21808.00
52W Low
—
52W Range Position

Passive Flow Attribution

ETF Draft Effect
$175M
Tracked Passive Exposure
5
ETFs Holding ZAE000109815
0.13%
Avg Weight in ETFs
$134B
Total ETF AUM

When investors buy or sell ETFs like EMXC or SCHE, the fund manager is mechanically forced to buy or sell ZAE000109815 shares regardless of ZAE000109815's individual fundamentals. We estimate $175M of passive capital is structurally linked to ZAE000109815 through 5 tracked ETFs. Passive flows have a limited but growing influence on ZAE000109815's daily trading dynamics.

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 ZAE000109815 to visualize passive redemption contagion across ETFs and collateral stocks.

ZAE000109815 Shock
-0%
Est. Passive Redemption
$0
Systemic Risk
STABLE
ZAE000109815EpicenterIXUSETFACWIETFEEMETFTW0002330008Low RiskTW0002330008Low RiskKR7005930003Low RiskKR7000660001Low RiskNVDALow Risk
ZAE000109815 Price Drop (%)0

If ZAE000109815 (ZAE000109815) 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 ZAE000109815. 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.

ZAE000109815 Ownership Dynamics

Ticker
ZAE000109815

ETFs with Highest ZAE000109815 Exposure

EMXCiShares MSCI Emerging Markets ex China ETF
0.30%
SCHESCHE
0.26%
EEMiShares MSCI Emerging Markets ETF
0.23%
IXUSiShares Core MSCI Total International Stock ETF
0.06%
ACWIiShares MSCI ACWI ETF
0.02%

Float lock-up computed from 5 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).

Compare ZAE000109815 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.