CH0011075394 (CH0011075394)
Quantitative Summary
DeterministicFinancial health is average: Piotroski 5/9, Altman Z 0.6.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe capital allocation efficiency presents a material headwind, characterized by an ROIC of 2.0% that falls significantly short of the estimated cost of equity at 7.4%, resulting in a negative spread of -5.4%. This structural disconnect suggests the firm is currently destroying value rather than generating excess returns on deployed capital. While profitability remains positive with net margins holding steady at 7.7%, growth momentum appears constrained, evidenced by revenue expansion limited to just 3.0% year-over-year. Fundamental robustness metrics further complicate the picture; a Piotroski F-Score of 5/9 indicates moderate financial strength without clear signs of distress or exceptional quality, yet an Altman Z-Score of 0.6 signals proximity to bankruptcy territory and warrants heightened scrutiny regarding liquidity and solvency risks before drawing conclusions on long-term viability.
Valuation metrics reveal a divergence between current market pricing and intrinsic value models derived from the available data. The stock trades at a forward P/E multiple of 14.8x, which requires contextualization against sector peers to determine if it represents a discount or premium given the company's specific operational constraints. More notably, discounted cash flow analysis implies a fair value of $1,177 per share; comparing this benchmark directly to current market prices would clarify whether the asset is undervalued relative to its projected cash generation capabilities under assumed growth rates and terminal values inherent in the DCF model.
The risk profile appears asymmetric given the low Altman Z-Score combined with negative capital returns. While the Piotroski score suggests the balance sheet has not yet deteriorated severely, the proximity to distress thresholds necessitates a careful assessment of downside protection versus potential recovery scenarios. Investors must weigh whether the current valuation adequately compensates for these fundamental headwinds or if the market is pricing in a significant restructuring event that could alter the trajectory of future free cash flows and shareholder returns.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
DCF Sandbox
InteractiveSensitivity Matrix
| TG ↓ / WACC → | 6% | 7.4% | 9.4% |
|---|---|---|---|
| 2% | $1357 | $981 | $695 |
| 3% | $1770 | $1177 | $786 |
| 4% | $2595 | $1489 | $912 |
Center = base case. Green = >10% upside, Red = >10% downside vs —.
Pre-computed DCF: WACC=7.4%, terminal growth 3%. Fair value $1177 (+0.0%). Not investment advice.
Price Chart with Moving Averages
Quant Health Deep Dive
Profitability & Value Creation
⚠️ Dividend consumes >80% of FCF — sustainability risk.
Balance Sheet Health
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 EFA or IEFA, the fund manager is mechanically forced to buy or sell CH0011075394 shares regardless of CH0011075394's individual fundamentals. We estimate $1.4B of passive capital is structurally linked to CH0011075394 through 6 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 6 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in CH0011075394 to visualize passive redemption contagion across ETFs and collateral stocks.
If CH0011075394 (CH0011075394) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies ASML Holding N.V. (NL0010273215) as the most exposed collateral stock, sharing 3 ETFs with CH0011075394. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 6 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
CH0011075394 Ownership Dynamics
ETFs with Highest CH0011075394 Exposure
Float lock-up computed from 6 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
CH0011075394 Capital Efficiency
How efficiently does CH0011075394 convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
CH0011075394 converts 48% of its EBITDA into free cash flow, a healthy conversion rate indicating efficient capital management — the business generates substantial cash after reinvestment. The 52% reinvestment rate signals aggressive capacity expansion. However, the ROIC-WACC spread is negative (-5.4%), 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.
Compare CH0011075394 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.