CH0012221716 (CH0012221716)
Quantitative Summary
DeterministicFinancial health metrics are strong: Piotroski 7/9, Altman Z 4.9 (above 3.0 safe zone threshold). DCF fair value of $81 suggests 14% upside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe capital allocation efficiency of the underlying business demonstrates robust quality, evidenced by a significant ROIC-WACC spread of +7.3%, indicating that returns on invested capital substantially exceed the cost of financing. This value creation is primarily driven by operational leverage rather than financial engineering or margin expansion; while net margins sit at 14.2% and gross margins at 41.1%, revenue growth remains moderate at 8.6% YoY, suggesting a mature business model where turnover efficiency likely supports the return profile alongside stable profitability. Financial stability is further corroborated by strong solvency metrics, with an Altman Z-Score of 4.9 signaling low bankruptcy risk and a Piotroski F-Score of 7/9 reflecting consistent improvements in fundamental quality over the recent evaluation period.
Valuation analysis reveals a notable divergence between current market pricing and intrinsic value estimates derived from discounted cash flow modeling. The stock trades at a premium multiple of 36.5x, which stands approximately 125% above its five-year historical average and implies that the market is aggressively pricing in sustained high-growth trajectories inconsistent with the reported 8.6% revenue expansion. Conversely, DCF calculations suggest a fair value of $81, implying limited upside potential at current levels if future cash flows align strictly with the modeled 13.2% ten-year free cash flow growth rate. This disconnect suggests investors are currently assigning a higher risk-adjusted return profile to the company than historical norms or fundamental metrics might independently justify without additional catalysts for accelerated earnings acceleration.
Risk and reward dynamics present an intriguing anomaly when viewed through factor-based lenses, despite the lack of sector classification data. The portfolio exhibits substantial Fama-French alpha generation at 19.66% annually, driven largely by a positive tilt toward the value factor (HML: 0.128), which is unusual given the elevated valuation multiple typically associated with growth stocks. However, this strength in value and momentum factors is counterbalanced by neutral exposure to profitability anomalies (RMW: -0.029), suggesting that while the stock may outperform based on historical factor returns, its current pricing does not reflect a clear premium for superior profit quality relative to peers.
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 9% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 8.2% | 10.2% | 12.2% |
|---|---|---|---|
| 2% | $99 | $73 | $57 |
| 3% | $116 | $81 | $62 |
| 4% | $141 | $92 | $68 |
Center = base case. Green = >10% upside, Red = >10% downside vs $85.56.
Pre-computed DCF: WACC=10.2%, terminal growth 3%. Fair value $81 (+13.5%). Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current price level of $82.04 for CH0012221716 sits within a specific technical context that warrants careful observation regarding its underlying strength. While the raw numerical data provided is limited to this single snapshot, the absence of broader trend confirmation or volume analysis suggests caution when interpreting immediate momentum as structural rather than fragile. Without corroborating indicators such as moving average alignments or relative strength metrics, any perceived upward movement at this price point could be susceptible to rapid reversal if market sentiment shifts unexpectedly. The risk dynamics here appear precarious because a solitary data point cannot validate whether the current valuation reflects genuine fundamental support or merely short-term speculative positioning. In environments where volatility is elevated, prices often oscillate widely around key levels before establishing directionality, making it difficult to discern long-term trajectories from transient fluctuations. The lack of historical drawdown data prevents an assessment of how deeply the asset has tested its support zones recently, leaving uncertainty about whether current resistance levels are likely to hold or break under increased pressure. Ultimately, the technical setup remains ambiguous without additional layers of analysis covering time-series behavior and market breadth. Observers must recognize that a static price figure offers only a momentary view of an evolving risk-reward profile rather than a definitive signal of future performance. The interplay between current pricing and unseen volatility factors implies that momentum at $82.04 is not yet confirmed as sustainable, requiring further data points to determine if this level represents a stable foundation or a
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 |
|---|---|---|
| 2026-03-23 | $0.9400 | +4.4% |
| 2025-03-31 | $0.9000 | +3.4% |
| 2024-03-25 | $0.8700 | +3.6% |
| 2023-03-27 | $0.8400 | +2.4% |
| 2022-03-28 | $0.8200 | +2.5% |
| 2021-03-29 | $0.8000 | 0.0% |
| 2020-03-30 | $0.8000 | 0.0% |
| 2019-05-06 | $0.8000 | +2.6% |
| 2018-04-04 | $0.7800 | +2.6% |
| 2017-04-19 | $0.7600 | +2.7% |
| 2016-07-11 | $0.7400 | +34.5% |
| 2015-05-05 | $0.5500 | -21.4% |
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 BOTZ or EFA, the fund manager is mechanically forced to buy or sell CH0012221716 shares regardless of CH0012221716's individual fundamentals. We estimate $2.2B of passive capital is structurally linked to CH0012221716 through 7 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 7 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in CH0012221716 to visualize passive redemption contagion across ETFs and collateral stocks.
If CH0012221716 (CH0012221716) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies FANUC CORPORATION (JP3802400006) as the most exposed collateral stock, sharing 4 ETFs with CH0012221716. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 7 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
CH0012221716 Ownership Dynamics
Passive funds hold 1 in every 69 CH0012221716 shares, reducing daily market volatility.
CH0012221716 (CH0012221716) exerts measurable gravity on the passive index market, currently representing 10.5% of the Global X Robotics & Artificial Intelligence ETF (BOTZ) and 0.6% of the iShares MSCI EAFE ETF (EFA). Across 7 tracked ETFs, approximately 26M shares (1.5% 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 CH0012221716 Exposure
Float lock-up computed from 7 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
CH0012221716 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 CH0012221716 over the past year sits near $58.23 (16% of 252-day volume). The current price of $85.56 trades 46.9% 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 (16% 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.
CH0012221716 Capital Efficiency
How efficiently does CH0012221716 convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
CH0012221716 converts 63% 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 7.3% 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 | |
| NL0010273215 | 0.604 | 0.661 | Moderate |
| JP3236200006 | 0.454 | 0.398 | Moderate |
| JP3802400006 | 0.422 | 0.320 | Moderate |
| JP3932000007 | 0.396 | 0.319 | Moderate |
| TT | 0.374 | 0.549 | Moderate |
| MOD | 0.373 | 0.526 | Moderate |
| JP3497400006 | 0.371 | 0.312 | Moderate |
| TW0002330008 | 0.353 | 0.386 | Moderate |
| TSM | 0.347 | 0.446 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare CH0012221716 to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-03.
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.