What is CNE1000001Z5's P/E ratio?

CNE1000001Z5 (CNE1000001Z5) currently trades at a price-to-earnings ratio of 5.7x.

What is CNE1000001Z5's Piotroski F-Score?

CNE1000001Z5 has a Piotroski F-Score of 3/9. Scores of 3 or below suggest weak fundamentals.

Is CNE1000001Z5 at risk of bankruptcy?

CNE1000001Z5's Altman Z-Score is 0.10. Scores below 1.81 fall in the academic distress zone.

What is CNE1000001Z5's fair value estimate?

Based on a discounted cash flow (DCF) model, CNE1000001Z5's estimated fair value is $97.22.

Does CNE1000001Z5 pay a dividend?

Yes, CNE1000001Z5 has a dividend yield of 5.24%.

Which ETFs hold CNE1000001Z5?

CNE1000001Z5 is held by 4 tracked ETFs.

CNE1000001Z5 (CNE1000001Z5)

—

$1.96T

Market Cap

5.7

P/E Ratio

0.17

Beta

5.24%

Dividend Yield

Piotroski 3/9Altman Z 0.1 Distress

Quantitative Summary

Deterministic

Below-average fundamentals indicated by Piotroski score of 3/9; Altman Z of 0.1 falls in the academic distress zone.

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

DCF Sandbox

Interactive

Sensitivity Matrix

TG ↓ / WACC →	6%	6%	8%
2%	$76	$76	$52
3%	$97	$97	$60
4%	$139	$139	$72

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

Pre-computed DCF: WACC=6.0%, terminal growth 3%. Fair value $97 (+0.0%). Not investment advice.

Price Chart with Moving Averages

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SMA 50 SMA 200

Quant Health Deep Dive

3/9

Piotroski F-Score

Weak — below-average operational and profitability metrics

0.1

Altman Z-Score

Distress Zone — below 1.8 threshold per academic model. Thresholds: >3 safe, 1.8–3 grey, <1.8 distress.

Profitability & Value Creation

37.0%

Net Margin

6.0%

WACC

+4.4%

Revenue Growth (YoY)

+2.2%

Earnings Growth (YoY)

760.8B

Free Cash Flow

19%

FCF Payout Ratio

✅ Conservative payout — room for dividend increases.

Balance Sheet Health

10.96x

Debt / Equity

183.69%

FCF Yield

Earnings Surprise History

✓ Beat

Est: $0.17

Act: $0.18

+5.9%

✗ Miss

Est: $0.18

Act: $0.18

0.0%

✗ Miss

Est: $0.18

Act: $0.18

0.0%

✗ Miss

Est: $0.20

Act: $0.19

-2.6%

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

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

5.8

Forward P/E

—

PEG Ratio

0.51

Price/Book

179M

Avg Volume

$4.89

52W High

$4.00

52W Low

—

52W Range Position

Passive Flow Attribution

ETF Draft Effect

$200M

Tracked Passive Exposure

ETFs Holding CNE1000001Z5

0.17%

Avg Weight in ETFs

$116B

Total ETF AUM

When investors buy or sell ETFs like SCHE or EEM, the fund manager is mechanically forced to buy or sell CNE1000001Z5 shares regardless of CNE1000001Z5's individual fundamentals. We estimate $200M of passive capital is structurally linked to CNE1000001Z5 through 4 tracked ETFs. Passive flows have a limited but growing influence on CNE1000001Z5's daily trading dynamics.

Passive exposure = Σ (ETF AUM × stock weight in ETF) across 4 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.

ETF Contagion Visualizer

Simulate a price drop in CNE1000001Z5 to visualize passive redemption contagion across ETFs and collateral stocks.

CNE1000001Z5 Shock

-0%

Est. Passive Redemption

Systemic Risk

STABLE

CNE1000001Z5 Price Drop (%)0

If CNE1000001Z5 (CNE1000001Z5) 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 2 ETFs with CNE1000001Z5. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.

Contagion model based on shared ETF exposure and constituent weights across 4 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.

CNE1000001Z5 Ownership Dynamics

Ticker

CNE1000001Z5

ETFs with Highest CNE1000001Z5 Exposure

SCHESCHE

0.39%

EEMiShares MSCI Emerging Markets ETF

0.36%

IXUSiShares Core MSCI Total International Stock ETF

0.10%

ACWIiShares MSCI ACWI ETF

0.04%

Float lock-up computed from 4 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).

Compare CNE1000001Z5 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.