JP3162600005 (JP3162600005)
Quantitative Summary
DeterministicFinancial health metrics are strong: Piotroski 7/9, Altman Z 18.1 (above 3.0 safe zone threshold). DCF fair value of $24414 implies 66% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe capital allocation efficiency presents a notable constraint, as the return on invested capital of 8.5% falls short of the weighted average cost of capital at 9.5%, resulting in a negative spread that suggests value destruction despite robust operational metrics. This fundamental tension exists alongside strong profitability drivers; the DuPont decomposition reveals high margins with net and gross figures at 19.7% and 45.8% respectively, supported by a Piotroski F-Score of 7/9 indicating solid financial health and an Altman Z-Score of 18.1 signaling low bankruptcy risk. However, revenue growth is tepid at only 2.0% year-over-year, which limits the sustainability of these margins without significant leverage or turnover improvements to offset the capital inefficiency.
Valuation metrics reflect a market that appears priced for perfection rather than current reality, with the forward P/E of 28.6x trading slightly below its five-year average of 29.4x but still implying high expectations relative to sluggish growth. A discounted cash flow analysis yields a fair value estimate significantly lower than current levels, indicating an implied downside of approximately 65.4% based on the model's assumptions regarding future free cash flows and the required discount rate. This wide gap between market price and DCF-derived intrinsic value suggests the stock is trading at a substantial premium to its calculated worth, potentially pricing in growth rates that exceed the current trajectory or assuming a material improvement in capital efficiency not yet evident in earnings data.
Risk-adjusted performance indicators offer a nuanced view of potential future returns relative to standard factor models. The firm exhibits strong profitability characteristics with an RMW score of 0.102, while maintaining neutrality on value factors and demonstrating a positive annual Fama-French alpha of 9.34%, which may indicate outperformance independent of market beta or style exposures. These anomalies suggest the stock possesses idiosyncratic drivers that standard valuation multiples fail to fully capture, creating a divergence between fundamental economic reality—characterized by negative ROIC spreads—and historical factor-based performance metrics.
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 2% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 7.5% | 9.5% | 11.5% |
|---|---|---|---|
| 2% | $27557 | $22955 | $20283 |
| 3% | $30653 | $24414 | $21102 |
| 4% | $35521 | $26404 | $22139 |
Center = base case. Green = >10% upside, Red = >10% downside vs $64620.00.
Pre-computed DCF: WACC=9.5%, terminal growth 3%. Fair value $24414 (-66.2%). Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current trading price of $66,270.00 stands as a singular data point without comparative moving average context or historical trend direction in the provided information. Consequently, it is impossible to determine whether the asset is positioned above or below its short-term or long-term exponential moving averages based solely on this figure. The absence of price history prevents an assessment of momentum relative to these critical technical benchmarks, leaving the immediate trend status undefined within the scope of available data. Regarding short-term momentum indicators such as the Relative Strength Index (RSI), no specific values are supplied for analysis. Without a calculated RSI reading, one cannot infer whether the asset is experiencing overbought conditions, oversold states, or neutral momentum in the near term. The technical picture remains incomplete due to the lack of supporting metrics that typically accompany raw price figures in comprehensive market analyses. This summary reflects only the factual limitation imposed by providing a single price value without accompanying trend data or oscillator readings. Readers are encouraged to consult full historical datasets and standard moving average calculations to evaluate potential directional bias or momentum shifts independently, as the current information does not support definitive conclusions regarding future price behavior or optimal entry strategies.
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 |
|---|---|---|
| 2026-03-30 | $500.0000 | 0.0% |
| 2025-09-29 | $500.0000 | 0.0% |
| 2025-03-28 | $500.0000 | 0.0% |
| 2024-09-27 | $500.0000 | 0.0% |
| 2024-03-28 | $500.0000 | +11.1% |
| 2023-09-28 | $450.0000 | 0.0% |
| 2023-03-30 | $450.0000 | 0.0% |
| 2022-09-29 | $450.0000 | 0.0% |
| 2022-03-30 | $450.0000 | +50.0% |
| 2021-09-29 | $300.0000 | 0.0% |
| 2021-03-30 | $300.0000 | +50.0% |
| 2020-09-29 | $200.0000 | 0.0% |
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 JP3162600005 shares regardless of JP3162600005's individual fundamentals. We estimate $445M of passive capital is structurally linked to JP3162600005 through 7 tracked ETFs. Passive flows have a limited but growing influence on JP3162600005's daily trading dynamics.
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 JP3162600005 to visualize passive redemption contagion across ETFs and collateral stocks.
If JP3162600005 (JP3162600005) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies ABB Ltd (CH0012221716) as the most exposed collateral stock, sharing 5 ETFs with JP3162600005. 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.
JP3162600005 Ownership Dynamics
Passive funds hold 1 in every 56 JP3162600005 shares, reducing daily market volatility.
JP3162600005 (JP3162600005) exerts measurable gravity on the passive index market, currently representing 4.5% of the Global X Robotics & Artificial Intelligence ETF (BOTZ) and 0.1% of the iShares MSCI EAFE ETF (EFA). Across 7 tracked ETFs, approximately 1M shares (1.8% 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 JP3162600005 Exposure
Float lock-up computed from 7 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
JP3162600005 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 JP3162600005 over the past year sits near $52530.70 (15% of 252-day volume). The current price of $64620.00 trades 23.0% 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 (15% 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.
JP3162600005 Capital Efficiency
How efficiently does JP3162600005 convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
JP3162600005 converts 36% of its EBITDA into free cash flow, a moderate conversion rate — significant EBITDA is consumed by capital expenditures, working capital changes, or interest payments. The 64% reinvestment rate signals aggressive capacity expansion. However, the ROIC-WACC spread is negative (-1.0%), 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.
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 | |
| JP3932000007 | 0.739 | 0.689 | High co-movement |
| JP3802400006 | 0.724 | 0.692 | High co-movement |
| JP3236200006 | 0.630 | 0.625 | Moderate |
| JP3197800000 | 0.602 | 0.601 | Moderate |
| JP3497400006 | 0.521 | 0.619 | Moderate |
| TW0002330008 | 0.491 | 0.594 | Moderate |
| KR7005930003 | 0.437 | 0.484 | Moderate |
| KR7000660001 | 0.399 | 0.422 | Moderate |
| CH0012221716 | 0.338 | 0.299 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare JP3162600005 to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-04.
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.