JP3197800000 (JP3197800000)
Quantitative Summary
DeterministicFinancial health is average: Piotroski 6/9, Altman Z 2.9. DCF fair value of $473 implies 90% 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 significant structural challenge, as the return on invested capital of 4.0% falls substantially below the weighted average cost of capital at 10.3%, resulting in an ROIC-WACC spread of -6.3%. This negative spread indicates that current operations are eroding shareholder value rather than generating excess returns. While profitability factors like a robust RMW score and high gross margins of 44.5% suggest operational pricing power, this is offset by declining revenue growth of -2.1% year-over-year and thin net margins at just 2.0%. The balance sheet stability appears moderate given an Altman Z-Score of 2.9, yet the Piotroski F-Score of 6/9 signals that fundamental deterioration may be underway despite avoiding immediate distress thresholds.
Valuation metrics reflect a severe disconnect between current market pricing and intrinsic value estimates derived from cash flow models. The stock trades at a forward P/E of 32.2x, which represents a 56% discount to its five-year historical average but remains elevated relative to implied fundamentals when weighed against the negative ROIC-WACC spread. A discounted cash flow analysis places the fair value at $473, implying a staggering -90.2% downside from current levels if future free cash flows materialize according to the model's 10-year growth assumption of 35.0%. This massive valuation gap suggests the market is pricing in aggressive growth expectations that are currently unsupported by declining top-line revenue and poor capital efficiency, creating a scenario where even modest execution misses could trigger further repricing.
Risk-adjusted performance indicators highlight significant underperformance relative to factor benchmarks over time. The annual Fama-French alpha of -5.94% demonstrates consistent failure to outperform the risk-free rate after adjusting for market exposure and size factors. Although the profitability factor (RMW) shows a positive contribution of 0.132, indicating strong earnings quality within that specific dimension, this is neutralized by a negative value factor score of -0.075, suggesting the stock does not trade at a discount relative to other value stocks. The combination of deep valuation gaps and persistent alpha drag suggests high uncertainty regarding whether future cash flows can justify current multiples or if the asset faces prolonged periods of underperformance.
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 → | 8.3% | 10.3% | 12.3% |
|---|---|---|---|
| 2% | $536 | $445 | $389 |
| 3% | $591 | $473 | $406 |
| 4% | $673 | $511 | $427 |
Center = base case. Green = >10% upside, Red = >10% downside vs $5829.00.
Pre-computed DCF: WACC=10.3%, terminal growth 3%. Fair value $473 (-90.2%). Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current trading price of $5,480.00 establishes a specific market level that requires comparison against established moving averages to determine the prevailing trend direction. Without explicit values for short-term or long-term moving averages in the provided dataset, it is impossible to definitively state whether the asset is technically positioned above or below these dynamic support and resistance lines at this exact moment. Consequently, the broader trend status remains indeterminate based solely on the single price point offered, as momentum analysis fundamentally relies on the relationship between current pricing and historical average movements over defined periods. Regarding short-term momentum indicators such as the Relative Strength Index (RSI), no specific data points or calculated values were supplied to gauge potential overbought or oversold conditions. In the absence of RSI readings, there is insufficient information to assess whether immediate buying pressure has peaked or if selling exhaustion might be approaching near-term thresholds. A complete technical picture typically integrates price action with these oscillators to identify divergences or confirmations of trend strength, but such a synthesis cannot occur here due to data limitations. The available figures provide only the absolute valuation without context regarding velocity or relative positioning necessary for a comprehensive momentum assessment.
Quant Health Deep Dive
Profitability & Value Creation
⚠️ Dividend consumes >80% of FCF — sustainability risk.
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 | $52.0000 | 0.0% |
| 2025-09-29 | $52.0000 | 0.0% |
| 2025-03-28 | $52.0000 | 0.0% |
| 2024-09-27 | $52.0000 | 0.0% |
| 2024-03-28 | $52.0000 | 0.0% |
| 2023-09-28 | $52.0000 | +6.1% |
| 2023-03-30 | $49.0000 | 0.0% |
| 2022-09-29 | $49.0000 | +6.5% |
| 2022-03-30 | $46.0000 | 0.0% |
| 2021-09-29 | $46.0000 | +9.5% |
| 2021-03-30 | $42.0000 | 0.0% |
| 2020-09-29 | $42.0000 | 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 SCHF, the fund manager is mechanically forced to buy or sell JP3197800000 shares regardless of JP3197800000's individual fundamentals. We estimate $121M of passive capital is structurally linked to JP3197800000 through 4 tracked ETFs. Passive flows have a limited but growing influence on JP3197800000'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 JP3197800000 to visualize passive redemption contagion across ETFs and collateral stocks.
If JP3197800000 (JP3197800000) 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 4 ETFs with JP3197800000. 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.
JP3197800000 Ownership Dynamics
Passive funds hold 1 in every 46 JP3197800000 shares, reducing daily market volatility.
JP3197800000 (JP3197800000) exerts measurable gravity on the passive index market, currently representing 2.5% of the Global X Robotics & Artificial Intelligence ETF (BOTZ) and 0.0% of the SCHF (SCHF). Across 4 tracked ETFs, approximately 4M shares (2.2% 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 JP3197800000 Exposure
Float lock-up computed from 4 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
JP3197800000 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 JP3197800000 over the past year sits near $3812.34 (27% of 252-day volume). The current price of $5829.00 trades 52.9% 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 (27% 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.
JP3197800000 Capital Efficiency
How efficiently does JP3197800000 convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
JP3197800000 converts 8% of its EBITDA into free cash flow, a low conversion rate suggesting heavy reinvestment. This may indicate a growth phase (building capacity) or structural capital intensity. The 92% reinvestment rate signals aggressive capacity expansion. However, the ROIC-WACC spread is negative (-6.3%), 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 | 0.641 | 0.563 | Moderate |
| JP3802400006 | 0.637 | 0.553 | Moderate |
| JP3236200006 | 0.608 | 0.547 | Moderate |
| JP3162600005 | 0.602 | 0.601 | Moderate |
| JP3497400006 | 0.522 | 0.564 | Moderate |
| TW0002330008 | 0.410 | 0.453 | Moderate |
| KR7005930003 | 0.333 | 0.392 | Moderate |
| KR7000660001 | 0.332 | 0.323 | Moderate |
| CH0012221716 | 0.323 | 0.247 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare JP3197800000 to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
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.