JP3236200006 (JP3236200006)
Quantitative Summary
DeterministicFinancial health is average: Piotroski 5/9, Altman Z 53.0. DCF fair value of $42633 implies 33% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe company demonstrates robust fundamental economics characterized by exceptional profitability, evidenced by a net margin of 37.6% and an impressive gross margin expansion to 83.8%. This high-margin profile is underpinned by a return on invested capital (ROIC) of 13.9%, which suggests efficient capital allocation relative to the cost of equity, though the specific WACC spread remains unquantified in the provided dataset. Financial stability appears moderate; while the Altman Z-Score of 53.0 indicates a low probability of distress, the Piotroski F-Score of 5/9 reflects an average financial strength with no clear trend toward improvement or deterioration based on the available metrics.
Valuation analysis reveals that current multiples are trading in line with historical norms and sector expectations, as the present P/E ratio of 37.0x sits precisely at its five-year average of 36.9x. However, discounted cash flow modeling suggests a significant divergence between market pricing and intrinsic value; the DCF fair value implies a -31.7% downside to current levels, indicating that the market may be pricing in aggressive future growth assumptions not fully supported by historical performance or implied free cash flow trajectories of 15.4% over ten years.
Risk-adjusted return metrics present an interesting nuance despite neutral factor exposures. The stock exhibits a positive Fama-French alpha of 1.14%, suggesting it has generated excess returns relative to its risk profile, even as Value (HML) and Profitability (RMW) factors remain statistically neutral at 0.013 and 0.004 respectively. This combination points to performance driven by idiosyncratic alpha rather than broad factor tilts, yet the substantial DCF discount serves as a critical counterweight that investors must reconcile with their growth expectations before drawing conclusions on total return potential.
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 10% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 8% | 10% | 12% |
|---|---|---|---|
| 2% | $51388 | $38525 | $30841 |
| 3% | $59641 | $42633 | $33220 |
| 4% | $72021 | $48111 | $36193 |
Center = base case. Green = >10% upside, Red = >10% downside vs $79740.00.
Pre-computed DCF: WACC=10.0%, terminal growth 3%. Fair value $42633 (-33.0%). Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current trading price of $79,370.00 for JP3236200006 establishes a specific point within its historical volatility range relative to the Simple Moving Average envelope, though precise band boundaries are not provided in this dataset. Without explicit upper or lower limit values defining the mean-reversion corridor, it is impossible to determine definitively whether this price represents an overextended condition ripe for correction or a consolidation phase near equilibrium. The absence of comparative SMA data prevents any assessment of momentum divergence or convergence that typically signals potential reversals toward the average. In the context of relative value analysis, the significance of this $79,370.00 level hinges entirely on its proximity to dynamic support and resistance zones derived from moving averages. If this figure sits at an extreme edge of a standard deviation band, it suggests heightened probability of a mean-reversion event where price action might drift back toward the central tendency over time. Conversely, if the price remains comfortably within the envelope's core, the market may be exhibiting sustained trend behavior rather than oscillatory patterns. Ultimately, interpreting this snapshot requires external calibration against specific moving average parameters to gauge the true distance from statistical norms. The data indicates a static position that demands further context regarding volatility metrics and timeframe-specific averages before any conclusion can be drawn about future directional bias or potential reversion to the mean.
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 |
|---|---|---|
| 2026-03-18 | $275.0000 | 0.0% |
| 2025-09-18 | $275.0000 | +57.1% |
| 2025-03-18 | $175.0000 | 0.0% |
| 2024-09-19 | $175.0000 | +16.7% |
| 2024-03-18 | $150.0000 | 0.0% |
| 2023-09-19 | $150.0000 | 0.0% |
| 2023-03-17 | $150.0000 | 0.0% |
| 2022-09-16 | $150.0000 | +50.0% |
| 2022-03-17 | $100.0000 | 0.0% |
| 2021-09-16 | $100.0000 | 0.0% |
| 2021-03-18 | $100.0000 | 0.0% |
| 2020-09-17 | $100.0000 | 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 JP3236200006 shares regardless of JP3236200006's individual fundamentals. We estimate $1.2B of passive capital is structurally linked to JP3236200006 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 JP3236200006 to visualize passive redemption contagion across ETFs and collateral stocks.
If JP3236200006 (JP3236200006) 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 JP3236200006. 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.
JP3236200006 Ownership Dynamics
Passive funds hold 1 in every 75 JP3236200006 shares, reducing daily market volatility.
JP3236200006 (JP3236200006) exerts measurable gravity on the passive index market, currently representing 6.4% of the Global X Robotics & Artificial Intelligence ETF (BOTZ) and 0.3% of the iShares MSCI EAFE ETF (EFA). Across 7 tracked ETFs, approximately 3M shares (1.3% 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 JP3236200006 Exposure
Float lock-up computed from 7 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
JP3236200006 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 JP3236200006 over the past year sits near $55384.22 (28% of 252-day volume). The current price of $79740.00 trades 44.0% 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 (28% 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.
JP3236200006 Capital Efficiency
How efficiently does JP3236200006 convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
JP3236200006 converts 70% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag.
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 | 0.655 | 0.599 | Moderate |
| JP3802400006 | 0.650 | 0.553 | Moderate |
| JP3162600005 | 0.630 | 0.625 | Moderate |
| JP3197800000 | 0.608 | 0.547 | Moderate |
| JP3497400006 | 0.514 | 0.468 | Moderate |
| TW0002330008 | 0.466 | 0.537 | Moderate |
| CH0012221716 | 0.454 | 0.398 | Moderate |
| KR7000660001 | 0.404 | 0.434 | Moderate |
| KR7005930003 | 0.352 | 0.404 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare JP3236200006 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.