KNX (KNX)
Quantitative Summary
DeterministicFinancial health is average: Piotroski 5/9, Altman Z 2.1.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe capital allocation efficiency for KNX is severely compromised, evidenced by a return on invested capital of 1.9% that falls drastically short of the 10.4% weighted average cost of capital, resulting in an -8.6% spread indicative of value destruction rather than wealth creation. While earnings quality metrics present conflicting signals—a Piotroski F-Score of 5/9 suggesting moderate financial strength alongside a robust Beneish M-Score of -3.42 that implies low manipulation risk—the DuPont components reveal weak operational leverage, as razor-thin net margins at 0.9% and modest gross margins of 14.0% constrain profitability despite negligible revenue growth of 0.8%. The Altman Z-Score of 2.1 places the entity in a zone approaching distress territory, highlighting fragility that contrasts sharply with the superficial stability suggested by the earnings quality score.
Valuation metrics indicate a profound disconnect between current market pricing and intrinsic value estimates derived from discounted cash flow analysis. Trading at a forward P/E multiple of 136.0x, the stock commands a premium significantly detached from historical norms and sector averages, suggesting the market is pricing in aggressive growth assumptions that have not materialized given the stagnant revenue trajectory. This exorbitant valuation stands in stark contrast to a DCF model implying a fair value of $19, creating a substantial downside gap if future cash flows fail to accelerate materially or if margin expansion does not occur rapidly enough to justify current entry prices.
The risk-reward profile appears skewed heavily toward capital preservation concerns given the negative ROIC-WACC spread and proximity to insolvency thresholds indicated by the Altman Z-Score. Although insider activity, Fama-French alpha data, or specific sector tailwinds are absent from the provided dataset to offer a counterbalance, the fundamental economics suggest that any near-term upside would require a structural shift in operating leverage or margin expansion not currently supported by the income statement. Investors must weigh whether the current multiple reflects an error in consensus growth expectations or a speculative bet on future operational transformation that has yet to be validated by cash flow generation.
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.
Sensitivity Matrix
| TG ↓ / WACC → | 8.4% | 10.4% | 12.4% |
|---|---|---|---|
| 2% | $24 | $17 | $12 |
| 3% | $29 | $19 | $13 |
| 4% | $35 | $22 | $15 |
Center = base case. Green = >10% upside, Red = >10% downside vs $77.62.
Pre-computed DCF: WACC=10.4%, terminal growth 3%. Fair value $19 (+0.0%). Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedKNX is currently trading at $70.12, a level that requires contextualization against its moving average envelope to assess relative value. Without specific data points for the upper and lower bounds of this statistical channel, it remains unclear whether the current price sits near the mean, stretched toward an extreme, or compressed within a tight range. If the market is trading significantly above the historical average line, the setup might suggest elevated volatility with potential pressure to revert downward toward equilibrium over time. Conversely, if prices are hovering below the central tendency, there could be latent momentum pushing upward as statistical norms reassert themselves. The absence of defined envelope boundaries prevents a definitive conclusion on mean-reversion probabilities at this specific moment. Technical analysis relies heavily on the relationship between current valuation and recent historical averages to gauge whether an asset is overextended or undervalued relative to its own recent performance trajectory. Until the precise position within the SMA band is established, any assertion regarding imminent price correction or continuation remains speculative rather than factual. Traders must await further data points that clarify where $70.12 falls in relation to these dynamic support and resistance levels derived from moving averages before forming a view on potential reversal patterns.
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 |
|---|---|---|
| 2026-03-06 | $0.2000 | +11.1% |
| 2025-12-05 | $0.1800 | 0.0% |
| 2025-09-05 | $0.1800 | 0.0% |
| 2025-06-09 | $0.1800 | 0.0% |
| 2025-03-07 | $0.1800 | +12.5% |
| 2024-12-06 | $0.1600 | 0.0% |
| 2024-09-06 | $0.1600 | 0.0% |
| 2024-06-10 | $0.1600 | 0.0% |
| 2024-03-07 | $0.1600 | +14.3% |
| 2023-12-07 | $0.1400 | 0.0% |
| 2023-09-07 | $0.1400 | 0.0% |
| 2023-06-08 | $0.1400 | 0.0% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
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.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like XTN or MDYV, the fund manager is mechanically forced to buy or sell KNX shares regardless of KNX's individual fundamentals. We estimate $656M of passive capital is structurally linked to KNX through 8 tracked ETFs. Passive flows have a limited but growing influence on KNX's daily trading dynamics.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in KNX to visualize passive redemption contagion across ETFs and collateral stocks.
If KNX (KNX) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies RXO INC (RXO) as the most exposed collateral stock, sharing 1 ETFs with KNX. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 15 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
KNX Ownership Dynamics
Passive funds hold 1 in every 16 KNX shares, reducing daily market volatility.
KNX (KNX) exerts measurable gravity on the passive index market, currently representing 2.9% of the XTN (XTN) and 0.7% of the MDYV (MDYV). Across 15 tracked ETFs, approximately 10M shares (6.4% 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 KNX Exposure
Float lock-up computed from 15 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
KNX 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 KNX over the past year sits near $43.42 (19% of 252-day volume). The current price of $77.62 trades 78.7% 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 (19% 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.
KNX Capital Efficiency
How efficiently does KNX convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
KNX converts 44% of its EBITDA into free cash flow, a healthy conversion rate indicating efficient capital management — the business generates substantial cash after reinvestment. The 56% reinvestment rate signals aggressive capacity expansion. However, the ROIC-WACC spread is negative (-8.6%), 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.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-07 | 3 | $64.27 | $192.81 |
| 2026-05-06 | 11,803 | $61.62 | $727,300.86 |
| 2026-05-05 | 25 | $62.14 | $1,553.5 |
| 2026-04-27 | 218 | $65.20 | $14,213.6 |
| 2026-04-23 | 859 | $63.98 | $54,958.82 |
| 2026-03-23 | 354 | $53.28 | $18,861.12 |
| 2026-03-19 | 105 | $52.90 | $5,554.5 |
| 2026-03-12 | 316 | $55.73 | $17,610.68 |
| 2026-03-06 | 30,115 | $61.01 | $1.8M |
| 2026-03-05 | 887 | $63.50 | $56,324.5 |
| 2026-03-02 | 14 | $62.92 | $880.88 |
| 2026-02-27 | 843 | $61.70 | $52,013.1 |
| 2026-02-26 | 13 | $58.72 | $763.36 |
| 2026-02-25 | 1,305 | $60.23 | $78,600.15 |
| 2026-02-24 | 1,329 | $59.20 | $78,676.8 |
| 2026-02-06 | 15 | $59.16 | $887.4 |
| 2026-01-26 | 102 | $56.95 | $5,808.9 |
| 2026-01-23 | 337 | $59.44 | $20,031.28 |
| 2026-01-05 | 85 | $52.23 | $4,439.55 |
| 2025-12-01 | 20,000 | $45.80 | $916,000 |
| 2025-11-12 | 234,113 | $44.34 | $10.4M |
| 2025-11-06 | 8 | $44.58 | $356.64 |
| 2025-11-05 | 21 | $44.79 | $940.59 |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Compare KNX 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.