MC (MC)
Quantitative Summary
DeterministicFinancial health metrics are strong: Piotroski 8/9, Altman Z 3.3 (above 3.0 safe zone threshold). DCF fair value of $121 implies 87% upside from current prices based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of MC demonstrate robust capital efficiency, evidenced by an ROIC-WACC spread of 7.2%, indicating the company generates returns significantly above its cost of capital. This strong performance is driven primarily by high net margins at 15.4% and aggressive leverage via a 2.56x equity multiplier rather than operational velocity, as asset turnover sits modestly at 0.87x within a DuPont ROE framework yielding 34.2%. Qualitative risk assessments reinforce this structural strength; the firm posts an exceptional Piotroski F-Score of 8/9 and a highly negative Beneish M-Score of -2.98, signaling low earnings manipulation risk despite an Altman Z-Score hovering near distress territory at 2.9.
Valuation metrics present a divergence between current pricing and modeled intrinsic value, with the stock trading at a P/E multiple of 21.4x against a DCF-derived fair value of $120, implying substantial upside potential based on those assumptions. However, this valuation gap relies heavily on an implied free cash flow growth rate of only 3.7% over ten years to reach that target, suggesting the market may already be pricing in significant expansion given the current revenue trajectory of 27.0%. The stock exhibits a clear value tilt with a HML factor score of 0.611 and trades at a premium relative to historical norms, though profitability alpha remains neutral at -0.099.
Risk-reward dynamics are further complicated by conflicting signals regarding ownership sentiment and risk-adjusted returns. While the Fama-French annualized alpha stands positive at 1.77%, indicating outperformance on a risk-factor basis over the measured period, insider activity has been bearish with $172,066 in net selling recorded over the last ninety days. This combination of strong fundamental metrics and low manipulation probability contrasts sharply with recent internal capital distribution, suggesting investors must weigh the attractive valuation spread against potential information asymmetry reflected in executive transactions.
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 27% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 13.5% | 15.5% | 17.5% |
|---|---|---|---|
| 2% | $137 | $115 | $98 |
| 3% | $146 | $121 | $103 |
| 4% | $158 | $128 | $108 |
Center = base case. Green = >10% upside, Red = >10% downside vs $69.25.
Pre-computed DCF: WACC=15.5%, terminal growth 3%. Fair value $121 (+87.2%). Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current price of $63.04 for MC serves as the baseline for evaluating its technical posture, though specific moving average data is absent from the provided dataset to determine precise trend alignment. Without explicit values for short-term or long-term averages such as the 50-day or 200-day lines, it remains impossible to confirm whether the asset is trading above or below these critical benchmarks that typically signal bullish or bearish momentum. Consequently, any assertion regarding a sustained uptrend or downtrend relies on assumptions rather than verified comparative data points necessary for a definitive trend analysis. Regarding short-term momentum indicators, the Relative Strength Index (RSI) figures are not included in the supplied information, leaving an incomplete picture of immediate market sentiment. In standard technical frameworks, RSI readings above 70 often suggest overbought conditions while values below 30 might indicate oversold states; however, without these specific metrics for MC, no conclusion can be drawn about whether recent price action is driven by strong buying pressure or potential exhaustion. The available data point of $63.04 isolates the current valuation but lacks the contextual layers required to synthesize a comprehensive view of directional strength or cyclical positioning based on momentum theories.
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-05-11 | $0.6500 | 0.0% |
| 2026-02-17 | $0.6500 | 0.0% |
| 2025-11-10 | $0.6500 | 0.0% |
| 2025-08-04 | $0.6500 | 0.0% |
| 2025-05-05 | $0.6500 | 0.0% |
| 2025-02-18 | $0.6500 | +8.3% |
| 2024-11-04 | $0.6000 | 0.0% |
| 2024-08-05 | $0.6000 | 0.0% |
| 2024-05-03 | $0.6000 | 0.0% |
| 2024-02-16 | $0.6000 | 0.0% |
| 2023-11-10 | $0.6000 | 0.0% |
| 2023-08-04 | $0.6000 | 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 VGK or VEA, the fund manager is mechanically forced to buy or sell MC shares regardless of MC's individual fundamentals. We estimate $4.3B of passive capital is structurally linked to MC through 8 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 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in MC to visualize passive redemption contagion across ETFs and collateral stocks.
If MC (MC) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies ASML Holding NV (ASML) as the most exposed collateral stock, sharing 3 ETFs with MC. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 18 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
MC Ownership Dynamics
Passive funds hold 1 in every 6 MC shares, reducing daily market volatility.
MC (MC) exerts notable gravity on the passive index market, currently representing 0.9% of the VGK (VGK) and 0.4% of the Vanguard FTSE Developed Markets Index Fund ETF Shares (VEA). Across 18 tracked ETFs, approximately 12M shares (16.4% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.
ETFs with Highest MC Exposure
Float lock-up computed from 18 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
MC 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 MC over the past year sits near $68.87 (11% of 252-day volume). The current price of $69.25 trades 0.6% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target.
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.
MC Capital Efficiency
How efficiently does MC convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
MC converts 189% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. The positive ROIC-WACC spread of 7.3% confirms that reinvested capital creates 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 |
|---|---|---|---|
| 2026-05-13 | 5,746 | $63.97 | $367,571.62 |
| 2026-05-11 | 2,680 | $65.08 | $174,414.4 |
| 2026-05-01 | 20,002 | $65.12 | $1.3M |
| 2026-04-14 | 8 | $64.60 | $516.8 |
| 2026-04-13 | 13 | $63.04 | $819.52 |
| 2026-04-10 | 875 | $62.77 | $54,923.75 |
| 2026-04-09 | 65 | $61.49 | $3,996.85 |
| 2026-03-27 | 387 | $55.44 | $21,455.28 |
| 2026-03-26 | 71 | $55.30 | $3,926.3 |
| 2026-03-23 | 61 | $53.98 | $3,292.78 |
| 2026-03-12 | 50,605 | $55.00 | $2.8M |
| 2026-03-06 | 8 | $58.22 | $465.76 |
| 2026-03-05 | 3 | $59.59 | $178.77 |
| 2026-03-04 | 3 | $58.63 | $175.89 |
| 2026-02-26 | 1,787 | $62.72 | $112,080.64 |
| 2026-02-19 | 11,299 | $63.89 | $721,893.11 |
| 2026-02-12 | 2,022 | $69.07 | $139,659.54 |
| 2026-02-11 | 2,097 | $72.84 | $152,745.48 |
| 2026-02-06 | 42,973 | $71.68 | $3.1M |
| 2026-02-04 | 57 | $69.38 | $3,954.66 |
| 2026-01-12 | 2,219 | $74.58 | $165,493.02 |
| 2026-01-05 | 56 | $71.22 | $3,988.32 |
| 2025-12-24 | 5,911 | $70.39 | $416,075.29 |
| 2025-12-22 | 5,483 | $70.03 | $383,974.49 |
| 2025-12-19 | 3,479 | $70.05 | $243,703.95 |
| 2025-12-15 | 22,541 | $69.75 | $1.6M |
| 2025-12-12 | 134 | $70.98 | $9,511.32 |
| 2025-11-05 | 394 | $62.14 | $24,483.16 |
| 2025-10-30 | 89 | $66.84 | $5,948.76 |
| 2025-10-29 | 8,905 | $71.33 | $635,193.65 |
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.
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 | |
| KEY | 0.751 | 0.710 | High co-movement |
| MS | 0.734 | 0.733 | High co-movement |
| CFG | 0.723 | 0.683 | High co-movement |
| BX | 0.720 | 0.648 | High co-movement |
| PNC | 0.707 | 0.634 | High co-movement |
| BLK | 0.703 | 0.702 | High co-movement |
| USB | 0.703 | 0.655 | High co-movement |
| ASB | 0.701 | 0.659 | High co-movement |
| FULT | 0.695 | 0.658 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare MC 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.