NL0009538784 (NL0009538784)
Quantitative Summary
DeterministicFinancial health is average: Piotroski 5/9, Altman Z 2.9. DCF fair value of $43 implies 79% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe capital allocation efficiency for this entity presents a structural challenge, evidenced by an ROIC-WACC spread of -1.2%, indicating that current investments are destroying value relative to the cost of capital despite robust profitability metrics like a 54.7% gross margin and 16.5% net margin. While the DuPont decomposition suggests strong operational leverage through high margins rather than turnover or financial leverage, fundamental stability indicators show mixed signals; the company maintains a moderate Piotroski F-Score of 5/9 and an Altman Z-Score of 2.9 that borders on distress territory, yet the low Beneish M-Score of -2.57 strongly corroborates earnings quality with no signs of manipulation. This divergence between high-quality profit generation and negative capital returns is further complicated by a contraction in revenue growth of -2.7% year-over-year, suggesting an inability to sustain top-line expansion even as margins remain elevated.
Valuation metrics reveal significant dislocation from intrinsic value assumptions derived from cash flow modeling. The current P/E multiple of 25.7x sits merely 1% below its five-year historical average and aligns closely with sector norms, yet this premium pricing conflicts sharply with a DCF-derived fair value that implies -79.5% downside potential based on an assumed ten-year free cash flow growth rate of 16.2%. The market appears to be pricing in aggressive future expansion that may not materialize given the recent revenue contraction and negative capital efficiency, creating a scenario where current equity valuations are detached from fundamental earnings power and projected cash generation capabilities.
Risk-adjusted performance data further complicates the investment thesis, highlighting substantial underperformance relative to standard factor benchmarks. The stock exhibits a Fama-French annual alpha of -7.08%, signaling consistent failure to generate excess returns after adjusting for market risk, while simultaneously displaying a Value Factor (HML) tilt of -0.255 and a Profitability Factor (RMW) score of 0.107 that confirms its classification as a growth-oriented security with weak value characteristics. These factor tilts suggest the asset has historically struggled to deliver returns consistent with either value or profitability screens, leaving investors exposed to potential downside if the implied high-growth narrative fails to align with actual cash flow trajectories.
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 -3% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 10.1% | 12.1% | 14.1% |
|---|---|---|---|
| 2% | $54 | $38 | $27 |
| 3% | $62 | $43 | $30 |
| 4% | $73 | $49 | $34 |
Center = base case. Green = >10% upside, Red = >10% downside vs $323.62.
Pre-computed DCF: WACC=12.1%, terminal growth 3%. Fair value $43 (-79.5%). Not investment advice.
Price Chart with Moving Averages
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 |
|---|---|---|
| 2026-03-25 | $1.0140 | 0.0% |
| 2025-12-10 | $1.0140 | 0.0% |
| 2025-09-17 | $1.0140 | 0.0% |
| 2025-06-25 | $1.0140 | 0.0% |
| 2025-03-19 | $1.0140 | 0.0% |
| 2024-12-05 | $1.0140 | 0.0% |
| 2024-09-12 | $1.0140 | 0.0% |
| 2024-06-13 | $1.0140 | 0.0% |
| 2024-03-20 | $1.0140 | 0.0% |
| 2023-12-12 | $1.0140 | 0.0% |
| 2023-09-12 | $1.0140 | 0.0% |
| 2023-06-13 | $1.0140 | 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 SOXX or MOAT, the fund manager is mechanically forced to buy or sell NL0009538784 shares regardless of NL0009538784's individual fundamentals. We estimate $2.7B of passive capital is structurally linked to NL0009538784 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 NL0009538784 to visualize passive redemption contagion across ETFs and collateral stocks.
If NL0009538784 (NL0009538784) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies NVIDIA Corp (NVDA) as the most exposed collateral stock, sharing 2 ETFs with NL0009538784. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 10 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
NL0009538784 Ownership Dynamics
Passive funds hold 1 in every 22 NL0009538784 shares, reducing daily market volatility.
NL0009538784 (NL0009538784) exerts measurable gravity on the passive index market, currently representing 4.4% of the iShares Semiconductor ETF (SOXX) and 2.3% of the MOAT (MOAT). Across 10 tracked ETFs, approximately 12M shares (4.6% 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 NL0009538784 Exposure
Float lock-up computed from 10 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
NL0009538784 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 NL0009538784 over the past year sits near $224.89 (23% of 252-day volume). The current price of $323.62 trades 43.9% 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 (23% 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.
NL0009538784 Capital Efficiency
How efficiently does NL0009538784 convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
NL0009538784 converts 58% of its EBITDA into free cash flow, a healthy conversion rate indicating efficient capital management — the business generates substantial cash after reinvestment. However, the ROIC-WACC spread is negative (-1.2%), 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 | |
| NXPI | 0.996 | 0.991 | High co-movement |
| MCHP | 0.793 | 0.845 | High co-movement |
| ADI | 0.781 | 0.758 | High co-movement |
| ON | 0.757 | 0.784 | High co-movement |
| TXN | 0.718 | 0.759 | High co-movement |
| QCOM | 0.666 | 0.638 | Moderate |
| MPWR | 0.658 | 0.609 | Moderate |
| POWI | 0.637 | 0.573 | Moderate |
| DD | 0.599 | 0.522 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare NL0009538784 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.