VCYT (VCYT)
Quantitative Summary
DeterministicFinancial health metrics are strong: Piotroski 8/9, Altman Z 15.9 (above 3.0 safe zone threshold). Near modeled fair value — DCF estimates $31 (-4%).
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe company demonstrates a stark divergence between its operational momentum and capital efficiency. While the Piotroski F-Score of 8/9 and Beneish M-Score of -2.68 signal robust financial strength with minimal earnings manipulation risk, the core economic engine is underperforming relative to its cost of capital. The ROIC-WACC spread stands at a negative 12.6%, indicating that current investments are destroying value despite high gross margins of 70.1% and accelerating revenue growth of 16.0%. This inefficiency suggests that the DuPont drivers, likely leveraging margin expansion or turnover, have not yet compensated for the elevated WACC of 16.6%, resulting in an ROIC of only 4.0%.
Valuation metrics reflect this tension between high-growth expectations and weak profitability fundamentals. Trading at a P/E multiple of 41.2x, which represents a 16% premium over its five-year average but remains elevated relative to the implied growth required for value creation. A DCF analysis places fair value at $31 with an upside of -3.8%, suggesting the market is currently pricing in aggressive future performance that may not align with current capital efficiency. The negative Profitability Factor (RMW) score of -0.847 further underscores that, despite revenue expansion, the firm's ability to generate excess returns on equity remains a significant headwind against its high cost of funds.
Risk-adjusted return profiles present an intriguing anomaly given the Fama-French Alpha of 22.03%, which indicates strong historical outperformance independent of market factors. However, this alpha is counterbalanced by a negative Value Factor (HML) tilt of -0.692 and weak profitability signals that typically drag on long-term risk-adjusted returns in factor-based models. The confluence of high valuation multiples, capital destruction metrics, and specific factor underperformance suggests the current price embeds significant optimism regarding future margin expansion or leverage increases necessary to close the ROIC-WACC gap.
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 16% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 14.6% | 16.6% | 18.6% |
|---|---|---|---|
| 2% | $35 | $30 | $26 |
| 3% | $37 | $31 | $27 |
| 4% | $39 | $33 | $28 |
Center = base case. Green = >10% upside, Red = >10% downside vs $47.80.
Pre-computed DCF: WACC=16.6%, terminal growth 3%. Fair value $31 (-3.8%). Not investment advice.
Price Chart with Moving Averages
Quant Health Deep Dive
Profitability & Value Creation
Balance Sheet Health
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. 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 ARKG or ARKK, the fund manager is mechanically forced to buy or sell VCYT shares regardless of VCYT's individual fundamentals. We estimate $305M of passive capital is structurally linked to VCYT through 8 tracked ETFs. Passive flows have a limited but growing influence on VCYT'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 VCYT to visualize passive redemption contagion across ETFs and collateral stocks.
If VCYT (VCYT) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies CRISPR THERAPEUTICS AG (CRSP) as the most exposed collateral stock, sharing 3 ETFs with VCYT. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 9 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
VCYT Ownership Dynamics
Passive funds hold 1 in every 10 VCYT shares, reducing daily market volatility.
VCYT (VCYT) exerts measurable gravity on the passive index market, currently representing 3.4% of the ARK Genomic Revolution ETF (ARKG) and 1.2% of the ARK Innovation ETF (ARKK). Across 9 tracked ETFs, approximately 8M shares (9.7% 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 VCYT Exposure
Float lock-up computed from 9 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
VCYT 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 VCYT over the past year sits near $33.15 (9% of 252-day volume). The current price of $47.80 trades 44.2% 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.
VCYT Capital Efficiency
How efficiently does VCYT convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
VCYT converts 141% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. However, the ROIC-WACC spread is negative (-12.6%), 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 |
|---|---|---|---|
| 2026-05-14 | 13 | $38.25 | $497.25 |
| 2026-05-08 | 116,620 | $40.76 | $4.8M |
| 2026-05-01 | 5,139 | $32.92 | $169,175.88 |
| 2026-04-30 | 18 | $31.78 | $572.04 |
| 2026-04-22 | 556 | $33.51 | $18,631.56 |
| 2026-04-21 | 3,005 | $33.45 | $100,517.25 |
| 2026-04-17 | 307 | $33.03 | $10,140.21 |
| 2026-04-10 | 1,440 | $31.35 | $45,144 |
| 2026-03-26 | 9,527 | $32.79 | $312,390.33 |
| 2026-03-23 | 2,159 | $31.84 | $68,742.56 |
| 2026-03-20 | 237 | $32.78 | $7,768.86 |
| 2026-03-19 | 10 | $33.28 | $332.8 |
| 2026-03-18 | 9,729 | $33.48 | $325,726.92 |
| 2026-03-13 | 23 | $30.93 | $711.39 |
| 2026-03-06 | 4,154 | $34.68 | $144,060.72 |
| 2026-03-03 | 8,368 | $36.01 | $301,331.68 |
| 2026-02-27 | 1,449 | $38.75 | $56,148.75 |
| 2026-02-06 | 527 | $34.86 | $18,371.22 |
| 2026-02-04 | 1,092 | $37.74 | $41,212.08 |
| 2026-01-23 | 2,830 | $43.80 | $123,954 |
| 2026-01-15 | 113 | $42.45 | $4,796.85 |
| 2026-01-12 | 291 | $42.04 | $12,233.64 |
| 2026-01-08 | 2,971 | $45.11 | $134,021.81 |
| 2025-12-19 | 14,572 | $42.04 | $612,606.88 |
| 2025-12-11 | 834 | $43.33 | $36,137.22 |
| 2025-12-10 | 59 | $43.84 | $2,586.56 |
| 2025-12-09 | 1,203 | $44.36 | $53,365.08 |
| 2025-12-08 | 29,077 | $44.61 | $1.3M |
| 2025-12-02 | 3,603 | $46.39 | $167,143.17 |
| 2025-11-28 | 7 | $47.71 | $333.97 |
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 | |
| ADPT | 0.474 | 0.516 | Moderate |
| A | 0.469 | 0.357 | Moderate |
| NTRA | 0.461 | 0.463 | Moderate |
| CDNA | 0.442 | 0.631 | Moderate |
| TXG | 0.437 | 0.366 | Moderate |
| TEM | 0.436 | 0.438 | Moderate |
| TWST | 0.435 | 0.437 | Moderate |
| ILMN | 0.432 | 0.347 | Moderate |
| MTD | 0.430 | 0.340 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare VCYT 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.