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Highest model-implied default probability

A structural (Merton) read off market cap, debt and volatility. Non-US filers and saturated readings are withheld — local-currency filings break the leverage input.

#SymbolPDDist. to defaultLeverageMeasured
24NEXT99.3%-2.470.882026-08-11
26CCOI98.7%-2.220.792026-08-11
28CAR91.7%-1.390.872026-08-11
29FMC90.7%-1.320.622026-08-11
30OI89.4%-1.250.732026-08-11
31CHTR89.1%-1.230.732026-08-11
35GT85.3%-1.050.742026-08-11
38CNXC75.7%-0.700.662026-08-11
39WLFC68.5%-0.480.592026-08-11
40SOC67.8%-0.460.442026-08-11
41DJTWW63.6%-0.350.472026-08-11
43FUN61.0%-0.280.632026-08-11
44AMC60.7%-0.270.832026-08-11
46KD57.3%-0.180.532026-08-11
47ASGN55.6%-0.140.532026-08-11
50LCID50.7%-0.020.422026-08-11
51DFH49.2%0.020.592026-08-11
53GTM41.8%0.210.452026-08-11
57WEST38.1%0.300.452026-06-06
58GO37.9%0.310.692026-08-11

Highest model-implied probability of default (structural Merton read; also the closest-to-the-barrier distance-to-default ranking — same ordering) — observational, not advice. A point-in-time estimate from market cap, debt and volatility; not a credit rating.

Ranked 2026-08-11. Showing 20 of 47 ranked names. 53 rows withheld: non-US filer or a degenerate model reading. Ranks are the stored board positions, so this list can start past #1.

A structural (Merton) read off market cap, debt and volatility. Non-US filers and saturated readings are withheld — local-currency filings break the leverage input.