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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
33CAR98.4%-2.150.912026-09-26
34OI98.3%-2.120.772026-09-26
37RUN97.8%-2.010.832026-09-26
43FMC91.8%-1.390.642026-09-26
44GT90.7%-1.320.782026-09-26
48WOOF84.9%-1.030.792026-09-26
51LCID77.5%-0.750.562026-09-26
52PENN77.3%-0.750.862026-09-26
53DFH76.5%-0.720.622026-09-26
55FUN75.1%-0.680.732026-09-26
56SOC68.1%-0.470.442026-09-26
57NXGL67.7%-0.460.432026-09-26
58KD65.3%-0.390.562026-09-26
65ASGN55.1%-0.130.532026-09-26
67NEXT54.4%-0.110.882026-09-26
69CNXC53.2%-0.080.622026-09-26
71WHR52.7%-0.070.662026-09-26
73REZI51.0%-0.020.552026-09-26
74VWAV49.6%0.010.322026-09-26
75GTM47.9%0.050.462026-09-26

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 2026-09-26. Showing 20 of 34 ranked names. 66 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.