Deep dive · NYSE: ABEV
Ambev S.A. stock analysis
Everything behind the call on Ambev S.A. 6 sections, ordered the way risk stacks up: survival first, quality and price in the middle, context last. The Beacon gives you the read. This is where you check the work.
The five reads
Global tape
No overseas listings — ABEV trades on its home exchange only.
The bottom linestart hereAs of 2026-09-18
Chart pattern
Between the averages
The 50-day sits above the 200-day
50-day $2.99 · -1.5%
200-day $2.93 · +0.3%
200-day $2.93 · +0.3%
Earnings
In 41 days
29 Oct 2026
beat ≤2 of the last 8
cohort P(beat) 39% · n=20,760
cohort P(beat) 39% · n=20,760
Valuation
13.8× forward
61st of its own five-year range
5yr median 16×
FCF yield 42.86%
FCF yield 42.86%
Dividend
5.44%
Forward annual yield at today's price
Risk flags
1 on watch
5 checks run, 3 clear
beta 0.49 · vol 18% ann.
worst drawdown -19%
worst drawdown -19%
New to this? Every metric carries a plain-English read beside it, and an ⓘ next to a label opens the definition. Anything unfamiliar is also defined at the foot of the page under Glossary.
In one paragraphwhat the company actually does231 chars
Ambev S.A., through its subsidiaries, engages in the production, distribution, and sale of beer, draft beer, soft drinks, malt and food, and other beverages in Brazil, Central America and Caribbean, Latin America South, and Canada.
NYSE · USDBeverages - Brewers
$2.94-0.04 · -1.34%AH · vol 26.25M
52-week range↑ 40% off low · ↓ 14.8% off high
$2.10now $2.94$3.45
Quote Sep 18, 2026 · 12:08 PM ET
Tape 2026-09-17
Factors 2026-09-18
Tape 2026-09-17
Factors 2026-09-18
01Ratios · Jun 22, 2026
Survival & solvency
and 3 of 5 forensic checks clear.
↳ Plain EnglishBefore anything else: can this company pay its bills? These blocks check the balance sheet, whether your slice of ownership is being diluted, and whether the accounting looks honest.
Distance to default (Merton)
17.8σCOMFORTABLE
How many standard deviations of asset value sit between the company and its debt. Above 4σ is comfortable.
Balance sheetJun 22, 2026
1-year default probabilityEDF-CALIBRATED
0.100%
Calibrated against how often companies at this distance actually defaulted, rather than assuming a normal distribution.
Piotroski F-scoreCLEAR
F 7/9
Piotroski F-score 7 of 9. Nine pass/fail tests covering profitability, leverage and operating efficiency; seven or more is strong.
Solvency and liquidity ratios
Current ratioshort-term assets against short-term bills0.96×healthy >2
Debt / equityborrowings against shareholder capital0.04
Net cashcash on hand in excess of every borrowing$15.25B
Your ownership stake
Share-count growth vs peersLOW DILUTION
38th pctile
Where this name's share-count growth ranks among peers. Lower is less dilutive.
Accounting forensicsSEC filings
Red-flag x-rayGRADE A
88 / 100
0 critical · 1 watch · 3 clear of 4 scored tests
Red-flag x-ray · every check, passes included
CheckStatusValueWhat it looks for
Bankruptcy distressNAn/aAltman-Z not available · fundamentals
Earnings manipulationCLEARM -2.74M-score in range · fundamentals
LeverageCLEARLTD/E 0.00long-term debt 0.00× equity · fundamentals
Profitability qualityCLEARF 7/9Piotroski F-score 7 of 9 · fundamentals
Filing forensicsWATCH2 flags2 filing red flags on the latest 10-K · forensic
5 checks, 3 clear and 1 watch. The passes are shown because a score built from five checks means something different from one built from three.
02Refreshed · Sep 18, 2026FAIR · 57/100
Business quality
18% net margin, 18% return on equity, -1% revenue growth, and capital earning 25% against a 12% cost.
↳ Plain EnglishMargins tell you how much of each sales dollar the company keeps. Return on capital tells you whether reinvesting that money creates value. Both are read against what the filings support, not against a target.
Quality score
57 / 100FAIR
Profitability, growth and balance strength scored separately, then blended.
ProfitabilityRefreshed · Sep 18, 2026
Net marginOF EVERY SALES DOLLAR
17.6%
The share of revenue that survives every cost and becomes profit.
Gross marginPRICING POWER
51.4%
What is left of a sales dollar before overhead — the clearest read on pricing power.
Operating marginAFTER RUNNING COSTS
25.3%
What survives the cost of running the whole business.
Return on equityPER $1 OF EQUITY
17.6%
Annual return on each dollar of shareholder equity.
ROIC − WACC spreadCREATES VALUE
13.3pp
Earns 25% on invested capital that costs about 12%. A positive spread means every retained dollar compounds rather than leaks.
Incremental ROIC (3y)ON NEW CAPITAL
385.2%
The return on capital put to work over the last three years — a sharper read than the trailing average, because it prices the newest decisions.
Growth & relative strength
Trailing return by period
1 month+6.0%
3 months-4.5%
6 months+6.4%
Year to date+20.6%
1 year+26.3%
Revenue growth (YoY)SHRINKING
-1.4%
Revenue against the same period a year ago.
EPS growth (YoY)MARGINS WIDENING
+2.2%
Earnings per share against a year ago. Running ahead of revenue means margins are widening.
12-1 momentumEX LAST MONTH
+18.1%
Return over the last year excluding the most recent month — the standard momentum factor, which drops the short-term reversal.
Relative-strength rankBOTTOM 42%
42 / 100
Where this name's 3-month return against the S&P 500 ranks across the market — a quarter's standing, not the year's.
Around earningsJul 30, 2026
P(beat next quarter)COHORT BASE RATE
39%
survivor-tilted universe (currently-listed names; large-cap-skewed coverage)
Beat rate · this nameBEAT ≤2 OF THE LAST 8
2 of 8
Its own record against consensus. 8 prints is a small sample, which is why the cohort rate above carries the probability.
Beat and still fellSHARE OF ALL PRINTS
29%
Of every report in the window, this share both beat consensus and closed lower on the day.
Typical earnings moveData unavailableRealized move magnitudes are not published for this name yet — 24 measured prints on file, distribution not computed.
Reaction: beat vs missData unavailableThe beat-versus-miss reaction gap is not computed for this name — undetermined — needs ≥12 measured beats.
Consensus bias0.64× COHORT
Persistent
misses more often than it beats, by small margins
Dividends & income
Dividend yieldforward annual
5.44%
The cash return the payment alone provides at today's price.
Cash coveragefree cash flow
<1x
Whether the payment is funded out of the cash the business generates.
Inventory ledger
Data unavailableNo inventory detail is tagged in this company's filings. The ledger needs the XBRL inventory components, which a business without physical goods does not report.
Segments & geography
Data unavailableRevenue by segment and region is not on file for this name, so product and geographic concentration are not shown.
Pattern reliability · platform-wide cohortSnapshot · Sep 18, 2026
Sideways
HorizonHigherMedianObservations
10d47%0.0%1,473,236
21d49%0.0%691,862
63d51%+0.2%218,831
slope -0.03 over 40 bars
Spinning top
HorizonHigherMedianObservations
10d49%0.0%194,401
21d49%0.0%91,724
63d50%0.0%29,221
small body, shadows both sides
Cup and handle · leans bullish
HorizonHigherMedianObservations
10d46%-0.3%694,881
21d47%-0.5%326,059
63d47%-1.1%104,116
U-base + small handle pullback
Near support · leans bullish
HorizonHigherMedianObservations
10d51%+0.1%533,688
21d53%+0.2%250,417
63d54%+0.4%78,400
testing recent support
0361ST OF ITS 5-YEAR RANGE
Price & timing
Price $2.94, 13.8× forward earnings, RSI 51.
↳ Plain EnglishA multiple is what the market charges for a dollar of this company's earnings, cash or revenue; the trend and the options tape say what the price is doing around it. Together they are the timing picture, not the quality one.
Trend
Mixed1 OF 3 AVERAGES
50-day $2.99 · 200-day $2.93. Price above both is the structural definition of an uptrend.
The setup right now
Price · 504 sessions2024-09-13 → 2026-09-17
price50-day200-day
How to read this
Down 1.34% on the session.
Follow the solid line: each point is a session close. Compare it to the 50-day average — while price stays above it the short-term trend is up, and a drop below is the first structural warning.
Momentum (RSI-14)COOL
51
030 oversold70 hot100
Where momentum sits on a 0–100 scale. Above 70 is overbought, below 30 oversold; the middle says the move has room either way.
Typical day (ATR-14)±2.4%
$0.07
The average true range — how far this stock moves on an ordinary day. It sets the scale a stop has to clear.
MACDABOVE SIGNAL
0.00
The short-term trend against its own signal line. The sign is the read; the size is not a target.
Bollinger position44% OF RANGE
Mid band
Where price sits inside its own volatility band. The edges are where a move is stretched, not where it reverses.
20-day VWAPPRICE ABOVE
$2.93
The volume-weighted average of the last month. Price above it means recent buyers are, on average, in profit.
Chandelier exitLONG INTACT
$2.90
A volatility-based trailing stop, set a few average ranges below the recent high.
29 Oct 2026 · in 41 daysNext earningsThe next scheduled catalyst. The forward guide usually moves the tape more than the printed number. Date as the vendor last stated it on 4 Aug; companies confirm about three weeks ahead, so it can still move.
2026-09-25 · in 7 daysConsumer SentimentA scheduled macro release. It moves this stock independently of anything the company does.
Setup & oddsNightly
Pullback riskoverstretch read
Low0.78× segment rate · n=5,894
Historically, large names in this tape state saw a ≥10% pullback within 63 trading days in 52% of cases (n=5,894).
Overstretchvs the 20-day mean
0.3σ
How many standard deviations price sits from its 20-day mean. Beyond 2σ is genuinely stretched; inside it is ordinary.
Bottom zoneif it breaks down
$3 – $33 supports
Where prior demand appeared: Pivot low at $2.97, S1 at $2.95, Sma 200 at $2.93.
Slide scorefalling-knife check
0 / 100Neutral
A composite of consecutive down days, gap risk and volume expansion. Low means any decline is orderly.
Signal
The odds lean, the stretch qualifies it.
Not enough fundamental coverage to score this name's red-flag cohort — no 12-month odds shown.
Valuation
Earnings yield vs cashABOVE CASH
1.57pp
The earnings yield clears the risk-free rate, so the current return alone competes with cash.
Net cash per shareCASH BACKING
$0.97
Cash less every borrowing, per share. It is the part of the price that is not a claim on future profits.
Multiples
Forward P/Eearnings expected over the next 12 months13.8×5yr median 16×
Trailing P/Eearnings already reported14.8×61st of its 5yr range
PEG ratioP/E divided by growth; near 1 reads fair for the growth1.22
Price / salesprice against revenue, before any of it becomes profit0.5×5yr median 2.8×
Price / bookprice against the accounting value of the assets0.5×
EV / EBITDAthe multiple an acquirer would pay1.1×
EV / free cash flowenterprise value against the cash the business throws off1.6×
FCF yieldfree cash flow per dollar of market value42.86%
1 of the 8 priced multiples above sits in the richer half of its band. Each priced multiple is read against this stock's own history where a five-year range is on file, so the question is whether today is dear for this name rather than for the market. The multiples are computed separately from the quote above and are not re-priced as it moves, so they can lag it.
Price horizon & timingSep 17, 2026
Entryzone of pivot low + S1 + sma 200
$2.97In zone
Where the composer's entry sits, on its own stated basis.
Target52-week high
$3.44$3–$3
A zone, not a price. It is where the composer expects supply, not a forecast.
Stop2× ATR below entry
$2.83risk $0.14/sh
The level that says the setup is wrong, on the basis named beside it.
Risk / rewardtarget vs stop
3.43:1
Reward against risk on the composer's own levels.
Measure from a price$
To the 50-day
+1.5%
short-term trend line · $2.99
To the 200-day
-0.3%
primary trend line · $2.93
To the composer's target
+17.0%
52-week high · set Sep 17, 2026 · $3.44
To the composer's stop
-3.9%
2× ATR below entry · set Sep 17, 2026 · $2.83
To the 52-week high
+17.3%
highest print of the past year · $3.45
To the 52-week low
-28.6%
lowest print of the past year · $2.10
A typical day (ATR)
$2.87 – $3.01
±$0.07 average true range
Type any price to re-measure every distance from it. Each row is a level this page already states somewhere else, so nothing here is a new number — and none of it is a recommendation to trade at that price.
Signal
The levels line up.
Entry $2.97 · stop $2.83 · target $3.44, a 3.43:1 ratio. The composer flagged: fair-value reference.
Gamma map
Data unavailableThis name has no listed options chain, so there is no dealer gamma to map. Regime, flip level, walls and the implied move all need a chain to exist.
Options tape
Data unavailableNo options chain is connected for this ticker. Max pain, the put/call ratio, the implied move and the open-interest ladder all need the chain feed.
0413F quarterly · Form 4 dailyNET SIGNAL +4
Ownership & flow
Institutions hold 7%.
↳ Plain EnglishWho is buying and selling, and what they had to disclose. Institutions file 13F 45 days after quarter end, executives file Form 4 within two days, and Congress discloses under the STOCK Act with a 30–45 day legal lag. Every one of those is a look backwards.
Net signal
+4LEANING · 30d
2 bull / 0 bear factors. The points sum to the net beside the label; nothing here is weighted after the fact.
The QTick signalNightly
Earnings4 QUARTERS · TIMING
+2
latest EPS beat by 25%
Quality / valueTTM · CONTEXT
+2
strong Piotroski F-score (7/9)
Signal
2 bull / 0 bear factors
Independent factors scored and netted to +4 over 30d, a leaning reading. 2 of 9 factors carried a direction; the others scored zero and do not vote. The signal describes where the data leans, not what to do about it.
Cross-category read
Data unavailableFewer independent evidence families are ready than the engine's minimum, so there is nothing to check for agreement. A cross-category read over two categories is not a read.
Wall Street
Data unavailableNo sell-side firm publishes research on this name. There is no consensus rating, no price target and no estimate revisions to weigh — for a company this size that is the norm rather than a gap in our data.
Who owns it13F quarterly · Form 4 daily
Institutional ownershipRETAIL-HEAVY
7.1%
The share held by 13F filers. It describes last quarter's positioning, not today's — filings land up to 45 days after quarter end.
Insider ownershipOFFICERS & DIRECTORS
0.0%
The share held by the people running the company.
Free float27% OF SHARES
4.20B
Shares actually available to trade, excluding insider and restricted holdings.
Dollar volume (ADV)85th PCTILE
$84.64M/day
Average dollars traded per day, and where that ranks cross-sectionally. Thin liquidity is a cost you pay on the way out, not just on the way in.
Borrow feeData unavailableWe do not license securities-lending data, so the annualized cost of borrowing shares to short is not something we can show. Short interest and days-to-cover above are the closest read we can source.
Funds entering / exitingNET -8
+14 / −22
Institutions opening a first position against those closing out entirely, at the latest filings.
The story · news & sentimentRolling window
Why it moved todayPEER COMOVE
-1.34%
ABEV fell −1.34% in after-hours trading alongside 5 of 5 peers (median 1.45%) — a sector/market move, not company-specific.
CongressSTOCK Act · 30–45d lag
Signal
Evenly split.
3 of 6 disclosures are buys and 3 are sales. Lawmakers disclose on a 30–45 day legal lag, so this describes what was done weeks ago, not what is being done now.
0510 graded callsORDINARY VOLATILITY
Risk & track record
Beta 0.49, 18% annual volatility, a -19% worst drawdown, and 4 of 8 risk surfaces clear.
↳ Plain EnglishWhat owning it does to a portfolio, what the model votes against, and how often our own calls have been right. Every call is graded when it resolves, and the ones still open stay visible.
A very bad day (EVT)
−3.9%1-IN-200 DAY
Fitted to the tail of the return distribution rather than assuming a bell curve. Size the position so a day like this is survivable.
What it does to a portfolio5-year window
Beyond the tail (ES)1-IN-1,000 DAY
−6.5%
The average loss on a 1-in-1,000 day or worse — deeper in the tail than the 1-in-200 figure above and further than the measured history reaches, so it reads as the scale of a crash, not a forecast of one.
Tail understatementNEAR-NORMAL
1.2×
The tail runs close to what a normal curve would predict, so volatility is a reasonable proxy for risk here — which is not true of every name.
Max drawdownWORST FALL
-18.7%
The deepest peak-to-trough fall in the measured window. Only hold a position you can watch do this.
Beta (vs the market)LOW FIT
0.49
The market explains about 4.1% of its daily moves, so this beta says little about how it tracks the index — most of its movement is its own.
Annualized volatilityORDINARY
18%
How far it swings over a year, from its own realized returns.
Tactical phaseNIGHTLY READ
Neutral
Selling pressure1
Buying pressure43
Overheat6
State: neutral — No dominant short-horizon pressure in the tape.
What votes against
Data unavailableNo factor in the model currently votes against this name. That is a statement about the model's inputs today, not a claim that nothing could go wrong.
Failure modes · by company type
Data unavailableFailure modes are routed per company type, and only the bank-run and crypto-treasury rulebooks are validated so far. This name routes as unknown, so there is no cohort-specific checklist to run. A generic list would read as analysis without being any.
The risk case · why not to buy8 surfaces · nightly
Suggested position capmax defensible size
4.5%tail cap binds
max defensible size 4.5% - tail binds
Avoid score6-month distress
1.5%0.1× its cohort · $1–$5 names
Observational 6-month large-drawdown risk ranking — not a forecast, not alpha. Historical distress rate for this $1–$5 names segment: 14.8%. This name reads 0.1× that base rate.
LowDistress screenThe distress model did not score this name in the latest run, so this surface is unmeasured rather than clear.Not scored
MedPosition size, not conviction, is the binding constrainthalf-Kelly 105.5% · tail cap 4.5% · category cap 90.1%. The tail cap binds, so 4.5% is the number (n=10,596). We show which one binds rather than the friendliest.Sizing
LowLottery-ticket behaviourIts best 21-day return sits at 3.5% against a 8.7% cohort 90th-percentile threshold — below the line where forward returns have historically turned negative.Behaviour
LowCash runwayNon-burner: catastrophe rate 6.1% (n=297414).Solvency
LowPost-earnings driftDrift odds at full strength (+3.21% / 63-day spread reference from measured post-earnings drift).Timing
LowDividend riskNot scored for this name.Not scored
LowRestatement historyFiling history is not deep enough to check for restatements.Not scored
LowCrowded shortNot in a warn state: the crowded-short model only publishes when short interest and thin liquidity coincide, and neither condition is met here.Not scored
Signal
4 of 8 surfaces clear.
8 surfaces checked, 4 clear. The binding constraint is position size — the tail cap is the one that binds. Each row states which surface it is and what it measured; a surface that could not be scored says so rather than counting as clear.
Who should skip it
Skip it if any of these is you
You'd be buying into earnings
A report lands in 41 days.
Our track record10 resolved
Track recordBUILDING IN THE OPEN
21 logged
21 calls logged on this name, 10 resolved so far. Calls are logged the moment they are made, so the open ones are public before anyone knows how they turn out, and a hit-rate is not published until enough of them resolve.
Calls on ABEVTHIS NAME
21
This name's own call count. Too few have resolved to publish a rate over them, so none is shown rather than a rate over 10.
0610-K disclosed linksBEVERAGES - BREWERS
The wider context
5 mapped peers, 1 connection.
↳ Plain EnglishCompanies do not trade alone. This is the peer set, the supply chain that has to deliver, and the macro variables that move the stock regardless of company news.
Rate sensitivity
-8.0% per +1ppMEASURED
Measured against the 10-year yield: a one-point move in the yield has come with about a 8.0% move here, independent of company news.
Versus peersLatest session
Peer set · 5 names
SymbolRelationshipPriceSession
BUDFFPeer$78.46-1.45%
BUDPeer$77.73-1.32%
FMXPeer$118.72-1.39%
STZPeer$119.01-2.81%
HKHHYPeer$37.75-2.30%
The mapped peer set and how each traded in the latest session. A peer moving with this name says the move is the sector's; one moving against it says the move is this company's.
Time machineHistory from 2023-06-01
Signal
3 of 4 backward windows are positive.
Look-back returns describe what happened, not what is likely. They are here to set the scale a future move would be measured on.
Macro driversRolling window
Inflation (CPI) reactionn=39
0.97×
On these days it moves about 1.0× the market, regardless of company news.
Jobs report reactionn=40
0.71×
On these days it moves about 0.7× the market, regardless of company news.
Fed decision (FOMC) reactionn=39
1.08×
On these days it moves about 1.1× the market, regardless of company news.
Inflation (PCE) reactionn=39
0.99×
On these days it moves about 1.0× the market, regardless of company news.
Next macro catalystIN 7 DAYS
Consumer Sentiment
2026-09-25. A scheduled release that moves this stock independently of anything the company does.
Events · what moves this stockSep 18, 2026
Retail salesUsually helps when shoppers spend more than expected
Grocery and household goods are part of the same total.
Typical for the Consumer Defensive sector
On the day +0.2% · A week later -0.4% · Two weeks later -0.6% · Rose on 17 of 39 report days
Across the last 39 Retail sales reports since Jun 15, 2023, ABEV moved +0.2% on average on the day and was 0.6% lower two weeks later. The S&P 500 moved +0.1% on those days.
Initial jobless claimsLittle effect either way
Grocery and household spending barely changes with the job market.
Typical for the Consumer Defensive sector
On the day -0.2% · A week later -0.1% · Two weeks later -0.1% · Rose on 69 of 169 report days
Across the last 169 Initial jobless claims reports since Jun 8, 2023, ABEV moved -0.2% on average on the day and was 0.1% lower two weeks later. The S&P 500 moved 0.0% on those days.
Core PCE (the Fed's gauge) is due in 12 days.
Core PCE (the Fed's gauge)Little effect either wayFood and household brands pass higher costs on to shoppers over time; little reaction on the day.
Typical for the Consumer Defensive sector
On the day 0.0% · A week later +0.4% · Two weeks later +0.4% · Rose on 17 of 39 report days
Across the last 39 Core PCE (the Fed's gauge) reports since Jun 28, 2023, ABEV moved 0.0% on average on the day and was 0.4% higher two weeks later. The S&P 500 moved +0.2% on those days.
On the day -0.4% · A week later +0.2% · Two weeks later +0.1% · Rose on 19 of 39 report days
Across the last 39 Housing starts reports since Jun 20, 2023, ABEV moved -0.4% on average on the day and was 0.1% higher two weeks later. The S&P 500 moved 0.0% on those days.
Industrial productionLittle effect either way
Everyday essentials sell the same either way.
Typical for the Consumer Defensive sector
On the day +0.2% · A week later -0.4% · Two weeks later -0.6% · Rose on 17 of 39 report days
Across the last 39 Industrial production reports since Jun 15, 2023, ABEV moved +0.2% on average on the day and was 0.6% lower two weeks later. The S&P 500 moved +0.1% on those days.
PCE inflation is due in 12 days.
PCE inflationLittle effect either wayFood and household brands pass higher costs on to shoppers over time; little reaction on the day.
Typical for the Consumer Defensive sector
On the day 0.0% · A week later +0.4% · Two weeks later +0.4% · Rose on 17 of 39 report days
Across the last 39 PCE inflation reports since Jun 28, 2023, ABEV moved 0.0% on average on the day and was 0.4% higher two weeks later. The S&P 500 moved +0.2% on those days.
Producer prices (PPI)Little effect either way
Food and household brands pass higher costs on to shoppers over time; little reaction on the day.
Typical for the Consumer Defensive sector
On the day +0.1% · A week later -0.4% · Two weeks later -0.1% · Rose on 19 of 39 report days
Across the last 39 Producer prices (PPI) reports since Jun 12, 2023, ABEV moved +0.1% on average on the day and was 0.1% lower two weeks later. The S&P 500 moved +0.3% on those days.
Consumer sentiment (UMich) is due in 7 days.
Consumer sentiment (UMich)Little effect either wayLittle direct link.
Typical for the Consumer Defensive sector
On the day +0.5% · A week later +0.3% · Two weeks later +0.8% · Rose on 23 of 38 report days
Across the last 38 Consumer sentiment (UMich) reports since Jun 26, 2023, ABEV moved +0.5% on average on the day and was 0.8% higher two weeks later. The S&P 500 moved 0.0% on those days.
Customer momentum
Data unavailableCustomer momentum needs listed customers that disclose a revenue dependence on this company, and none is on file. The connections below are a different map: competitors and partners, most of them curated rather than filed.
Connections1 link · none confirmed
Direct connections · 1 edge
CompanyRelationSessionProvenance
WMT · Suppliersupplier-0.06%Rumored · manual
0 of 1 edge is named in a filing; the rest come from reporting we have not matched to one yet, and are labelled as such.
Suppliers, customers & competitors
What it depends on
WMTSuppliersupplier
Glossary · every term on this page
Survival
Altman Z
Bankruptcy-risk score. Above 3.0 is the safe band.
Piotroski F
Nine pass/fail health tests; 7 or more is strong.
Beneish M
Accrual and growth pattern screen. Clear below −2.22, watch to −1.78, elevated above; a year of very fast revenue growth lifts it by construction.
Merton DTD
Standard deviations of asset value between the company and its debt.
EDF
Default frequency calibrated on what actually happened to similar names.
Price & tape
RSI-14
Momentum gauge 0–100. Above 70 is overbought, below 30 oversold.
ATR
Average true range — the size of a typical day.
VWAP
20-day volume-weighted average price — the average paid over the last month; the page shows no intraday VWAP.
Supertrend
A trend-following stop line. A close through it flips the read.
Chandelier
A trailing stop set a few average ranges below the recent high.
Options & flow
Gamma / GEX
Dealer hedging pressure. Negative gamma amplifies moves both ways.
Call / put wall
The strikes with the heaviest open interest; they act as ceiling and floor.
Max pain
The strike where most options expire worthless.
13F · Form 4
Institutional filings, 45 days after quarter end. Insider trades, within two days.
Scoring
Composite signal
Independent factors scored and netted into one number.
Hit-rate
Share of past calls that resolved in the direction stated.
Brier score
Calibration measure. Lower means stated probabilities track reality.
HHI
Concentration 0–10,000. Above 2,500 means one segment carries the company.
EVT
Fits the tail rather than assuming a bell curve, so bad days are not understated.