Deep dive · NYSE: RKT
Rocket Companies, Inc. stock analysis
Everything behind the call on Rocket Companies, Inc. 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 tapeOverseas lean-0.44%
MéxicoRKT*-0.87%⏱FrankfurtRC50.00%⏱
Where else this company trades. A closed venue shows its last close, marked ⏱ — not a live price. Overseas lean is the average move across the 2 overseas venues listed above, excluding the home listing — a read on overnight sentiment rather than a signal.
The bottom linestart hereAs of 2026-09-25
Chart pattern
Below both averages
The 50-day sits below the 200-day
50-day $13.57 · -10.3%
200-day $15.75 · -22.7%
200-day $15.75 · -22.7%
Earnings
In 39 days
5 Nov 2026
beat 5–6 of the last 8
cohort P(beat) 64% · n=45,258
cohort P(beat) 64% · n=45,258
Valuation
14.3× forward
Against consensus earnings
Dividend
0.00%
A rounding error against cash — this is a capital-gains position
Risk flags
1 critical
5 checks run, 1 clear
beta 2.17 · vol 41% ann.
worst drawdown -49%
worst drawdown -49%
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 does145 chars
Rocket Companies, Inc., a fintech company, engages in the mortgage, real estate, and personal finance businesses in the United States and Canada.
NYSE · USDMortgage Finance
$12.17+0.24 · +2.01%CLOSED · vol 31.25M
52-week range↑ 6% off low · ↓ 50.0% off high
$11.48now $12.17$24.36
Quote Sep 25, 2026 · 4:00 PM ET
Tape 2026-09-25
Factors 2026-09-25
Tape 2026-09-25
Factors 2026-09-25
01Ratios · Jul 7, 2026
Survival & solvency
and 1 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.
Piotroski F-score
F 0/7CRITICAL
Piotroski F-score 0 of 7. Nine pass/fail tests covering profitability, leverage and operating efficiency; seven or more is strong.
Balance sheetJul 7, 2026
Your ownership stake
Share-count growth vs peersHIGH DILUTION
99th pctile
Where this name's share-count growth ranks among peers. Lower is less dilutive.
Net buyback yieldISSUING
-0.13%
Buybacks less new issuance, as a share of market value.
Buyback yieldGROSS
0.00%
Repurchases as a share of market value, before new issuance is netted off.
Diluted vs basic share gapTHIN OVERHANG
0.00%
Options and awards already granted, expressed as the gap between the diluted and basic counts.
Accounting forensicsSEC filings
Red-flag x-rayGRADE D
50 / 100
1 critical · 1 watch · 1 clear of 3 scored tests
Red-flag x-ray · every check, passes included
CheckStatusValueWhat it looks for
Bankruptcy distressNAn/aAltman-Z not available · fundamentals
Earnings manipulationNAn/aBeneish-M not available · fundamentals
LeverageCLEARLTD/E 0.54long-term debt 0.54× equity · fundamentals
Profitability qualityCRITICALF 0/7Piotroski F-score 0 of 7 · fundamentals
Filing forensicsWATCH2 flags2 filing red flags on the latest 10-K · forensic
5 checks, 1 clear and 1 watch and 1 critical. The passes are shown because a score built from five checks means something different from one built from three.
02Refreshed · Sep 26, 2026POOR · 21/100
Business quality
-1% net margin, 0% return on equity, +27% revenue growth.
↳ 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
21 / 100POOR
Profitability, growth and balance strength scored separately, then blended.
ProfitabilityRefreshed · Sep 26, 2026
Net marginOF EVERY SALES DOLLAR
-1.1%
The share of revenue that survives every cost and becomes profit.
Return on equityPER $1 OF EQUITY
-0.3%
Annual return on each dollar of shareholder equity.
Growth & relative strength
Trailing return by period
1 month-14.5%
3 months-21.5%
6 months-11.0%
Year to date-38.8%
1 year-36.1%
Revenue growth (YoY)FAST
+26.9%
Revenue against the same period a year ago.
EPS growth (YoY)IN LINE
-123.8%
Earnings per share against a year ago. Running ahead of revenue means margins are widening.
12-1 momentumEX LAST MONTH
-29.0%
Return over the last year excluding the most recent month — the standard momentum factor, which drops the short-term reversal.
Relative-strength rankBOTTOM 23%
23 / 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 earningsAug 6, 2026
P(beat next quarter)COHORT BASE RATE
64%
survivor-tilted universe (currently-listed names; large-cap-skewed coverage)
Beat rate · this nameBEAT 5–6 OF THE LAST 8
5 of 8
Its own record against consensus. 8 prints is a small sample, which is why the cohort rate above carries the probability.
Fell after a beatP(FELL | BEAT)
29%
A beat is not a plan: this share of them still closed lower on the day.
Rose after a missP(ROSE | MISS)
33%
The mirror of the line above, over its own denominator.
Typical earnings moveMEDIAN ABSOLUTE
±4.5%
Unsigned magnitudes from its own prints. Direction is not part of this read.
Reaction: beat vs missSYMMETRIC
+4.0% / -2.0%
The average day-one move after a beat and after a miss. A miss dropping the stock further than a beat lifts it is the asymmetry worth sizing for.
Dividends & income
Data unavailableThis company does not pay a dividend. There is no yield, payout ratio or ex-dividend date to show, and the return case rests entirely on capital gains.
Signal
Not an income position.
No dividend is declared, so nothing here contributes to total return except the price. That is a fact about the security, not a criticism of it.
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 27, 2026
Downtrend · leans bearish
HorizonHigherMedianObservations
10d47%0.0%1,264,444
21d48%0.0%596,577
63d47%-0.6%187,417
slope -0.13 over 40 bars
Head and shoulders · leans bearish
HorizonHigherMedianObservations
10d49%0.0%499,633
21d51%+0.1%235,260
63d51%+0.3%74,900
head above two ≈-equal shoulders — bearish reversal
Falling wedge · leans bullish
HorizonHigherMedianObservations
10d50%0.0%430,231
21d50%0.0%203,310
63d50%+0.1%64,486
falling & converging — bullish
0314.3× FORWARD
Price & timing
Price $12.17, 14.3× forward earnings, RSI 39.
↳ 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
Below every average0 OF 3 AVERAGES
50-day $13.57 · 200-day $15.75. Price above both is the structural definition of an uptrend.
The setup right now
Price · 504 sessions2024-09-23 → 2026-09-25
price50-day200-day
How to read this
Up 2.01% 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
39
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)±4.6%
$0.57
The average true range — how far this stock moves on an ordinary day. It sets the scale a stop has to clear.
MACDBELOW SIGNAL
-0.11
The short-term trend against its own signal line. The sign is the read; the size is not a target.
Bollinger position15% OF RANGE
Lower band
Where price sits inside its own volatility band. The edges are where a move is stretched, not where it reverses.
20-day VWAPPRICE BELOW
$12.96
The volume-weighted average of the last month. Price above it means recent buyers are, on average, in profit.
Chandelier exitBROKEN
$12.85
A volatility-based trailing stop, set a few average ranges below the recent high.
5 Nov 2026 · in 39 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 11 Aug; companies confirm about three weeks ahead, so it can still move.
2026-09-29 · in 2 daysJob Openings (JOLTS)A scheduled macro release. It moves this stock independently of anything the company does.
Setup & oddsNightly
Direction oddsnext 12m
50 / 50cohort n=13,098
Effectively a coin flip. A split this close is not an edge you can size on, whichever side is nominally ahead. These are the cohort's odds — comparable names over the window — not this stock's own history.
Pullback riskoverstretch read
In line1.23× segment rate · n=5,861
Historically, large names in this tape state saw a ≥10% pullback within 63 trading days in 81% of cases (n=5,861).
Overstretchvs the 20-day mean
-1.4σ
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
$11 – $122 supports
Where prior demand appeared: S1 at $11.94, Low 52w at $11.48.
Slide scorefalling-knife check
39 / 100Neutral
A composite of consecutive down days, gap risk and volume expansion. Low means any decline is orderly.
Signal
The odds are a coin flip.
Historically, names tripping 1 validated red flag finished lower 12 months later in 50% of cases (n=13,098) — a survivor-biased floor, not a forecast.
Valuation
Multiples
Forward P/Eearnings expected over the next 12 months14.3×
Price / salesprice against revenue, before any of it becomes profit5.5×
Price / bookprice against the accounting value of the assets1.5×
0 of the 3 priced multiples above sit 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 25, 2026
Entryzone of 52-week low + S1
$12.11In zone
Where the composer's entry sits, on its own stated basis.
TargetSma 50 + vwap 50
$13.53$13–$14
A zone, not a price. It is where the composer expects supply, not a forecast.
Stop2× ATR below entry
$10.98risk $1.13/sh
The level that says the setup is wrong, on the basis named beside it.
Risk / rewardtarget vs stop
1.26:1
Reward against risk on the composer's own levels.
Measure from a price$
To the 50-day
+11.5%
short-term trend line · $13.57
To the 200-day
+29.4%
primary trend line · $15.75
To the composer's target
+11.2%
Sma 50 + vwap 50 · set Sep 25, 2026 · $13.53
To the composer's stop
-9.8%
2× ATR below entry · set Sep 25, 2026 · $10.98
To the 52-week high
+100.2%
highest print of the past year · $24.36
To the 52-week low
-5.7%
lowest print of the past year · $11.48
A typical day (ATR)
$11.60 – $12.74
±$0.57 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 $12.11 · stop $10.98 · target $13.53, a 1.26:1 ratio. The composer flagged: elevated distress.
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 -1
Ownership & flow
Institutions hold 52%, short interest is 12.62% of float.
↳ 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
-1BALANCED · 30d
0 bull / 1 bear factors. The points sum to the net beside the label; nothing here is weighted after the fact.
The QTick signalNightly
Earnings4 QUARTERS · TIMING
-1
latest EPS missed by 3%
Signal
0 bull / 1 bear factors
Independent factors scored and netted to -1 over 30d, a balanced reading. 1 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
52.5%
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
0.6%
The share held by the people running the company.
Short interest (float)CROWDED
12.62%
Rising — shares short changed +19.0% over 30 days. A crowded short is fuel in both directions.
Free float99% OF SHARES
967.86M
Shares actually available to trade, excluding insider and restricted holdings.
Dollar volume (ADV)95th PCTILE
$363.37M/day
At this depth, position size is not a constraint for a retail account.
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.
The story · news & sentimentRolling window
Why it moved todayNONE
+2.01%
RKT rose +2.01% since the last close — no identified catalyst in our coverage.
Congress
Data unavailableNo congressional trades in this name have been disclosed under the STOCK Act. Lawmakers' disclosed trades cluster heavily in large caps, so an empty list is the usual state.
0511 graded callsHIGH VOLATILITY
Risk & track record
Beta 2.17, 41% annual volatility, a -49% worst drawdown, and 3 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)
−9.0%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
−15.9%
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
1.3×
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
-49.1%
The deepest peak-to-trough fall in the measured window. Only hold a position you can watch do this.
Beta (vs the market)AMPLIFIES
2.17
Moves about 2.2× the market over the past year.
Annualized volatilityELEVATED
41%
How far it swings over a year, from its own realized returns.
Tactical phaseNIGHTLY READ
Neutral
Selling pressure53
Buying pressure0
Overheat0
State: neutral — No dominant short-horizon pressure in the tape.
What votes againstNightly
LowEarningslatest EPS missed by 3%4 quarters · -1
Signal
1 of 9 factors vote against.
Ranked by the size of each factor's own point contribution to the net signal — these are the model's stated reasons, not a written bear case. Each one is scored from the source named beside it.
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
3.2%tail cap binds
max defensible size 3.2% - tail binds
Avoid score6-month distress
21.4%7.2× its cohort · financials
Observational 6-month large-drawdown risk ranking — not a forecast, not alpha. Historical distress rate for this financials segment: 3.0%. This name reads 7.2× 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 53.5% · tail cap 3.2% · category cap 90.1%. The tail cap binds, so 3.3% is the number (n=15,197). We show which one binds rather than the friendliest.Sizing
LowLottery-ticket behaviourIts best 21-day return sits at 4.9% against a 7.8% cohort 90th-percentile threshold — below the line where forward returns have historically turned negative.Behaviour
HighCash runwayAbout 2.4 quarters of cash at current burn ($2.7B cash against $4.6B a year of burn) - names in this bucket: 26.8% catastrophe rate within a year.Solvency
LowPost-earnings driftDrift odds at full strength (+2.44% / 63-day spread reference from measured post-earnings drift).Timing
LowDividend riskNot scored for this name.Not scored
HighRestatement history1 restatement in 2 years. The flagged-company base rate is 6.2× the unflagged one.Integrity
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
3 of 8 surfaces clear.
8 surfaces checked, 3 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 can't sit through -49%
That is this name's deepest measured fall, on 41% annualized volatility. A drawdown of that size is normal here, not exceptional.
You want income
A 0.00% yield is a rounding error against cash. This is a capital-gains position.
You're already heavy in this market
A 2.17 beta means you would be stacking the same bet rather than spreading it.
You'd be buying into earnings
A report lands in 39 days.
Our track record11 resolved
Track recordBUILDING IN THE OPEN
29 logged
29 calls logged on this name, 11 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 RKTTHIS NAME
29
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 11.
0610-K disclosed linksMORTGAGE FINANCE
The wider context
5 mapped peers, 6 connections.
↳ 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
-34.3% per +1ppMEASURED
Measured against the 10-year yield: a one-point move in the yield has come with about a 34.3% move here, independent of company news.
Versus peersLatest session
Peer set · 5 names
SymbolRelationshipPriceSession
FNMAPeer$4.67-1.68%
PFSIPeer$65.46+0.31%
FMCCPeer$4.16-1.19%
UWMCCompetitor$1.220.00%
WDPeer$37.98+1.80%
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
1 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
1.33×
On these days it moves about 1.3× the market, regardless of company news.
Jobs report reactionn=40
1.10×
On these days it moves about 1.1× the market, regardless of company news.
Fed decision (FOMC) reactionn=39
0.79×
On these days it moves about 0.8× the market, regardless of company news.
Inflation (PCE) reactionn=39
1.08×
On these days it moves about 1.1× the market, regardless of company news.
Next macro catalystIN 2 DAYS
Job Openings (JOLTS)
2026-09-29. A scheduled release that moves this stock independently of anything the company does.
Events · what moves this stockSep 26, 2026
Initial jobless claimsUsually hurts when more people file for benefits than expected
More missed loan payments and less borrowing; lower rates also thin banks' margins.
Typical for the Financial Services sector
On the day -0.1% · A week later +0.6% · Two weeks later +1.0% · Rose on 81 of 170 report days
Across the last 170 Initial jobless claims reports since Jun 8, 2023, RKT moved -0.1% on average on the day and was 1.0% higher two weeks later. The S&P 500 moved 0.0% on those days.
Housing startsUsually helps when more homes are started than expected
More mortgages get written.
Typical for the Mortgage Finance industry
On the day -1.1% · A week later +0.6% · Two weeks later 0.0% · Rose on 13 of 39 report days
Across the last 39 Housing starts reports since Jun 20, 2023, RKT moved -1.1% on average on the day and was 0.0% higher two weeks later. The S&P 500 moved 0.0% on those days.
Industrial productionUsually helps when factory output comes in stronger than expected
Businesses borrow more when they are growing.
Typical for the Financial Services sector
On the day -0.2% · A week later -0.8% · Two weeks later -1.0% · Rose on 17 of 39 report days
Across the last 39 Industrial production reports since Jun 15, 2023, RKT moved -0.2% on average on the day and was 1.0% lower two weeks later. The S&P 500 moved +0.1% on those days.
Retail salesUsually helps when shoppers spend more than expected
More card swipes and consumer borrowing when spending is strong.
Typical for the Financial Services sector
On the day -0.2% · A week later -0.8% · Two weeks later -1.0% · Rose on 17 of 39 report days
Across the last 39 Retail sales reports since Jun 15, 2023, RKT moved -0.2% on average on the day and was 1.0% lower two weeks later. The S&P 500 moved +0.1% on those days.
Consumer sentiment (UMich) is due in 12 days.
Consumer sentiment (UMich)Usually helps when consumers feel better than expectedConfident consumers borrow more.
Typical for the Financial Services sector
On the day +0.5% · A week later +0.3% · Two weeks later +0.4% · Rose on 26 of 38 report days
Across the last 38 Consumer sentiment (UMich) reports since Jun 26, 2023, RKT moved +0.5% on average on the day and was 0.4% higher two weeks later. The S&P 500 moved 0.0% on those days.
Job openings (JOLTS) is due in 2 days.
Job openings (JOLTS)Usually helps when job openings come in higher than expectedEmployed people repay loans and borrow more; banks benefit.
Typical for the Financial Services sector
On the day +0.2% · A week later +0.5% · Two weeks later +1.4% · Rose on 18 of 38 report days
Across the last 38 Job openings (JOLTS) reports since Jul 5, 2023, RKT moved +0.2% on average on the day and was 1.4% higher two weeks later. The S&P 500 moved 0.0% on those days.
Jobs report (nonfarm payrolls) is due in 5 days.
Jobs report (nonfarm payrolls)Usually helps when hiring comes in stronger than expectedEmployed people repay loans and borrow more; banks benefit.
Typical for the Financial Services sector
On the day -0.7% · A week later +0.3% · Two weeks later +1.0% · Rose on 17 of 38 report days
Across the last 38 Jobs report (nonfarm payrolls) reports since Jul 6, 2023, RKT moved -0.7% on average on the day and was 1.0% higher two weeks later. The S&P 500 moved -0.1% on those days.
Unemployment rate is due in 5 days.
Unemployment rateUsually hurts when unemployment rises more than expectedMore missed loan payments and less borrowing; lower rates also thin banks' margins.
Typical for the Financial Services sector
On the day -0.6% · A week later +0.1% · Two weeks later +1.1% · Rose on 17 of 37 report days
Across the last 37 Unemployment rate reports since Jul 6, 2023, RKT moved -0.6% on average on the day and was 1.1% higher two weeks later. The S&P 500 moved -0.1% on those days.
Customer momentum
Data unavailableThe supply-momentum read covered this name but produced no priced customers, so there is nothing to weight.
Connections6 links · 1 confirmed
Direct connections · 6 edges
CompanyRelationSessionProvenance
RDFN · Mergerpartnernot pricedRumored · manual
COOP · Partnerpartnernot pricedRumored · manual
UWMC · Competitorcompetitor0.00%Rumored · manual
RDFN · Partnerpartnernot pricedRumored · manual
COOP · Mergerpartnernot pricedRumored · manual
INLX · Suppliersupplier0.00%Confirmed · 10Q
1 of 6 edges are named in a filing; the rest come from reporting we have not matched to one yet, and are labelled as such.
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.