Deep dive · NasdaqGS: SIMO
Silicon Motion Technology Corporation stock analysis
Everything behind the call on Silicon Motion Technology Corporation. 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+1.17%
FrankfurtS9M+2.34%⏱MéxicoSIMON0.00%⏱
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 2026-09-18
Chart pattern
Above both averages
The 50-day sits above the 200-day
50-day $258.00 · +5.5%
200-day $190.73 · +42.7%
200-day $190.73 · +42.7%
Earnings
In 41 days
29 Oct 2026
beat 7–8 of the last 8
cohort P(beat) 80% · n=35,425
cohort P(beat) 80% · n=35,425
Valuation
17.1× forward
99th of its own five-year range
5yr median 29×
Dividend
0.73%
A rounding error against cash — this is a capital-gains position
Risk flags
2 on watch
5 checks run, 1 clear
beta 2.39 · vol 93% ann.
worst drawdown -38%
worst drawdown -38%
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 does259 chars
Silicon Motion Technology Corporation, together with its subsidiaries, designs, develops, and markets NAND flash controllers for solid-state storage devices and related devices in China, Japan, Singapore, Taiwan, Korea, the United States, and internationally.
NasdaqGS · USDSemiconductors
$272.11+18.81 · +7.43%AH · vol 844.4K
52-week range↑ 241% off low · ↓ 23.3% off high
$79.76now $272.11$355.00
After-hours
$272.00-0.04%
Sep 18, 2026 · 4:12 PM ET
Quote Sep 18, 2026 · 3:56 PM ET
Tape 2026-09-17
Factors 2026-09-18
Tape 2026-09-17
Factors 2026-09-18
01
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 5/8WATCH
Piotroski F-score 5 of 8. Nine pass/fail tests covering profitability, leverage and operating efficiency; seven or more is strong.
Balance sheet
Your ownership stake
Buyback yieldGROSS
0.26%
Repurchases as a share of market value, before new issuance is netted off.
Stock-based comp / revenueIN LINE
3.0%
Stock comp is the dilution pressure a buyback has to outrun. We read up to 5% of revenue as modest and above 12% as heavy — our own reading band, not a measured peer statistic.
Diluted vs basic share gapTHIN OVERHANG
0.30%
Options and awards already granted, expressed as the gap between the diluted and basic counts.
Accounting forensicsSEC filings
Red-flag x-rayGRADE C
67 / 100
0 critical · 2 watch · 1 clear of 3 scored tests
Red-flag x-ray · every check, passes included
CheckStatusValueWhat it looks for
Bankruptcy distressCLEARZ 16.47Altman-Z in the Safe · fundamentals
Earnings manipulationNAn/aBeneish-M not available · fundamentals
LeverageNAn/aLong-term debt / equity not available · fundamentals
Profitability qualityWATCHF 5/8Piotroski F-score 5 of 8 · fundamentals
Filing forensicsWATCH1 flag1 filing red flag on the latest 10-K · forensic
5 checks, 1 clear and 2 watch. The passes are shown because a score built from five checks means something different from one built from three.
02
Business quality
The quality blocks below render whatever the filings support; anything absent says so in place.
↳ 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.
12-1 momentum
+182.6%EX LAST MONTH
Return over the last year excluding the most recent month — the standard momentum factor, which drops the short-term reversal.
Profitability
Data unavailableNo parsed income statement is on file, so margins, returns on capital and cash generation cannot be computed for this name.
Growth & relative strength
Trailing return by period
1 month+4.3%
3 months-21.3%
6 months+98.7%
Year to date+170.2%
1 year+186.3%
Relative-strength rankBOTTOM 24%
24 / 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 29, 2026
P(beat next quarter)COHORT BASE RATE
80%
survivor-tilted universe (currently-listed names; large-cap-skewed coverage)
Beat rate · this nameBEAT 7–8 OF THE LAST 8
7 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)
55%
A beat is not a plan: this share of them still closed lower on the day.
Rose after a missP(ROSE | MISS)
100%
The mirror of the line above, over its own denominator.
Typical earnings moveMEDIAN ABSOLUTE
±3.5%
Unsigned magnitudes from its own prints. Direction is not part of this read.
Reaction: beat vs missSYMMETRIC
+4.8% / +4.9%
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
Dividend yieldforward annual
0.73%
The cash return the payment alone provides at today's price.
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 -0.01 over 40 bars
Double top · leans bearish
HorizonHigherMedianObservations
10d50%0.0%1,212,095
21d51%+0.1%570,206
63d52%+0.4%180,573
two peaks ≈ equal — reversal if neckline breaks
Triple top · leans bearish
HorizonHigherMedianObservations
10d50%0.0%971,828
21d52%+0.2%456,413
63d54%+0.5%144,062
three peaks ≈ equal
Head and shoulders · leans bearish
HorizonHigherMedianObservations
10d49%0.0%497,561
21d51%+0.1%234,322
63d51%+0.3%74,513
head above two ≈-equal shoulders — bearish reversal
Falling wedge · leans bullish
HorizonHigherMedianObservations
10d50%0.0%429,088
21d50%+0.1%202,227
63d50%+0.2%64,074
falling & converging — bullish
Rounding bottom · leans bullish
HorizonHigherMedianObservations
10d46%-0.4%129,044
21d44%-1.7%60,293
63d40%-6.7%19,146
gradual U-shaped base
Macd bearish cross · leans bearish
HorizonHigherMedianObservations
10d51%+0.1%154,841
21d51%+0.1%72,734
63d50%+0.2%23,127
MACD crossed below signal
0315-min delayed99TH OF ITS 5-YEAR RANGE
Price & timing
Price $272.11, 17.1× forward earnings, RSI 55.
↳ 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
Above 50 & 2003 OF 3 AVERAGES
50-day $258.00 · 200-day $190.73. Price above both is the structural definition of an uptrend.
The setup right now15-min delayed
Price · 504 sessions2024-09-13 → 2026-09-17
price50-day200-day
How to read this
Up 7.43% 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
55
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)±6.4%
$17.51
The average true range — how far this stock moves on an ordinary day. It sets the scale a stop has to clear.
MACDABOVE SIGNAL
+1.12
The short-term trend against its own signal line. The sign is the read; the size is not a target.
Bollinger position86% OF RANGE
Upper 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
$251.90
The volume-weighted average of the last month. Price above it means recent buyers are, on average, in profit.
Chandelier exitLONG INTACT
$238.64
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 3 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
Elevated1.20× segment rate · n=12,125
Historically, mid names in this tape state saw a ≥10% pullback within 63 trading days in 95% of cases (n=12,125).
Overstretchvs the 20-day mean
0.1σ
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
$230 – $2523 supports
Where prior demand appeared: S1 at $246.20, Pivot low at $244.50, Pivot low at $238.67.
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 cashBELOW CASH
-1.41pp
Cash pays more than the earnings yield today, so what you are buying is future growth rather than a current return.
Multiples
Forward P/Eearnings expected over the next 12 months17.1×5yr median 29×
Trailing P/Eearnings already reported31.8×99th of its 5yr range
PEG ratioP/E divided by growth; near 1 reads fair for the growth0.28
1 of the 3 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
$252.03Target reached
Where the composer's entry sits, on its own stated basis.
TargetDaily pivot + sma 50
$259.03$255–$263
A zone, not a price. It is where the composer expects supply, not a forecast.
Stop2× ATR below entry
$217.02risk $35.01/sh
The level that says the setup is wrong, on the basis named beside it.
Risk / rewardtarget vs stop
0.20:1set at the close before
The price has already reached the target, so no reward is left on these levels; this is the ratio the composer set at the close before, not one on offer now.
Measure from a price$
To the 50-day
-5.2%
short-term trend line · $258.00
To the 200-day
-29.9%
primary trend line · $190.73
To the composer's target
-4.8%
Daily pivot + sma 50 · set Sep 17, 2026 · $259.03
To the composer's stop
-20.2%
2× ATR below entry · set Sep 17, 2026 · $217.02
To the 52-week high
+30.5%
highest print of the past year · $355.00
To the 52-week low
-70.7%
lowest print of the past year · $79.76
A typical day (ATR)
$254.60 – $289.62
±$17.51 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
Less reward than risk at this level.
Entry $252.03 · stop $217.02 · target $259.03, a 0.20:1 ratio. The composer flagged: fair-value reference, low reward to risk.
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 +3
Ownership & flow
Institutions hold 76%, short interest is 1.30% 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
+3LEANING · 30d
1 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
+3
latest EPS beat by 15%
Signal
1 bull / 0 bear factors
Independent factors scored and netted to +3 over 30d, a leaning 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 ownershipINSTITUTIONALLY HELD
75.6%
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
3.4%
The share held by the people running the company.
Short interest (float)LIGHT
1.30%
Rising — shares short changed +103.2% over 30 days. There is no short base to squeeze here.
Dollar volume (ADV)93rd PCTILE
$249.41M/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.
Funds entering / exitingNET -19
+31 / −50
Institutions opening a first position against those closing out entirely, at the latest filings.
The story · news & sentimentRolling window
Why it moved todayNONE
+7.43%
SIMO rose +7.43% in after-hours trading — no identified catalyst in our coverage.
CongressSTOCK Act · 30–45d lag
Signal
Net buying.
1 of 1 disclosures are buys and 0 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 callsHIGH VOLATILITY
Risk & track record
Beta 2.39, 93% annual volatility, a -38% 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)
−20.7%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
−31.6%
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
1.1×
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
-37.8%
The deepest peak-to-trough fall in the measured window. Only hold a position you can watch do this.
Beta (vs the market)AMPLIFIES
2.39
Moves about 2.4× the market over the past year.
Annualized volatilityELEVATED
93%
How far it swings over a year, from its own realized returns.
Tactical phaseNIGHTLY READ
Neutral
Selling pressure0
Buying pressure52
Overheat26
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 growth, 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
1.6%tail cap binds
max defensible size 1.6% - tail binds
Avoid score6-month distress
13.9%1.5× its cohort · most-traded mega-caps
Observational 6-month large-drawdown risk ranking — not a forecast, not alpha. Historical distress rate for this most-traded mega-caps segment: 9.3%. This name reads 1.5× 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 12.4% · tail cap 1.6% · category cap 54.6%. The tail cap binds, so 1.6% is the number (n=109,931). We show which one binds rather than the friendliest.Sizing
LowLottery-ticket behaviourIts best 21-day return sits at 8.8% against a 10.8% cohort 90th-percentile threshold — below the line where forward returns have historically turned negative.Behaviour
LowCash runwayNot scored for this name.Not scored
LowPost-earnings driftDrift odds at full strength (+2.24% / 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
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 -38%
That is this name's deepest measured fall, on 93% annualized volatility. A drawdown of that size is normal here, not exceptional.
You want income
A 0.73% yield is a rounding error against cash. This is a capital-gains position.
You're already heavy in this market
A 2.39 beta means you would be stacking the same bet rather than spreading it.
You'd be buying into earnings
A report lands in 41 days.
You'd size it like a core holding
The binding cap is 1.6% of a portfolio. Above that the tail stops being survivable.
Our track record10 resolved
Track recordBUILDING IN THE OPEN
26 logged
26 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 SIMOTHIS NAME
26
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 linksSEMICONDUCTORS
The wider context
5 mapped peers, 4 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
+71.6% per +1ppSECTOR
This is the SECTOR prior, not a measurement of this name — the regression did not clear its own bar. The verdict beside it (headwind) comes from the prior too, so the two agree by construction rather than by evidence.
Versus peersLatest session
Peer set · 5 names
SymbolRelationshipPriceSession
NVDAPeer$222.27+1.34%
TSMPeer$434.67+1.02%
AVGOPeer$357.61+2.97%
MUCustomer$1,015.80+3.92%
AMDPeer$559.82+2.70%
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
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 14, 2026
FOMC decisionUsually hurts when the Fed sounds more hawkish than expected
Higher rates for longer hit tech hardest, because so much of its value is profits years away.
Typical for the Technology sector
On the day +0.1% · A week later +1.8% · Two weeks later +2.2% · Rose on 19 of 38 report days
Across the last 38 FOMC decision reports since Jul 1, 2023, SIMO moved +0.1% on average on the day and was 2.2% higher two weeks later. The S&P 500 moved -0.1% on those days.
Initial jobless claimsUsually helps when more people file for benefits than expected
Rising joblessness pushes the Fed toward lower rates, which lifts growth-priced tech.
Typical for the Technology sector
On the day +0.1% · A week later +1.1% · Two weeks later +2.2% · Rose on 94 of 169 report days
Across the last 169 Initial jobless claims reports since Jun 8, 2023, SIMO moved +0.1% on average on the day and was 2.2% higher two weeks later. The S&P 500 moved 0.0% on those days.
Producer prices (PPI)Usually hurts when producer prices run hotter than expected
Chip stocks are priced on growth and sell off when rates rise.
Typical for the Semiconductors industry
On the day +0.3% · A week later +0.6% · Two weeks later +1.1% · Rose on 18 of 39 report days
Across the last 39 Producer prices (PPI) reports since Jun 12, 2023, SIMO moved +0.3% on average on the day and was 1.1% higher two weeks later. The S&P 500 moved +0.3% on those days.
Core PCE (the Fed's gauge) is due in 12 days.
Core PCE (the Fed's gauge)Usually hurts when inflation runs hotter than expectedChip stocks are priced on growth and sell off when rates rise.
Typical for the Semiconductors industry
On the day +0.8% · A week later +3.5% · Two weeks later +4.5% · Rose on 23 of 38 report days
Across the last 38 Core PCE (the Fed's gauge) reports since Jun 28, 2023, SIMO moved +0.8% on average on the day and was 4.5% higher two weeks later. The S&P 500 moved +0.2% on those days.
Core inflation (core CPI)Usually hurts when inflation runs hotter than expected
Chip stocks are priced on growth and sell off when rates rise.
Typical for the Semiconductors industry
On the day +0.3% · A week later +0.9% · Two weeks later +1.3% · Rose on 18 of 38 report days
Across the last 38 Core inflation (core CPI) reports since Jun 12, 2023, SIMO moved +0.3% on average on the day and was 1.3% higher two weeks later. The S&P 500 moved +0.3% on those days.
Inflation (CPI)Usually hurts when inflation runs hotter than expected
Chip stocks are priced on growth and sell off when rates rise.
Typical for the Semiconductors industry
On the day +0.3% · A week later +0.9% · Two weeks later +1.3% · Rose on 18 of 38 report days
Across the last 38 Inflation (CPI) reports since Jun 12, 2023, SIMO moved +0.3% on average on the day and was 1.3% higher two weeks later. The S&P 500 moved +0.3% on those days.
Job openings (JOLTS) is due in 11 days.
Job openings (JOLTS)Usually hurts when job openings come in higher than expectedStrong hiring tells the Fed it can keep rates high, which weighs on growth-priced tech.
Typical for the Technology sector
On the day +0.6% · A week later +1.3% · Two weeks later +2.0% · Rose on 23 of 38 report days
Across the last 38 Job openings (JOLTS) reports since Jul 5, 2023, SIMO moved +0.6% on average on the day and was 2.0% higher two weeks later. The S&P 500 moved 0.0% on those days.
Jobs report (nonfarm payrolls) is due in 14 days.
Jobs report (nonfarm payrolls)Usually hurts when hiring comes in stronger than expectedStrong hiring tells the Fed it can keep rates high, which weighs on growth-priced tech.
Typical for the Technology sector
On the day +0.3% · A week later +1.1% · Two weeks later +1.7% · Rose on 22 of 38 report days
Across the last 38 Jobs report (nonfarm payrolls) reports since Jul 6, 2023, SIMO moved +0.3% on average on the day and was 1.7% higher two weeks later. The S&P 500 moved -0.1% on those days.
Customer momentumSep 18, 2026
Customer momentumTOP
+30.6%
The dependency-weighted trailing return of the customers this company discloses a revenue dependence on. Their tape leads its orders.
Lead-lag gapBEHIND CUSTOMERS
-42.2%
This company's own move less its customers' weighted move. A wide gap in either direction usually closes.
Disclosed customer dependencies
CustomerRevenue weightWindow returnLast filed
6707.TWO11.0%+30.6%2026-04-30
Weights are as disclosed in the filings, so they describe the last reported period rather than today. Historical, point-in-time backtest of a cross-sectional screen (135 months, 2013-2026), gross of trading costs. The equal-weighted base effect is marginal (t 1.84); statistical significance relies on the dependency weighting (t 2.02). Validated on monthly rebalancing; served daily on the same 21-bar horizon. This is a research screen describing a group-level historical spread - not a forecast of any individual stock's return.
Connections4 links · 2 confirmed
Direct connections · 4 edges
CompanyRelationSessionProvenance
WDC · Customercustomer+4.13%Rumored · manual
MU · Customercustomer+3.92%Rumored · manual
6707.TWO · Suppliersuppliernot pricedConfirmed · manual
285A.T · Suppliersuppliernot pricedConfirmed · manual
2 of 4 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.