Deep dive · NYSE: WOLF
Wolfspeed, Inc. stock analysis
Everything behind the call on Wolfspeed, 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 tape
No overseas listings — WOLF trades on its home exchange only.
The bottom linestart hereAs of 2026-09-18
Chart pattern
Below both averages
The 50-day sits below the 200-day
50-day $27.69 · -7.6%
200-day $29.10 · -12.1%
200-day $29.10 · -12.1%
Earnings
In 47 days
4 Nov 2026
beat 5–6 of the last 8
cohort P(beat) 64% · n=45,184
cohort P(beat) 64% · n=45,184
Valuation
-4.2× forward
Against consensus earnings
Dividend
0.00%
A rounding error against cash — this is a capital-gains position
Risk flags
3 critical
5 checks run, 0 clear
beta 4.39 · vol 76% ann.
worst drawdown -73%
worst drawdown -73%
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 does222 chars
Wolfspeed, Inc., a semiconductor company, focuses on silicon carbide materials and devices for power applications in Europe, Hong Kong, Singapore, China, rest of Asia Pacific, Japan, the United States, and internationally.
NYSE · USDSemiconductors
$25.59+1.85 · +7.79%AH · vol 3.71M
52-week range↑ 218% off low · ↓ 68.3% off high
$8.05now $25.59$80.82
Quote Sep 18, 2026 · time not on file
Tape 2026-09-17
Factors 2026-09-18
Tape 2026-09-17
Factors 2026-09-18
01Ratios · Jun 23, 2026SOLVENCY IN QUESTION
Survival & solvency
Altman-Z of -2.0 against a 3.0 safe threshold, interest covered -31.2×, and 0 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.
Bankruptcy risk (Altman-Z)
-2.02DISTRESS ZONE
Distress<1.8
Grey1.8–3.0
Safe>3.0
Profitability, leverage and liquidity combined into one number. Above 3.0 is the safe band.
Balance sheetJun 23, 2026
Piotroski F-scoreCRITICAL
F 2/8
Piotroski F-score 2 of 8. Nine pass/fail tests covering profitability, leverage and operating efficiency; seven or more is strong.
Solvency and liquidity ratios
Interest coverageoperating profit against the interest bill-31.2×healthy >5
Leverage · long-term debt / equitythe borrowings that outlive a bad quarter0.95
Your ownership stake
Net buyback yieldISSUING
-7.12%
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.
Stock-based comp / revenueELEVATED
9.7%
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
0.00%
Options and awards already granted, expressed as the gap between the diluted and basic counts.
Accounting forensicsSEC filings
Red-flag x-rayGRADE F
0 / 100
3 critical · 0 watch · 0 clear of 3 scored tests
Red-flag x-ray · every check, passes included
CheckStatusValueWhat it looks for
Bankruptcy distressCRITICALZ -2.02Altman-Z in the Distress · fundamentals
Earnings manipulationNAn/aBeneish-M not available · fundamentals
LeverageNAn/aLong-term debt / equity not available · fundamentals
Profitability qualityCRITICALF 2/8Piotroski F-score 2 of 8 · fundamentals
Filing forensicsCRITICAL4 flags4 filing red flags on the latest 10-K · forensic
5 checks, 3 critical. 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.
Relative-strength rank
7 / 100BOTTOM 7%
Where this name's 3-month return against the S&P 500 ranks across the market — a quarter's standing, not the year's.
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-18.4%
3 months-58.6%
6 months+39.2%
Year to date+25.4%
Around earningsAug 19, 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.
Typical earnings moveData unavailableRealized move magnitudes are not published for this name yet — needs ≥8 measured prints · 3 on file.
Reaction: beat vs missData unavailableThe beat-versus-miss reaction gap is not computed for this name — undetermined — needs ≥12 measured beats.
Consensus bias1.05× COHORT
Persistent
beats most quarters, by thin margins
Next reportIN 47 DAYS
4 Nov 2026
Reports amc · consensus EPS $-1.98 · revenue 150.0 M
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 18, 2026
Sideways
HorizonHigherMedianObservations
10d47%0.0%1,473,236
21d49%0.0%691,862
63d51%+0.2%218,831
slope +0.02 over 40 bars
Bearish engulfing · leans bearish
HorizonHigherMedianObservations
10d51%+0.2%155,188
21d50%0.0%72,976
63d50%+0.1%23,247
red body engulfs prior green
Dark cloud cover · leans bearish
HorizonHigherMedianObservations
10d51%+0.1%161,258
21d50%+0.1%75,948
63d50%+0.2%24,279
closes below prior midpoint
Symmetrical triangle
HorizonHigherMedianObservations
10d46%-0.3%300,363
21d46%-0.6%141,408
63d46%-1.7%44,957
converging highs & lows — breakout pending
Rounding bottom · leans bullish
HorizonHigherMedianObservations
10d46%-0.4%129,044
21d44%-1.7%60,293
63d40%-6.7%19,146
gradual U-shaped base
Near support · leans bullish
HorizonHigherMedianObservations
10d51%+0.1%533,688
21d53%+0.2%250,417
63d54%+0.4%78,400
testing recent support
Bollinger squeeze
HorizonHigherMedianObservations
10d43%0.0%757,951
21d45%0.0%355,725
63d47%0.0%112,112
bands at a multi-month tight — breakout pending
03-4.2× FORWARD
Price & timing
Price $25.59, -4.2× forward earnings, RSI 46.
↳ 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 $27.69 · 200-day $29.10. Price above both is the structural definition of an uptrend.
The setup right now
Price · 244 sessions2025-09-29 → 2026-09-17
price50-day200-day
How to read this
Up 7.79% 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
46
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)±7.6%
$1.95
The average true range — how far this stock moves on an ordinary day. It sets the scale a stop has to clear.
MACDBELOW SIGNAL
-0.15
The short-term trend against its own signal line. The sign is the read; the size is not a target.
Bollinger position43% 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 BELOW
$26.09
The volume-weighted average of the last month. Price above it means recent buyers are, on average, in profit.
Chandelier exitBROKEN
$27.74
A volatility-based trailing stop, set a few average ranges below the recent high.
4 Nov 2026 · in 47 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 6 Sept; 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
-1.6σ
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
$22 – $242 supports
Where prior demand appeared: Pivot low at $23.37, S1 at $23.19.
Slide scorefalling-knife check
20 / 100Neutral
A composite of consecutive down days, gap risk and volume expansion. Low means any decline is orderly.
Valuation
Multiples
Forward P/EAnalysts expect a loss over the next twelve months, so there are no earnings for the price to be a multiple of.Not meaningful
None of these ratios has a positive denominator, so none of them prices this company. 1 is marked not meaningful because the figure it divides into is negative — shown as absent rather than as a low, cheap-looking number. 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
$23.62Approach
Where the composer's entry sits, on its own stated basis.
TargetSma 50 + vwap 50
$27.90$27–$28
A zone, not a price. It is where the composer expects supply, not a forecast.
Stop2× ATR below entry
$19.82risk $3.80/sh
The level that says the setup is wrong, on the basis named beside it.
Risk / rewardtarget vs stop
1.13:1
Reward against risk on the composer's own levels.
Measure from a price$
To the 50-day
+8.2%
short-term trend line · $27.69
To the 200-day
+13.7%
primary trend line · $29.10
To the composer's target
+9.0%
Sma 50 + vwap 50 · set Sep 17, 2026 · $27.90
To the composer's stop
-22.5%
2× ATR below entry · set Sep 17, 2026 · $19.82
To the 52-week high
+215.8%
highest print of the past year · $80.82
To the 52-week low
-68.5%
lowest print of the past year · $8.05
A typical day (ATR)
$23.64 – $27.54
±$1.95 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 $23.62 · stop $19.82 · target $27.90, a 1.13:1 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 -6
Ownership & flow
Institutions hold 133%.
↳ 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
-6MODERATE · 30d
0 bull / 2 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 missed by 54%
Quality / valueTTM · CONTEXT
-4
weak Piotroski F-score (2/8)
Signal
0 bull / 2 bear factors
Independent factors scored and netted to -6 over 30d, a moderate 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 ownershipINSTITUTIONALLY HELD
132.7%
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
0.9%
The share held by the people running the company.
Free float49% OF SHARES
23.58M
Shares actually available to trade, excluding insider and restricted holdings.
Dollar volume (ADV)86th PCTILE
$97.25M/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 -10
+17 / −27
Institutions opening a first position against those closing out entirely, at the latest filings.
The story · news & sentimentRolling window
Why it moved todayNONE
+7.79%
WOLF rose +7.79% in after-hours trading — 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.
055 graded callsHIGH VOLATILITY
Risk & track record
Beta 4.39, 76% annual volatility, a -73% 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.
Max drawdown
-72.7%IT CAN HALVE
The deepest peak-to-trough fall in the measured window. Only hold a position you can watch do this.
What it does to a portfolio5-year window
Beta (vs the market)AMPLIFIES
4.39
Moves about 4.4× the market over the past year.
Annualized volatilityELEVATED
76%
How far it swings over a year, from its own realized returns.
Tactical phaseNIGHTLY READ
Neutral
Selling pressure42
Buying pressure16
Overheat11
State: neutral — No dominant short-horizon pressure in the tape.
What votes againstNightly
HighQuality / valueweak Piotroski F-score (2/8)TTM · -4
MedEarningslatest EPS missed by 54%4 quarters · -2
Signal
2 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 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
59.9%6.4× 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 6.4× 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 6.5% 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 (+2.44% / 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 -73%
That is this name's deepest measured fall, on 76% 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 4.39 beta means you would be stacking the same bet rather than spreading it.
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 record5 resolved
Track recordBUILDING IN THE OPEN
10 logged
10 calls logged on this name, 5 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 WOLFTHIS NAME
10
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 5.
0610-K disclosed linksSEMICONDUCTORS
The wider context
5 mapped peers, 12 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
-169.9% 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%
MUPeer$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 2025-09-29
Signal
1 of 2 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 15, 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 +3.1% · A week later +7.1% · Two weeks later +13.0% · Rose on 6 of 10 report days
Across the last 10 FOMC decision reports since Oct 31, 2025, WOLF moved +3.1% on average on the day and was 13.0% higher two weeks later. The S&P 500 moved +0.3% 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 +1.1% · A week later +1.3% · Two weeks later +2.2% · Rose on 24 of 47 report days
Across the last 47 Initial jobless claims reports since Oct 9, 2025, WOLF moved +1.1% on average on the day and was 2.2% higher two weeks later. The S&P 500 moved -0.1% 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 -2.2% · A week later +1.3% · Two weeks later +6.7% · Rose on 3 of 11 report days
Across the last 11 Core PCE (the Fed's gauge) reports since Oct 29, 2025, WOLF moved -2.2% on average on the day and was 6.7% 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 -1.7% · A week later +5.6% · Two weeks later +5.9% · Rose on 5 of 11 report days
Across the last 11 Job openings (JOLTS) reports since Oct 5, 2025, WOLF moved -1.7% on average on the day and was 5.9% higher two weeks later. The S&P 500 moved +0.1% 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 -0.8% · A week later +7.2% · Two weeks later +6.7% · Rose on 5 of 11 report days
Across the last 11 Jobs report (nonfarm payrolls) reports since Oct 6, 2025, WOLF moved -0.8% on average on the day and was 6.7% higher two weeks later. The S&P 500 moved +0.1% on those days.
PCE inflation is due in 12 days.
PCE inflationUsually 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 -2.2% · A week later +1.3% · Two weeks later +6.7% · Rose on 3 of 11 report days
Across the last 11 PCE inflation reports since Oct 29, 2025, WOLF moved -2.2% on average on the day and was 6.7% higher two weeks later. The S&P 500 moved +0.3% 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 +2.4% · A week later +2.5% · Two weeks later +0.6% · Rose on 6 of 11 report days
Across the last 11 Producer prices (PPI) reports since Oct 13, 2025, WOLF moved +2.4% on average on the day and was 0.6% 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 +1.4% · A week later +2.7% · Two weeks later -1.1% · Rose on 5 of 10 report days
Across the last 10 Core inflation (core CPI) reports since Oct 13, 2025, WOLF moved +1.4% on average on the day and was 1.1% lower two weeks later. The S&P 500 moved +0.3% 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.
Connections12 links · 3 confirmed
Direct connections · 12 edges
CompanyRelationSessionProvenance
IFNNY · Customercustomer+3.69%Rumored · manual
RNECY · Customercustomernot pricedRumored · manual
BWA · Customercustomer-0.69%Rumored · manual
IFX.DE · Suppliersuppliernot pricedRumored · manual
6723.T · Suppliersupplier-0.51%Rumored · manual
STM · Competitorcompetitor+3.23%Confirmed · 10K
COHR · Competitorcompetitor+7.22%Confirmed · 10K
ON · Competitorcompetitor+2.46%Confirmed · 10K
GM · Customercustomer-5.10%Rumored · manual
MBG.DE · Customercustomer-4.76%Rumored · manual
TATAMOTORS.NS · Customercustomernot pricedRumored · manual
AEHR · Suppliersupplier+3.25%Rumored · manual
3 of 12 edges are named in a filing; the rest come from reporting we have not matched to one yet, and are labelled as such.
Suppliers, customers & competitors
Who depends on it
What it depends on
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.