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AlphaQuality

AlphaQuality

Quantitative six-pillar business-quality grade

Cyclical & Capital-Intensive

AlphaQuality — archetype-weighted quantitative grade

F 12.7 / 100 composite

Composite Grade

Composite of six pillars weighted for cyclical & capital-intensive businesses. Purely quantitative — the six pillars score only reported financials, no analyst input.

Profitability

Weight: 15%
F 0.0
  • 5yr Avg ROIC -73.9% 0/100
Contributes 0.0 pts toward composite.

Capital Efficiency

Weight: 15%
F 0.0
  • 5yr Avg ROE -101.0% 0/100
Contributes 0.0 pts toward composite.

Growth Quality

Weight: 10%
F 0.0
  • Revenue-Growth Years (5) 0/5 0/100
Contributes 0.0 pts toward composite.

Cash Generation

Weight: 15%
F 0.0
  • 5yr FCF Margin -20204.3% 0/100
  • 5yr FCF/NI Conversion 0.00x 0/100
Contributes 0.0 pts toward composite.

Balance Sheet

Weight: 25%
F 0.0
  • Net Debt / EBITDA 10.00x 0/100
  • Interest Coverage (EBIT/Int) -53.55x 0/100
  • Altman Z-Score -5.96 0/100
Contributes 0.0 pts toward composite.

Stability

Weight: 20%
B- 63.6
  • Negative-Revenue Years (5) 0/5 100/100
  • Piotroski F-Score 3 33/100
Contributes 12.7 pts toward composite.

Guru Flow

Curated superinvestor sentiment — not part of the AlphaQuality grade.
Accumulating

2 of 3 gurus held; 2 new buys.

Holders
2 -1
Avg Δ position
—
New buys
2
Full exits
0
As of Q4 2023
How this is calculated

AlphaQuality grades six pillars from 0-100 and weights each by archetype:

  • Profitability (15%) — 5yr Avg ROIC
  • Capital Efficiency (15%) — 5yr Avg ROE
  • Growth Quality (10%) — Revenue-Growth Years (5)
  • Cash Generation (15%) — 5yr FCF Margin, 5yr FCF/NI Conversion
  • Balance Sheet (25%) — Net Debt / EBITDA, Interest Coverage (EBIT/Int), Altman Z-Score
  • Stability (20%) — Negative-Revenue Years (5), Piotroski F-Score

The six pillars read only reported financial-statement fields — no analyst targets or consensus ratings. The archetype that picks which pillar formulas apply is not fully price-free, though: it can route a company to the distressed/ungradable archetype based on price vs. its 52-week high, and beta affects one classification check. A minimum of 5 fiscal years of audited statements is required. Insurers and banks are graded on their own methodology — insurers on loss ratio, its trend and stability, and premiums-to-surplus; banks on the efficiency ratio, its trend and stability, and equity-to-assets — rather than on industrial margin/ROIC signals. Distressed, highly leveraged infrastructure, asset-manager, and other financial businesses are declared ungradable rather than forced into a numeric score.