| Size & multiples | |||
| Market Cap | ₩15.69T | Enterprise Value | ₩11.45T |
| P/E (TTM) | — | PEG (trailing) | — |
| P/S | 1.94× | P/FCF | 16.95× |
| EV/EBITDA | — | EV/EBIT | 15.64× |
| EV/Sales | 1.41× | EV/FCF | 12.37× |
| FCF Yield | 5.90% | Buyback Yield | — |
| Owner Earnings Yield | — | Shareholder Yield | — |
| Cost of capital & EVAmethodology → | |||
| Beta (5y monthly) | 1.51 | Risk-free (assumed) | 4.00% |
| Equity risk premium (assumed) | 5.00% | Cost of Equity | 11.54% |
| After-tax Cost of Debt | 15.80% | WACC | 12.05% |
| ROIC | 5.91% | EVA Spread (ROIC−WACC) | −6.14% |
| EVA | -₩674.95B | ||
Flows TTM (last 4 quarters) · EPS TTM — · revenue TTM ₩8.10T · FCF TTM ₩925.59B (in KRW)
Output of a disclosed model whose assumptions may be wrong — research information, not investment advice. See the Disclaimer.
| Metric | Today | Own median | Own range | %ile | z | Sector med. | mo · distinct |
|---|---|---|---|---|---|---|---|
| P/E | 387.50× | only 1 monthly observation — under the 12-month floor for a series line. P/E and EPS growth are reconstructed for US-domestic 10-K filers only — a 20-F/40-F foreign private issuer's ADR trades in USD while its EPS is reported in the native currency, so no multiple is reconstructed rather than a wrong one. | |||||
| 4.6% | 2.6% | 79th | +0.25σ | 5.0% | 123 · 11 | ||
| 5.9% | 3.9% | 88th | +1.22σ | 4.0% | 111 · 10 | ||
| 6.1% | 0.7% | no band (39 mo · 4 distinct) | — | — | 1.9% | 39 · 4 | |
| −46.1% | −2.5% | 25th | −0.75σ | 5.9% | 140 · 138 | ||
| EPS Growth 3Y | — | P/E and EPS growth are reconstructed for US-domestic 10-K filers only — a 20-F/40-F foreign private issuer's ADR trades in USD while its EPS is reported in the native currency, so no multiple is reconstructed rather than a wrong one. | |||||
| Sales Growth 3Y | 6.0% | only 3 monthly observations — under the 12-month floor for a series line. | |||||
| Market Cap | $10.80B | not reconstructed — market cap was removed from the historical pass (never a ranking factor, and a reconstructed share count carries look-ahead risk). The single stored value is the forward-captured snapshot, not a series. | |||||
no P/E ladder — only 1 monthly observation — under the 12-month floor for a series line. P/E and EPS growth are reconstructed for US-domestic 10-K filers only — a 20-F/40-F foreign private issuer's ADR trades in USD while its EPS is reported in the native currency, so no multiple is reconstructed rather than a wrong one.
Reference computation, not a forecast and not a price target: each row re-prices the SAME filed earnings figure at a multiple this company actually traded at during the stated window. It assumes no change in EPS, no change in share count, and nothing about the future.
The multiples are this company's OWN, taken from the monthly point-in-time archive: each snapshot's P/E is that month's close divided by the latest annual diluted EPS that had actually been FILED by then, so no figure in the history was unknowable on its date. The ladder multiplies those percentiles by the same kind of denominator — the latest filed FY diluted EPS — which is why the "today" row reconciles: $35,650.00 ÷ — = —.
It abstains rather than guess: a loss year has no meaningful earnings multiple, and a name whose per-share basis was rebased after a split would need a split-adjusted EPS the filed statement doesn't carry. The FA tab's P/E uses a TTM denominator and will differ slightly from the figure here by design — one convention per surface.
Columns: P/E is the multiple this company itself traded at, at that percentile of the selected window. Implied price is that multiple × — ( ). vs close is implied ÷ $35,650.00 − 1. Arithmetic restates the whole row so it can be checked without leaving the table.
Every snapshot stamped reconstructed was rebuilt by re-computing this name's metrics from only the facts an observer could have read on that date: a fact enters a month only once the annual filing that covers it (10-K/20-F/40-F) had a real SEC filed_date on or before that month-end. Per-share figures are split-rebased before the ratio is taken. Snapshots with no basis stamp are forward-captured ("live") and are labelled as such above, never folded in silently.
Restatement vintage: the availability GATE is honest (a fact enters a snapshot only once its covering annual filing's real filed_date precedes that month-end) but the VALUE stored is the latest restated one — an observer in 2017 may have seen a since-revised figure.
Survivorship: only names present in today's ingest exist in the archive, so a cohort median excludes companies that were delisted or acquired along the way.
Order-of-magnitude artifacts were dropped at write time by per-metric plausibility bands (P/E kept within 0.5–3,000×, ROE/ROIC ±50, net margin ±100, momentum −1 to +500) — real extreme tails are kept, so a band can legitimately be wide. A TRAILING P/E in particular explodes whenever earnings trough (CSCO's FY2018 tax-charge EPS of $0.02 gave a real 2,340× reading in 2019), so read the median as the robust statistic and the p90 as 'this is what a trough month looked like', not as a rich-valuation month.
P/E and EPS growth are reconstructed for US-domestic 10-K filers only — a 20-F/40-F foreign private issuer's ADR trades in USD while its EPS is reported in the native currency, so no multiple is reconstructed rather than a wrong one.
Sector medians use the cohort's CURRENT classification, not a point-in-time one (the same caveat the exposure and manager-sector surfaces carry) — a name that changed sector is counted in today's sector for every month it appears.
Gates: a series needs 12 monthly observations, a percentile band 60, p10/p90 inside a window 24, and a sector month 5 contributing names. Each row above states which gate it missed.
Effective sample size, not month count: the ratio metrics are annual figures re-read monthly, so the same value repeats between filings. Nothing is ranked inside fewer than 4 DISTINCT values, and no band is quoted unless the series carries at least 6 distinct values per decade of span — a "139-month range" resting on four fiscal years would misstate its own evidence. Both counts are in the last column.
P/E is the only series here with a price leg, so it is the only one that can be wrong from a per-share basis mismatch: when the live pipeline has flagged this name's share basis as changed, or the reconstructed level falls below what any listed equity trades at, the whole P/E row is withdrawn in favour of its reason rather than published. Every other series is a total-dollar ratio — currency- and split-neutral. 140 monthly point-in-time snapshots, 2014-12-31 → 2026-07-14, reconstructed by ingest.pit_reconstruct. 1 of 140 snapshots carry no pit_meta basis row and are reported as forward-captured ('live'), not reconstructed. Banded here: ROE, ROIC, 12M Momentum. No series for: P/E, EPS Growth 3Y, Sales Growth 3Y, Market Cap — each row states why.
Rich vs Communication Services on P/E
P/E 97th percentile in the Communication Services pool — placement read per multiple; the API emits no single blended figure, so none is shown.
Compared against all 267 Communication Services names we cover — one sector-wide pool, so the median skews toward smaller (often unprofitable) companies. Try the Size band for a cap-matched read.
| Metric | This (FY) | Peer median | IQR (25–75) | %ile |
|---|---|---|---|---|
| P/E | 387.5x | 18.3x | 12.0x–41.8x | 97 ↑rich |
| FCF Yield | 5.9% | 5.1% | -2.6%–11.0% | 56 ↑strong |
| Dividend Yield | 0.2% | 1.4% | 0.1%–4.5% | 29 ↓weak |
| Net Margin | 6.1% | 1.9% | -12.4%–11.9% | 64 ↑strong |
| Operating Margin | 9.0% | 4.4% | -9.4%–14.2% | 62 ↑strong |
| ROE | 4.6% | 5.0% | -10.4%–15.3% | 49 ↓weak |
