STCGF (Stack Capital Group) Probability of Financial Distress (%): 0.01% (As of Jun. 26, 2026)


STCGF Stack Capital Group Inc STCGF
53 GF Score
Price $14.59
GF Value $59.78
Valuation Possible Value Trap
! 2 Warning Signs
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What is Stack Capital Group Probability of Financial Distress (%)?

Stack Capital Group STCGF -4.20% 53 Probability of Financial Distress (%) is 0.01% as of Jun. 26, 2026. GuruFocus rates STCGF with a GF Score™ of 53/100 and a GF Value™ of $59.78 (Possible Value Trap). The stock has 2 warning signs investors should review.

Probability of Financial Distress (%) measures the probability that a company will go bankrupt in the upcoming year given its current financial position. A higher ratio indicates a larger probability of bankruptcy for the company, while a lower ratio indicates a healthier fundamental. As of today, Stack Capital Group's Probability of Financial Distress (%) is 0.01%.

Like the Altman Z-Score, the PFD measures a company's bankruptcy risk. However, the main drawback of the Z-score is it does not apply to banks and insurance companies. According to Investopedia, the concept of "working capital" does not apply to banks and insurance companies, as financial institutions do not have typical current assets or current liabilities like inventories or accounts payable.

Stack Capital Group  (OTCPK:STCGF) Probability of Financial Distress (%) Explanation

Like the Altman Z-Score, the PFD measures a company's bankruptcy risk in the upcoming year. However, the main drawback of the Z-score is it does not apply to banks and insurance companies. According to Investopedia, the concept of "working capital" does not apply to banks and insurance companies, as financial institutions do not have typical current assets or current liabilities like inventories or accounts payable.

Stack Capital Group Probability of Financial Distress (%) Related Terms

STCGF vs BLK, BX, KKR: Probability of Financial Distress (%) Comparison

For the Asset Management subindustry, Stack Capital Group's Probability of Financial Distress (%), along with its competitors' market caps and Probability of Financial Distress (%) data, can be viewed below:

* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.

Stack Capital Group Probability of Financial Distress (%) vs Asset Management Industry

For the Asset Management industry and Financial Services sector, Stack Capital Group's Probability of Financial Distress (%) distribution charts can be found below:

* The bar in red indicates where Stack Capital Group's Probability of Financial Distress (%) falls into.


STCGF
53GF Score
Stack Capital Group Inc STCGF
Probability of Financial Distress (%) is just one metric. See GF Score™, valuation, warning signs, and more.
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Stack Capital Group Probability of Financial Distress (%) Calculation

Probability of Financial Distress (%) (PFD) was developed by John Campbell, Jens Hilscher and Jan Szilagyi in their Search of Distress Risk. It measures the probability that a company will go bankrupt within the next 12 months given its current financial position.

The Probability of Financial Distress (%) was obtained by a logit probability model based on eight explanatory variables. The logit formula to compute the probability of financial distress (LPFD) is given below:

LPFD= -20.12 * NIMTAAVG + 1.60 * TLMTA - 7.88 * EXRETAVG + 1.55 * SIGMA - 0.005 * RSIZE - 2.27 * CASHMTA + 0.070 * MB - 0.09 * PRICE -8.87
=-9.29

The Probability of Financial Distress (%) (PFD) was then obtianed by:

PFD=1/(1 + e^(-LPFD))*100%
=0.01%

The eight explanatory variables are:

1. NIMTAAVG = Net Income to Market Total Assets

NIMTAAVG=Net Income / Market Total Assets
=Net Income / (Market Cap + Total Liabilities)

*Note that for companies reported quarterly, geometrically declining weighted quarterly Net Income data in latest four quarters are used.

2. TLMTA = Total liabilities to Market Total Assets

TLMTA=Total Liabilities / Market Total Assets

3. CASHMTA = Cash to Market Total Assets

For non-financial companies, CASHMTA is measured as:

CASHMTA=Cash, Cash Equivalents, Marketable Securities / Market Total Assets

4. EXRETAVG = Excess Return compared to the S&P 500

EXRETAVG is the weighted excess return compared to the S&P 500 in past 12 month. Geometrically declining weights are imposed on the monthly excess return to reflect lagged information. The weight is halved each quarter.

5. SIGMA = Standard Deviation of Daily Returns

For sigma, we use the annualized standard deviation of a company's returns over the past 92 days (or 63 trading days).

6. RSIZE = Relative Size

RSIZE=log (Market Cap / Total Market Cap of S&P 500 companies)

7. MB = Market to Adjusted Book Equity Ratio

MB=Market Cap / Adjusted Book Equity
=Market Cap / (Total Stockholders Equity + 0.1 * ( Market Cap - Total Stockholders Equity))

8. PRICE

PRICE is measured as the log of the stock price, capped at log(15).

What does a Probability of Financial Distress (%) of 0.01% mean?
Stack Capital Group (STCGF) has a Probability of Financial Distress (%) of 0.01% as of Jun. 26, 2026.
Is Stack Capital Group's Probability of Financial Distress (%) too high?
Stack Capital Group's current Probability of Financial Distress (%) is 0.01%. Overall, Stack Capital Group has a GF Score™ of 53/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Stack Capital Group's Probability of Financial Distress (%) compare to BLK and BX?
Stack Capital Group's Probability of Financial Distress (%) of 0.01% can be compared against companies in the Asset Management industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good Probability of Financial Distress (%) for an Asset Management company?
A good Probability of Financial Distress (%) depends on the Asset Management industry context. However, Probability of Financial Distress (%) should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high Probability of Financial Distress (%) mean?
A high Probability of Financial Distress (%) can signal that a stock is expensive relative to its fundamentals. Stack Capital Group's current Probability of Financial Distress (%) is 0.01%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Stack Capital Group stock overvalued right now?
Based on GuruFocus' analysis, Stack Capital Group (STCGF) is currently considered Possible Value Trap. The stock's GF Value™ is $59.78, compared to a current price of $14.59 — trading 75.6% below its estimated fair value. The current Probability of Financial Distress (%) is 0.01%. Stack Capital Group's overall GF Score™ is 53/100 with 2 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is Probability of Financial Distress (%) calculated?
Probability of Financial Distress (%) is calculated from a company's financial statements. For Stack Capital Group (STCGF), the current Probability of Financial Distress (%) is 0.01% as of Jun. 26, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.

Is Stack Capital Group (STCGF) Overvalued in 2026?

Based on GuruFocus' analysis, Stack Capital Group stock appears to be undervalued. The current stock price of $14.59 is trading 75.6% below its estimated GF Value™ of $59.78. GuruFocus considers Stack Capital Group to be Possible Value Trap.

Key valuation signals for STCGF:

  • Probability of Financial Distress (%): 0.01%
  • GF Value™: $59.78 vs. price of $14.59 (75.6% below fair value)
  • GF Score™: 53/100 with 2 warning signs

No single metric tells the full story. See the STCGF stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.

Stack Capital Group Business Description

Address 155 Wellington Street West, Suite 3140, Toronto, ON, CAN, M5V 3H1
Stack Capital Group Inc is a newly formed investment holding company. Its business objective is to invest in equity, debt, and other securities of growth-to-late-stage private businesses. United States. Its business objective is to maximize its long-term capital appreciation by seeking to achieve superior risk-adjusted investment performance.
53GF Score

Get the complete analysis for STCGF

Probability of Financial Distress (%) is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.

$14.59
Price
$59.78
GF Value