Vaxxa AB (XSAT:VAXXA) Probability of Financial Distress (%): 0.11% (As of Jul. 18, 2026)

Author: Vera Yuan Vera Yuan
Vera Yuan
Vera Yuan
Director of Data and Quant Analytics at GuruFocus
Focused on building reliable datasets, financial models, and research tools for value-minded investors. Committed to turning complex data into practical guidance for value-investing and long-term wealth.
Reviewed by: Charlie Tian Charlie Tian
Charlie Tian
Charlie Tian
Founder & CEO of GuruFocus
Dr. Charlie Tian is the founder and CEO of GuruFocus.com, a leading global investment research platform established in 2004. With a Ph.D. in physics, Dr. Tian transitioned from science to finance, applying a data-driven, disciplined approach to value investing.

XSAT:VAXXA Vaxxa AB XSAT:VAXXA
25 GF Score
Price kr0.50
GF Value kr0.76
Valuation Possible Value Trap
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What is Vaxxa AB Probability of Financial Distress (%)?

Vaxxa AB XSAT:VAXXA +3.54% 25 Probability of Financial Distress (%) is 0.11% as of Jul. 18, 2026. GuruFocus rates XSAT:VAXXA with a GF Score™ of 25/100 and a GF Value™ of kr0.76 (Possible Value Trap).

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, Vaxxa AB's Probability of Financial Distress (%) is 0.11%.

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.

Vaxxa AB  (XSAT:VAXXA) 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.

Vaxxa AB Probability of Financial Distress (%) Related Terms

XSAT:VAXXA vs UBER, SHOP, CRM: Probability of Financial Distress (%) Comparison

For the Software - Application subindustry, Vaxxa AB'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.

Vaxxa AB Probability of Financial Distress (%) vs Software Industry

For the Software industry and Technology sector, Vaxxa AB's Probability of Financial Distress (%) distribution charts can be found below:

* The bar in red indicates where Vaxxa AB's Probability of Financial Distress (%) falls into.


XSAT:VAXXA
25GF Score
Vaxxa AB XSAT:VAXXA
Probability of Financial Distress (%) is just one metric. See GF Score™, valuation, warning signs, and more.
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Vaxxa AB 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
=-6.81

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

PFD=1/(1 + e^(-LPFD))*100%
=0.11%

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 0.11% mean?
Vaxxa AB (XSAT:VAXXA) has a Probability of Financial Distress (%) of 0.11% as of Jul. 18, 2026.
Is Vaxxa AB's Probability of Financial Distress (%) too high?
Vaxxa AB's current Probability of Financial Distress (%) is 0.11%. Overall, Vaxxa AB has a GF Score™ of 25/100 and is considered Possible Value Trap, reflecting its overall financial health beyond just this single metric.
How does Vaxxa AB's Probability of Financial Distress (%) compare to UBER and SHOP?
Vaxxa AB's Probability of Financial Distress (%) of 0.11% can be compared against companies in the Software 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 a Software company?
A good Probability of Financial Distress (%) depends on the Software 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. Vaxxa AB's current Probability of Financial Distress (%) is 0.11%. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Vaxxa AB stock overvalued right now?
Based on GuruFocus' analysis, Vaxxa AB (XSAT:VAXXA) is currently considered Possible Value Trap. The stock's GF Value™ is kr0.76, compared to a current price of kr0.50 — trading 34.6% below its estimated fair value. The current Probability of Financial Distress (%) is 0.11%. Vaxxa AB's overall GF Score™ is 25/100. 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 Vaxxa AB (XSAT:VAXXA), the current Probability of Financial Distress (%) is 0.11% as of Jul. 18, 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 Vaxxa AB (XSAT:VAXXA) Overvalued in 2026?

Based on GuruFocus' analysis, Vaxxa AB stock appears to be undervalued. The current stock price of kr0.50 is trading 34.6% below its estimated GF Value™ of kr0.76. GuruFocus considers Vaxxa AB to be Possible Value Trap.

Key valuation signals for XSAT:VAXXA:

  • Probability of Financial Distress (%): 0.11%
  • GF Value™: kr0.76 vs. price of kr0.50 (34.6% below fair value)
  • GF Score™: 25/100

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

Vaxxa AB Business Description

Address Maskinvagen 27, Norrbotten, Lulea, SWE, 972 54
Vaxxa AB is the auction site for those who want to buy and sell objects in vehicles, machinery, construction and industry. The company want to make it more accessible for both private individuals and companies to sell their objects with the motivation to pave the way for a more circular market. Vaxxa is Sweden's only auction platform where exactly the combination of auction broker and self-service is offered.
25GF Score

Get the complete analysis for XSAT:VAXXA

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

kr0.50
Price
kr0.76
GF Value