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Gryphon Capitalome TrustASX:GCI 77 Altman Z2-Score is 147.57 as of Jul. 16, 2026, which is at its 10-year median of 147.57. GuruFocus rates ASX:GCI with a GF Score™ of 77/100 and a GF Value™ of A$2.14 (Fairly Valued). The stock has 8 warning signs investors should review. Among 704 Asset Management companies, Gryphon Capitalome Trust ranks better than 95.6% on this metric.
Altman Z2-Score, also known as Z"-Score, is used to predict the likelihood that a non-manufacturing company (excluding property/financial company) will face bankruptcy within a two-year period.
Good Sign:
Gryphon Capitalome Trust has a Altman Z2-Score of 147.57, indicating it is in Safe Zones. This implies the Altman Z2-Score is strong.
The zones of discrimination were as such:
When Altman Z2-Score <= 1.1, it is in Distress Zones.
When Altman Z2-Score >= 2.6, it is in Safe Zones.
When Altman Z2-Score is between 1.1 and 2.6, it is in Grey Zones.
The historical rank and industry rank for Gryphon Capitalome Trust's Altman Z2-Score or its related term are showing as below:
ASX:GCI'
s Altman Z2-Score Range Over the Past 10 Years
Min: 100.74 Med: 147.57 Max: 250.5
Current: 147.57
During the past 8 years, Gryphon Capitalome Trust's highest Altman Z2-Score was 250.50. The lowest was 100.74. And the median was 147.57.
The original Z-Score model was based on publicly traded manufacturing companies while the Z2-Score, also known as Z"-score can be used for any type of company excluding property/financial companies. Both Z-Score and Z2-Score describes the financial health of a company, and its likelihood of financial distress.
X1: The Working Capital/Total Assets (WC/TA) ratio is a measure of the net liquid assets of the firm relative to the total capitalization. Working capital is defined as the difference between current assets and current liabilities. Ordinarily, a firm experiencing consistent operating losses will have shrinking current assets in relation to total assets. Altman found this one proved to be the most valuable liquidity ratio comparing with the current ratio and the quick ratio. This is however the least significant of the five factors.
X2: Retained Earnings/Total Assets: the RE/TA ratio measures the leverage of a firm. Retained earnings is the account which reports the total amount of reinvested earnings and/or losses of a firm over its entire life. Those firms with high RE, relative to TA, have financed their assets through retention of profits and have not utilized as much debt.
X3, Earnings Before Interest and Taxes/Total Assets (EBIT/TA): This ratio is a measure of the true productivity of the firm's assets, independent of any tax or leverage factors. Since a firm's ultimate existence is based on the earning power of its assets, this ratio appears to be particularly appropriate for studies dealing with corporate failure. This ratio continually outperforms other profitability measures, including cash flow.
* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD. * For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency.
ASX:GCI vs BLK, BX, KKR: Altman Z2-Score Comparison
For the Asset Management subindustry, Gryphon Capitalome Trust's Altman Z2-Score, along with its competitors' market caps and Altman Z2-Score 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.
Gryphon Capitalome Trust Altman Z2-Score vs Asset Management Industry
For the Asset Management industry and Financial Services sector, Gryphon Capitalome Trust's Altman Z2-Score distribution charts can be found below:
* The bar in red indicates where Gryphon Capitalome Trust's Altman Z2-Score falls into.
Altman Z-Score model is an accurate forecaster of failure up to two years prior to distress. It can be considered the assessment of the distress of industrial corporations.
Z2-Score, also known as Z"-Score is the Z-Score for non-manufacturing companies excluding property/financial companies.
* For Operating Data section: All numbers are indicated by the unit behind each term and all currency related amount are in USD. * For other sections: All numbers are in millions except for per share data, ratio, and percentage. All currency related amount are indicated in the company's associated stock exchange currency. GuruFocus does not calculate Altman Z2-Score when X4_2 value is 0.
Gryphon Capitalome Trust (ASX:GCI) has a Altman Z2-Score of 147.57 as of Jul. 16, 2026. Z2-Score is the Z-Score for non-manufacturing companies excluding property/financial companies, which measures a company's bankruptcy risk. View historical data on Gryphon Capitalome Trust and its competitors. This is near median its historical median of 147.57. Over the past decade, Gryphon Capitalome Trust's Altman Z2-Score has ranged from 100.74 to 250.50. According to the industry distribution chart, Gryphon Capitalome Trust ranks #31 out of 704 companies in the Asset Management industry, placing it in the top 4.4%.
Is Gryphon Capitalome Trust's Altman Z2-Score too high?
Gryphon Capitalome Trust's current Altman Z2-Score of 147.57 is near median its 10-year median of 147.57. Over the past 10 years, this metric has ranged from a low of 100.74 to a high of 250.50. The Asset Management industry median Altman Z2-Score is 6.16. Gryphon Capitalome Trust's value of 147.57 is 2295.6% above this industry median. Based on the distribution chart, Gryphon Capitalome Trust ranks #31 out of 704 companies in the Asset Management industry, which is in the top quartile — a strong position relative to peers. Overall, Gryphon Capitalome Trust has a GF Score™ of 77/100 and is considered Fairly Valued, reflecting its overall financial health beyond just this single metric.
How does Gryphon Capitalome Trust's Altman Z2-Score compare to BLK and BX?
According to the Asset Management industry distribution chart, Gryphon Capitalome Trust ranks #31 out of 704 companies for Altman Z2-Score. This places Gryphon Capitalome Trust in the top 4% of its industry — outperforming the majority of peers. The industry median Altman Z2-Score is 6.16. Gryphon Capitalome Trust's value of 147.57 is 2295.6% above this benchmark. Historically, Gryphon Capitalome Trust's own Altman Z2-Score has ranged from 100.74 to 250.50 over the past decade. While the company's 10-year median is 147.57 vs. the industry median of 6.16, Gryphon Capitalome Trust has consistently been above the industry average. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good Altman Z2-Score for an Asset Management company?
The median Altman Z2-Score among Asset Management companies is 6.16, based on 704 companies in the industry. Companies in the top quartile (top 25%) have a Altman Z2-Score significantly above this median, while those in the bottom quartile fall well below. However, Altman Z2-Score should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Gryphon Capitalome Trust's current Altman Z2-Score of 147.57 is 2295.6% above the industry median. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high Altman Z2-Score mean?
A high Altman Z2-Score can signal that a stock is expensive relative to its fundamentals. Z2-Score is the Z-Score for non-manufacturing companies excluding property/financial companies, which measures a company's bankruptcy risk. View historical data on Gryphon Capitalome Trust and its competitors. For the Asset Management industry, the median Altman Z2-Score is 6.16 — values significantly above this may indicate overvaluation, while values below may suggest a bargain or underlying issues. Gryphon Capitalome Trust's current Altman Z2-Score is 147.57, which is near median its own 10-year median of 147.57. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is Gryphon Capitalome Trust stock overvalued right now?
Based on GuruFocus' analysis, Gryphon Capitalome Trust (ASX:GCI) is currently considered Fairly Valued. The stock's GF Value™ is A$2.14, compared to a current price of A$2.07 — trading 3.3% below its estimated fair value. The current Altman Z2-Score is 147.57, which is near median its 10-year median of 147.57 and 2295.6% above the Asset Management industry median of 6.16. Gryphon Capitalome Trust's overall GF Score™ is 77/100 with 8 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is Altman Z2-Score calculated?
Altman Z2-Score is calculated from a company's financial statements. For Gryphon Capitalome Trust (ASX:GCI), the current Altman Z2-Score is 147.57 as of Jul. 16, 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 Gryphon Capitalome Trust (ASX:GCI) Overvalued in 2026?
Based on GuruFocus' analysis, Gryphon Capitalome Trust stock appears to be undervalued.
The current stock price of A$2.07 is trading 3.3% below its estimated GF Value™ of A$2.14.
GuruFocus considers Gryphon Capitalome Trust to be Fairly Valued.
Key valuation signals for ASX:GCI:
Altman Z2-Score: 147.57 (near median its 10-year median of 147.57)
GF Value™: A$2.14 vs. price of A$2.07 (3.3% below fair value)
Industry Position: 2295.6% above the Asset Management median (#31 of 704)
No single metric tells the full story. See the ASX:GCI stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
Gryphon Capital Income Trust is a managed investment scheme. Its investment objective is to produce regular and sustainable monthly income while keeping capital preservation as a primary concern. The trust invests in a diversified portfolio of residential mortgage-backed securities (RMBS) and asset-backed securities (ABS) issued by Australian-domiciled entities. It is organised into one main operating segment with only one key function, being the investment of funds predominantly in Australia.
77GF Score
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