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Gryphon Capitalome TrustASX:GCI 77 Altman Z-Score is 105.46 as of Jul. 16, 2026, which is 24% above its 10-year median of 85.32. 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 647 Asset Management companies, Gryphon Capitalome Trust ranks better than 95.67% on this metric.
The Altman Z-Score is a model designed to predict the likelihood of a company going bankrupt within the next two years. Created by American finance professor Edward Altman in 1968, the model is specifically designed for publicly traded manufacturing companies with assets greater than $1 million.
Good Sign:
Altman Z-score of 105.97 is strong.
Gryphon Capitalome Trust has a Altman Z-Score of 105.46, indicating it is in Safe Zones. This implies the Altman Z-Score is strong.
The zones of discrimination were as such:
When Altman Z-Score <= 1.8, it is in Distress Zones.
When Altman Z-Score >= 3, it is in Safe Zones.
When Altman Z-Score is between 1.8 and 3, it is in Grey Zones.
The historical rank and industry rank for Gryphon Capitalome Trust's Altman Z-Score or its related term are showing as below:
ASX:GCI'
s Altman Z-Score Range Over the Past 10 Years
Min: 54.79 Med: 85.32 Max: 125.23
Current: 105.97
During the past 8 years, Gryphon Capitalome Trust's highest Altman Z-Score was 125.23. The lowest was 54.79. And the median was 85.32.
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.
X4, Market Value of Equity/Book Value of Total Liabilities (MVE/TL): The measure shows how much the firm's assets can decline in value (measured by market value of equity plus debt) before the liabilities exceed the assets and the firm becomes insolvent.
X5, Revenue/Total Assets (S/TA): The capital-turnover ratio is a standard financial ratio illustrating the sales generating ability of the firm's assets.
* 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 Z-Score Comparison
For the Asset Management subindustry, Gryphon Capitalome Trust's Altman Z-Score, along with its competitors' market caps and Altman Z-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 Z-Score vs Asset Management Industry
For the Asset Management industry and Financial Services sector, Gryphon Capitalome Trust's Altman Z-Score distribution charts can be found below:
* The bar in red indicates where Gryphon Capitalome Trust's Altman Z-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.
* 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 Z-Score when X4 or X5 value is 0.
Gryphon Capitalome Trust (ASX:GCI) has a Altman Z-Score of 105.46 as of Jul. 16, 2026. The Altman Z-score measures a company's bankruptcy risk. View historical data on Gryphon Capitalome Trust and its competitors. This is 24% above median its historical median of 85.32. Over the past decade, Gryphon Capitalome Trust's Altman Z-Score has ranged from 54.79 to 125.23. According to the industry distribution chart, Gryphon Capitalome Trust ranks #28 out of 647 companies in the Asset Management industry, placing it in the top 4.3%.
Is Gryphon Capitalome Trust's Altman Z-Score too high?
Gryphon Capitalome Trust's current Altman Z-Score of 105.46 is 24% above median its 10-year median of 85.32. Over the past 10 years, this metric has ranged from a low of 54.79 to a high of 125.23. The Asset Management industry median Altman Z-Score is 3.60. Gryphon Capitalome Trust's value of 105.46 is 2829.4% above this industry median. Based on the distribution chart, Gryphon Capitalome Trust ranks #28 out of 647 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 Z-Score compare to BLK and BX?
According to the Asset Management industry distribution chart, Gryphon Capitalome Trust ranks #28 out of 647 companies for Altman Z-Score. This places Gryphon Capitalome Trust in the top 4% of its industry — outperforming the majority of peers. The industry median Altman Z-Score is 3.60. Gryphon Capitalome Trust's value of 105.46 is 2829.4% above this benchmark. Historically, Gryphon Capitalome Trust's own Altman Z-Score has ranged from 54.79 to 125.23 over the past decade. While the company's 10-year median is 85.32 vs. the industry median of 3.60, 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 Z-Score for an Asset Management company?
The median Altman Z-Score among Asset Management companies is 3.60, based on 647 companies in the industry. Companies in the top quartile (top 25%) have a Altman Z-Score significantly above this median, while those in the bottom quartile fall well below. However, Altman Z-Score should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Gryphon Capitalome Trust's current Altman Z-Score of 105.46 is 2829.4% 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 Z-Score mean?
A high Altman Z-Score can signal that a stock is expensive relative to its fundamentals. The Altman Z-score measures a company's bankruptcy risk. View historical data on Gryphon Capitalome Trust and its competitors. For the Asset Management industry, the median Altman Z-Score is 3.60 — values significantly above this may indicate overvaluation, while values below may suggest a bargain or underlying issues. Gryphon Capitalome Trust's current Altman Z-Score is 105.46, which is 24% above median its own 10-year median of 85.32. 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 Z-Score is 105.46, which is 24% above median its 10-year median of 85.32 and 2829.4% above the Asset Management industry median of 3.60. 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 Z-Score calculated?
Altman Z-Score is calculated from a company's financial statements. For Gryphon Capitalome Trust (ASX:GCI), the current Altman Z-Score is 105.46 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 Z-Score: 105.46 (24% above median its 10-year median of 85.32)
GF Value™: A$2.14 vs. price of A$2.07 (3.3% below fair value)
Industry Position: 2829.4% above the Asset Management median (#28 of 647)
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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