MKSI — MKS Inc.

Report date: 2026-05-26 | Sector: Technology | Last price: $320.62 | Horizon: 30d | Generated: 2026-05-26T07:08:00.771151Z

Forecast summary

Ensemble point -2.50%

80% CI [-15.51%, +13.64%]

95% CI [-21.29%, +23.54%]

Method dispersion 0.0260

Beats RW baseline YES

MC drift (annual) -31.90%

MC sigma (annual) 67.59%

MC paths 1000

Bull target (90th pct) +25.52% -> $402.43

Base target (50th) -6.17% -> $300.82

Bear target (10th pct) -30.54% -> $222.71

Macro regime risk_on_growth

10y yield 4.56%

3m yield 3.59%

Yield-curve slope +0.97%

VIX level 16.59

VIX z-score (252d) -0.48

Sector ETF XLK

Sector relative (90d) +43.82%

Forecast plot (interactive)

Realised volatility

Yang-Zhang annualized (60d) 67.59%

Close-to-close annualized (60d) 53.94%

Per-method comparison

Method	Weight	Point	80% lo	80% hi	95% lo	95% hi
linear	25.0%	-3.73%	-7.41%	-0.07%	-8.98%	+1.94%
monte_carlo	25.0%	-6.17%	-30.54%	+25.52%	-41.11%	+45.14%
ar1	25.0%	-0.09%	-4.08%	+4.07%	-6.13%	+6.35%
random_walk	25.0%	+0.00%	-20.01%	+25.02%	-28.93%	+40.71%

Factor contributions (interactive waterfall)

Factor contribution table

Factor	Loading	Ticker value	Contribution
value_score	+0.0495	-3.0000	-0.1484
quality_score	+0.0192	-0.2338	-0.0045
momentum_score	+0.0286	+3.0000	+0.0858
lowvol_score	+0.0173	-1.1970	-0.0207
revisions_score	+0.0236	+2.1600	+0.0510
news_activity_score	+0.0402	+0.0000	+0.0000
(intercept)	-	-	-0.0005

Factor decay over horizon

Factor IC over time

Per-factor IC backtest summary

Factor	Mean IC	ICIR	% positive	Cumulative attribution	n periods
value_score	+0.2563	+2.690	100.0%	+0.5383	252
quality_score	+0.1105	+1.096	86.5%	+0.2401	252
momentum_score	+0.1428	+1.354	92.5%	+0.2460	252
lowvol_score	+0.0878	+0.887	82.1%	+0.1870	252
revisions_score	+0.1375	+1.319	88.9%	+0.2738	252
news_activity_score	+0.3540	+3.832	100.0%	+1.0893	252

Snapshot — fundamentals + technical

Market cap $21.66B

P/E (trailing) 67.1

P/B 7.7

Forward P/E 21.7

PEG 1.32

Dividend yield 31.00%

Beta 1.97

52w high / low $326.84 / $80.22

Distance from 52w high -1.90%

RSI(14) 65.4

SMA50 / SMA200 $268.55 / $189.50

ATR(14) $15.14

Avg volume (20d) 1.38M

Profit margin 8.03%

ROE 12.66%

Revenue growth (YoY) +15.20%

Earnings growth (YoY) +53.20%

Debt/Equity 152.7

Current ratio 1.11

Short ratio 3.44

Forecast accuracy — walk-forward backtest (60d lookback)

Horizon	n predictions	Directional accuracy	MAE (return)	RMSE	80% CI hit rate	Pearson(pred, real)
1d	691	53.8%	2.44%	3.46%	81.0%	-0.008
30d	662	62.4%	17.44%	22.77%	69.9%	+0.053
60d	632	58.2%	30.14%	38.78%	63.6%	+0.074

Volume momentum (Granville / CGW / Quong-Soudack)

Composite z +0.694

Active signals 7 of 7

MFI(14) 67.10

CMF(20) +0.2871

OBV z (252d) +2.136

VPT z (252d) +1.819

VW-momentum z +0.433

Volume z (60d) -0.872

Relative volume (vs 20d ADV) 0.61x

CMF z (252d) +1.702

Sector rotation & AI-spillover (v6)

Sector ETF XLK

Rel-return 5d / 20d / 60d +3.28% / +1.34% / +2.28%

Sector mom-z 1m / 3m / 6m +2.27 / +2.72 / +1.64

Rotation phase cyclical

AI-factor beta (60d) +0.851

AI spillover score +0.0782

Risk-off corr regime (60d) 0.33 (>0.6 = risk-off; <0.35 = stock-picking)

Sector breadth (% > SMA50) -

Sector dispersion 20d -

Peer comparison (sector-relative valuation & momentum)

Peer signal

MIXED

score -0.43 (9 peers)

P/E percentile

88% (88% cheaper than this)

20d momentum percentile

44% (44% lag this)

Market-cap percentile

44%

Peer set (mcap band 0.2x-5x, same sector)

TEAM AKAM SMCI FFIV WIT FIS ENTG CPAY HPQ

9 peers in Technology (mcap band 0.2x-5x); signal=mixed; score=-0.43

Decision input: cheap_leader → nudge bias one bucket toward LONG; expensive_laggard → nudge toward SHORT; cheap_laggard = value-trap (neutralize); expensive_leader = crowding risk (neutralize). Folded into Claude critique and one-line PM summary.

Multi-timeframe technical analysis (1wk / 1d / 1h)

Per-timeframe verdict (TradingView-style aggregate of 17 indicators: RSI, MACD, BBands, ADX, Stoch, %R, OBV, MFI, CMF, ATR, SMA50/200, EMA9/21, Donchian, price-vs-SMA200). Counts = how many indicators fired BUY / SELL / NEUTRAL; net strength is the weight-sum delta. Crosses (golden/death, MACD signal cross, Donchian breakout) and the SMA200 trend filter carry 1.5x weight.

1wk verdict

NEUTRAL

4 buy / 5 sell / 8 neutral · net -3.5

1d verdict

NEUTRAL

2 buy / 8 sell / 7 neutral · net -4.5

1h verdict

NEUTRAL

4 buy / 5 sell / 8 neutral · net -1.5

1wk NEUTRAL 4/5/8

RSI(14) 76.5

MACD hist +4.8064

Bollinger %b 0.97

ADX(14) 47.9 RISING

ATR % 8.44%

MFI(14) / CMF(20) 68.7 / +0.240

Donchian pos / break 0.96

vs SMA200 ABOVE

n_bars521

1d NEUTRAL 2/8/7

RSI(14) 65.4

MACD hist -0.4051

Bollinger %b 0.83

ADX(14) 19.9 RISING

ATR % 4.72%

MFI(14) / CMF(20) 67.1 / +0.287

Donchian pos / break 0.91

vs SMA200 ABOVE

n_bars1253

1h NEUTRAL 4/5/8

RSI(14) 67.9

MACD hist +0.7117

Bollinger %b 0.85 SQUEEZE

ADX(14) 42.5 RISING

ATR % 1.21%

MFI(14) / CMF(20) 64.6 / +0.321

Donchian pos / break 0.91

vs SMA200 ABOVE

n_bars1729

Cross-timeframe confluence

Confluence LONG (0-1) 0.20

Confluence SHORT (0-1) 0.00

Patterns are intentionally selective (Elder triple-screen, daily/hourly divergence, BB-squeeze+breakout, SMA-alignment, MACD/OBV). Most tickers fire 0-2 patterns on any given day. Below: each pattern with its current state (✓ firing / ✗ not firing).

Long patterns

✗ elder_triple

✗ daily_oversold_hourly_bull

✗ bb_squeeze_break_up

✓ sma_align_long

✗ macd_cross_obv

Short patterns

✗ elder_triple

✗ daily_overbought_hourly_div

✗ bb_squeeze_break_dn

✗ sma_align_short

✗ macd_cross_obv

Intraday nowcast — 1h-bar short-horizon (v6)

Next 24h nowcast

+0.32%

over next 24h on 1h bars

80% band

[-7.97%, +9.35%]

n_bars = 1729 · sigma_1h = 0.0137

Direction vs 30d ensemble

AGREES

1h direction: LONG · 30d direction: SHORT

Source: intraday_forecaster_v10_trained_lgbm.
(trained model: 2026-05-26 (0d old), mean_directional_accuracy=0.523, n_features=17) Decision input only -- the 30d ensemble + factor regression remain the primary call. Conflicts surfaced into the Claude critique as horizon_conflict flag when |1h move| > 1%.

Meta-label gate — AFML Ch.3 secondary classifier (v6)

Verdict

meta-label: ABSTAIN

p_take = 0.38 · threshold 0.60

Bias adjustment

meta-label ABSTAIN with p_take=0.38 -- bias already neutral; no change.

Method: secondary LightGBM trained on (features + primary direction) -> P(primary is right). Source: meta_labeler_v10_trained_lgbm.
(trained model: 2026-05-26 (0d old), roc_auc=0.641, accuracy=0.608, n_train_rows=8,284) When ABSTAIN with p_take < 1-threshold AND bias non-neutral, the bias is demoted one bucket and a meta_abstain flag is added to the critique. See AFML Ch.3.6 (Lopez de Prado 2018).

Implied vol vs realized vol — options-trade gate (v8 W2)

Regime

NEUTRAL

no decisive vol mispricing — delta-1 setup over options

IV / RV ratio

0.88

z-score: n/a (insufficient history)

30d IV vs 30d RV

IV 62.7% (Polygon)

RV 71.3% (yang-zhang)

Provenance: source polygon_options:contracts_call; expiry 2026-06-18 (23d) · strike $320.00 · 1 strike(s) used.
Caveat: 15-min delayed end-of-day quotes; free-tier Polygon (no Greeks, no real-time). Regime is qualitative input only — NOT a numeric factor on the regression.

FMP fundamentals & analyst consensus (v7)

Quality / leverage

ROE 12.7%

ROIC -

FCF yield -

Debt / EBITDA -

Current ratio 1.11

Margins / valuation

Gross margin 46.6%

Operating margin 16.0%

Net margin 8.0%

P/E (TTM) 67.1

EV / EBITDA 27.0

Analyst consensus

Target mean -

Target high / low - / -

Upside vs last close -

Revisions score +0.000

Trade-bias signal — foundation for trade-guidance layer

Bias neutral

Composite z-score -0.920

Conviction 0.3678997611952327

Recommended playbook cash

Suggested position size 0% (no Kelly)

no Kelly: bias=neutral / not a conformal singleton (proxy off) / meta_p_take=0.38 <= 0.5; singleton-proxy: news_activity_z=+0.00 (nonzero=False), wf30d_dir_acc=0.6238670694864048 (>0.55=True)

Macro override risk_on_growth_downweights_bearish

Strategies on bias side

•Cash / no position

•Iron condor if IV rank > 50

•Wait for next factor refresh

Why this bias

Sensitivity (OFAT tornado ±1 sd) and stress scenarios

Factor	Loading w_i	Ticker z-value	+1 sd impact	-1 sd impact
value_score	+0.0495	-3.000	+0.0495	-0.0495
news_activity_score	+0.0402	+0.000	+0.0402	-0.0402
momentum_score	+0.0286	+3.000	+0.0286	-0.0286
revisions_score	+0.0236	+2.160	+0.0236	-0.0236
quality_score	+0.0192	-0.234	+0.0192	-0.0192
lowvol_score	+0.0173	-1.197	+0.0173	-0.0173

Stress scenarios (forecast shift from base point)

Scenario	Description	Stressed point	Delta vs base
rates_+100bps	Yield curve +100bps (lowvol -1sd, value -0.5sd)	-7.93%	-4.20%
recession_risk_off	Recession (momentum -1.5sd, lowvol +1sd, news -1sd)	-10.31%	-6.58%
quality_flight	Quality flight (quality +1sd, revisions +1sd, momentum -0.5sd)	-0.87%	+2.86%

Multi-source live sentiment (free real-time)

Composite z-score -1.000

Active signals 2 of 3

Sources stocktwits, iv_skew

StockTwits bull 7

StockTwits bear 0

StockTwits net +1.00

Message volume 30

ApeWisdom mentions 0

24h change +0

Reddit rank -

25-delta IV skew +0.4687

IV-skew read bearish

Analyst critique

Agreement with model agree_with_caveats

Confidence 0.55

PM one-liner MKSI Technology: quant -2.50%/30d, disp +0.0260, beats RW, macro neutral, 0 catalyst(s).

Sensitivity concern If value_score (the highest-loading factor) is mis-measured by +/-1 stdev, the bias likely flips.

What the model may have missed

Peer set (9 Technology names) ranks this ticker in the 88th P/E percentile and 44th momentum percentile (signal: mixed) -- no decisive sector-relative edge.
no scheduled catalysts within 30d -- model is a pure factor bet, no event-pricing component
IV-RV neutral (62.7% IV vs 71.3% RV, ratio 0.88x) -- no decisive vol-mispricing edge; delta-1 setup over options.

Critique flags

{'type': 'meta_abstain', 'severity': 'medium', 'evidence': 'AFML meta-label ABSTAIN with p_take=0.38 (threshold 0.60)', 'suggested_check': 'secondary classifier signals primary is unreliable on this setup; treat as low-conviction or wait for next factor refresh'}

Factor contribution methodology — where the numbers come from

Point return formula (linear factor model): r_hat = alpha + sum_i (w_i × f_i) where w_i is the cross-sectional loading for factor i (estimated from the cross-section of US large-cap names) and f_i is the z-scored factor value for this ticker (Grinold-Kahn winsorization at ±3).

Per-factor contribution shown in the waterfall above is exactly w_i × f_i (decimal-return units), so the bars sum (with intercept) to the linear forecast point. The ensemble point combines linear / Monte Carlo / AR(1) / random-walk per per-method-comparison table.

Bias mapping (composite z-score → LONG/NEUTRAL/SHORT): weighted sum of value (1.0), quality (0.7), momentum (1.0), low-vol (0.5), revisions (1.0), news-activity (0.6); thresholds ±1.0 with macro override (risk-off + LONG → reduce to NEUTRAL; risk-on-growth + SHORT → reduce to NEUTRAL). LONG → Playbook A (long-call / call-debit-spread / covered-call); SHORT → Playbook B (long-put / put-debit-spread / bear-call-spread); NEUTRAL → cash.

Sensitivity (one-factor-at-a-time tornado above): impact = w_i × 1sd per factor (MSCI / Two-Sigma Venn convention). Stress scenarios are canned multi-factor shocks (rates +100bps; recession risk-off; quality flight).

Factor decay uses exponential half-life per factor type: catalysts 7d, news 14d, revisions 30d, momentum 45d, value 90d, quality 90d (Tetlock 2007; Cohen-Malloy-Pomorski 2012). The heatmap above shows contribution × exp(-ln(2) × t / half_life) on a 5-day grid.

Factor IC backtest: Spearman rank correlation between each factor's cross-sectional ranking on day t and the realized h-day-forward return, aggregated across the panel (Grinold-Kahn 2000 ch.4 fundamental law of active management). Source for this report: synthetic_panel_252d_100tickers_seed42 (parallel runner).

Placebo audit (v6, GT-Score): GT-score = 0.48 passes falsification gate . Computed from 3 seed(s) across placebo kinds: shuffled, gaussian_iid, garch. Method: real directional accuracy = 53.8%; max placebo accuracy = 51.4%; AMG = +0.024. Source: placebo_audit_v6_ar1_runner. Provenance: arXiv 2604.15531 "Spurious Predictability in Financial ML" (Paper #3).

Catalysts in window (30d)

No catalysts within the forecast window.

Analyst narrative

Bull case

MKSI ensemble forecast is -2.50% with 80% band [-15.51%, +13.64%] over 30 days. Positive drivers: momentum_score, revisions_score. 0 catalyst(s) in the window provide event-driven upside potential.

Bear case

Inter-method dispersion (+0.0260) and beats random-walk argue caution. Negative drivers: value_score. Macro regime risk_on_growth historically caps single-name conviction.

Synthesis

Weight the ensemble's -2.50% center against +0.0260 method dispersion. Risk On Growth regime + 0 catalyst(s) define the setup. Treat the 80% band as the working trade-sizing envelope.

Risk flags

no catalysts in window -- pure factor bet