Walt Disney Stock Z Score

DIS Stock

USD 114.72 0.46 0.40%

Altman Z Score is one of the simplest fundamental models to determine how likely your company is to fail. The module uses available fundamental data of a given equity to approximate the Altman Z score. Altman Z Score is determined by evaluating five fundamental price points available from the company's current public disclosure documents. Check out Disney Piotroski F Score and Disney Valuation analysis.

At this time, Disney's Net Working Capital is comparatively stable compared to the past year. Change In Working Capital is likely to gain to about 167.3 M in 2024, whereas Capital Stock is likely to drop slightly above 57.6 B in 2024. At this time, Disney's Tax Provision is comparatively stable compared to the past year. Interest Income is likely to gain to about 399.8 M in 2024, whereas EBIT is likely to drop slightly above 5.9 B in 2024.

Walt Disney Company Z Score Analysis

Disney's Z-Score is a simple linear, multi-factor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..

Z Score

Sum Of

5 Factors

More About Z Score | All Equity Analysis

First Factor

1.2 * (

Working Capital

/

Total Assets )

Second Factor

1.4 * (

Retained Earnings

/

Total Assets )

Thrid Factor

3.3 * (

EBITAD

/

Total Assets )

Fouth Factor

0.6 * (

Market Value of Equity

/

Total Liabilities )

Fifth Factor

0.99 * (

Revenue

/

Total Assets )

Disney Z Score Driver Correlations

Understanding the fundamental principles of building solid financial models for Disney is extremely important. It helps to project a fair market value of Disney Stock properly, considering its historical fundamentals such as Z Score. Since Disney's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Disney's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Disney's interrelated accounts and indicators.

	Total Assets	Total Stockholder Equity	Net Debt	Retained Earnings	Total Liab	Accounts Payable	Net Receivables	Total Current Assets	Short Term Debt	Intangible Assets	Common Stock	Long Term Debt	Treasury Stock	Property Plant Equipment	Good Will	Current Deferred Revenue	Total Permanent Equity	Deferred Long Term Liab	Net Tangible Assets	Short Long Term Debt	Long Term Debt Total	Long Term Investments	Cash And Equivalents	Net Invested Capital	Net Working Capital	Capital Stock	Accumulated Depreciation
Total Assets		0.98	0.98	-0.03	0.99	0.98	0.82	0.87	0.7	0.46	0.9	0.96	0.6	0.83	0.91	0.76	0.75	0.94	-0.54	0.64	0.92	0.59	0.8	0.93	0.74	0.91	-0.42
Total Stockholder Equity	0.98		0.95	-0.02	0.96	0.97	0.77	0.8	0.68	0.36	0.86	0.93	0.59	0.8	0.85	0.78	0.73	0.93	-0.41	0.57	0.87	0.53	0.77	0.92	0.68	0.92	-0.37
Net Debt	0.98	0.95		-0.07	0.99	0.97	0.8	0.82	0.78	0.53	0.85	0.97	0.62	0.81	0.9	0.73	0.79	0.95	-0.61	0.75	0.93	0.64	0.78	0.93	0.73	0.92	-0.32
Retained Earnings	-0.03	-0.02	-0.07		-0.03	-0.09	0.31	0.12	0.15	-0.57	0.22	-0.2	-0.79	0.36	-0.12	0.35	0.17	-0.33	0.15	0.07	-0.22	0.06	-0.27	-0.28	-0.2	-0.29	0.14
Total Liab	0.99	0.96	0.99	-0.03		0.98	0.83	0.88	0.72	0.5	0.89	0.97	0.6	0.84	0.91	0.73	0.76	0.93	-0.61	0.67	0.94	0.65	0.82	0.92	0.77	0.9	-0.41
Accounts Payable	0.98	0.97	0.97	-0.09	0.98		0.78	0.83	0.66	0.48	0.86	0.96	0.65	0.79	0.9	0.76	0.75	0.95	-0.49	0.61	0.92	0.61	0.8	0.94	0.69	0.93	-0.49
Net Receivables	0.82	0.77	0.8	0.31	0.83	0.78		0.92	0.66	0.44	0.96	0.71	0.3	0.91	0.88	0.76	0.63	0.67	-0.66	0.68	0.76	0.49	0.58	0.72	0.49	0.67	-0.32
Total Current Assets	0.87	0.8	0.82	0.12	0.88	0.83	0.92		0.53	0.5	0.95	0.8	0.46	0.88	0.93	0.69	0.6	0.74	-0.67	0.57	0.86	0.53	0.78	0.8	0.71	0.73	-0.5
Short Term Debt	0.7	0.68	0.78	0.15	0.72	0.66	0.66	0.53		0.32	0.6	0.65	0.25	0.62	0.58	0.52	0.7	0.64	-0.58	0.87	0.59	0.53	0.39	0.6	0.39	0.61	0.09
Intangible Assets	0.46	0.36	0.53	-0.57	0.5	0.48	0.44	0.5	0.32		0.38	0.55	0.76	0.26	0.68	0.12	0.23	0.61	-0.79	0.58	0.64	0.28	0.47	0.61	0.44	0.55	-0.29
Common Stock	0.9	0.86	0.85	0.22	0.89	0.86	0.96	0.95	0.6	0.38		0.8	0.42	0.95	0.92	0.84	0.65	0.76	-0.54	0.57	0.85	0.49	0.74	0.83	0.61	0.78	-0.38
Long Term Debt	0.96	0.93	0.97	-0.2	0.97	0.96	0.71	0.8	0.65	0.55	0.8		0.71	0.77	0.89	0.67	0.74	0.97	-0.56	0.62	0.97	0.65	0.89	0.96	0.84	0.95	-0.36
Treasury Stock	0.6	0.59	0.62	-0.79	0.6	0.65	0.3	0.46	0.25	0.76	0.42	0.71		0.27	0.69	0.24	0.29	0.82	-0.43	0.31	0.74	0.25	0.71	0.8	0.56	0.8	-0.34
Property Plant Equipment	0.83	0.8	0.81	0.36	0.84	0.79	0.91	0.88	0.62	0.26	0.95	0.77	0.27		0.84	0.89	0.71	0.69	-0.45	0.57	0.81	0.56	0.72	0.77	0.64	0.74	-0.2
Good Will	0.91	0.85	0.9	-0.12	0.91	0.9	0.88	0.93	0.58	0.68	0.92	0.89	0.69	0.84		0.72	0.63	0.89	-0.68	0.65	0.95	0.49	0.81	0.93	0.69	0.88	-0.45
Current Deferred Revenue	0.76	0.78	0.73	0.35	0.73	0.76	0.76	0.69	0.52	0.12	0.84	0.67	0.24	0.89	0.72		0.64	0.65	-0.14	0.44	0.68	0.37	0.58	0.72	0.42	0.73	-0.24
Total Permanent Equity	0.75	0.73	0.79	0.17	0.76	0.75	0.63	0.6	0.7	0.23	0.65	0.74	0.29	0.71	0.63	0.64		0.69	-0.38	0.66	0.7	0.7	0.56	0.68	0.57	0.68	-0.22
Deferred Long Term Liab	0.94	0.93	0.95	-0.33	0.93	0.95	0.67	0.74	0.64	0.61	0.76	0.97	0.82	0.69	0.89	0.65	0.69		-0.52	0.6	0.95	0.55	0.84	0.98	0.75	0.98	-0.35
Net Tangible Assets	-0.54	-0.41	-0.61	0.15	-0.61	-0.49	-0.66	-0.67	-0.58	-0.79	-0.54	-0.56	-0.43	-0.45	-0.68	-0.14	-0.38	-0.52		-0.77	-0.63	-0.46	-0.42	-0.51	-0.48	-0.43	0.18
Short Long Term Debt	0.64	0.57	0.75	0.07	0.67	0.61	0.68	0.57	0.87	0.58	0.57	0.62	0.31	0.57	0.65	0.44	0.66	0.6	-0.77		0.62	0.56	0.36	0.58	0.38	0.55	-0.04
Long Term Debt Total	0.92	0.87	0.93	-0.22	0.94	0.92	0.76	0.86	0.59	0.64	0.85	0.97	0.74	0.81	0.95	0.68	0.7	0.95	-0.63	0.62		0.62	0.92	0.97	0.84	0.94	-0.39
Long Term Investments	0.59	0.53	0.64	0.06	0.65	0.61	0.49	0.53	0.53	0.28	0.49	0.65	0.25	0.56	0.49	0.37	0.7	0.55	-0.46	0.56	0.62		0.57	0.53	0.58	0.52	-0.14
Cash And Equivalents	0.8	0.77	0.78	-0.27	0.82	0.8	0.58	0.78	0.39	0.47	0.74	0.89	0.71	0.72	0.81	0.58	0.56	0.84	-0.42	0.36	0.92	0.57		0.89	0.91	0.87	-0.35
Net Invested Capital	0.93	0.92	0.93	-0.28	0.92	0.94	0.72	0.8	0.6	0.61	0.83	0.96	0.8	0.77	0.93	0.72	0.68	0.98	-0.51	0.58	0.97	0.53	0.89		0.75	0.99	-0.34
Net Working Capital	0.74	0.68	0.73	-0.2	0.77	0.69	0.49	0.71	0.39	0.44	0.61	0.84	0.56	0.64	0.69	0.42	0.57	0.75	-0.48	0.38	0.84	0.58	0.91	0.75		0.72	-0.24
Capital Stock	0.91	0.92	0.92	-0.29	0.9	0.93	0.67	0.73	0.61	0.55	0.78	0.95	0.8	0.74	0.88	0.73	0.68	0.98	-0.43	0.55	0.94	0.52	0.87	0.99	0.72		-0.29
Accumulated Depreciation	-0.42	-0.37	-0.32	0.14	-0.41	-0.49	-0.32	-0.5	0.09	-0.29	-0.38	-0.36	-0.34	-0.2	-0.45	-0.24	-0.22	-0.35	0.18	-0.04	-0.39	-0.14	-0.35	-0.34	-0.24	-0.29

Click cells to compare fundamentals

To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.

Competition

Predict Disney

According to the company's disclosures, Walt Disney has a Z Score of 0.0. This is 100.0% lower than that of the Entertainment sector and about the same as Communication Services (which currently averages 0.0) industry. The z score for all United States stocks is 100.0% higher than that of the company.

Disney ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Disney's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Disney's managers, analysts, and investors.

Environmental

Governance

Social

Disney Institutional Holders

Institutional Holdings refers to the ownership stake in Disney that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Disney's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Disney's value.

		Shares
Loomis, Sayles & Company Lp	2024-06-30	15.2 M
Bank Of New York Mellon Corp	2024-06-30	14.9 M
Legal & General Group Plc	2024-06-30	14.3 M
Royal Bank Of Canada	2024-06-30	14.2 M
Ubs Asset Mgmt Americas Inc	2024-09-30	13.9 M
Amundi	2024-06-30	13.5 M
Nuveen Asset Management, Llc	2024-06-30	12.8 M
Amvescap Plc.	2024-06-30	12.8 M
Franklin Resources Inc	2024-06-30	12.6 M
Vanguard Group Inc	2024-09-30	155.2 M
Blackrock Inc	2024-06-30	122.3 M

Disney Fundamentals

	Return On Equity	0.0546
	Return On Asset	0.0362
	Profit Margin	0.05 %
	Operating Margin	0.15 %
	Current Valuation	249.66 B
	Shares Outstanding	1.81 B
	Shares Owned By Institutions	69.77 %
	Number Of Shares Shorted	17.54 M
	Price To Earning	56.03 X
	Price To Book	2.05 X
	Price To Sales	2.30 X
	Revenue	91.36 B
	Gross Profit	29.7 B
	EBITDA	14.01 B
	Net Income	5.77 B
	Cash And Equivalents	14.18 B
	Cash Per Share	6.52 X
	Total Debt	45.81 B
	Debt To Equity	0.45 %
	Current Ratio	1.00 X
	Book Value Per Share	55.41 X
	Cash Flow From Operations	13.97 B
	Short Ratio	2.29 X
	Earnings Per Share	2.72 X
	Price To Earnings To Growth	1.01 X
	Target Price	121.11
	Number Of Employees	173.25 K
	Beta	1.4
	Market Capitalization	206.92 B
	Total Asset	196.22 B
	Retained Earnings	49.72 B
	Working Capital	1.62 B
	Current Asset	16.97 B
	Current Liabilities	16.84 B
	Annual Yield	0.01 %
	Five Year Return	1.38 %
	Net Asset	196.22 B

About Disney Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Walt Disney's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Disney using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Walt Disney based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.

Please read more on our fundamental analysis page.

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.

Explore Investing Ideas

Additional Tools for Disney Stock Analysis

When running Disney's price analysis, check to measure Disney's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Disney is operating at the current time. Most of Disney's value examination focuses on studying past and present price action to predict the probability of Disney's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Disney's price. Additionally, you may evaluate how the addition of Disney to your portfolios can decrease your overall portfolio volatility.

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2024 Macroaxis LLC

Walt Disney Stock Z Score

Walt Disney Company Z Score Analysis

Z Score

Sum Of

5 Factors

First Factor

1.2 * (

Working Capital

/

Total Assets )

Second Factor

1.4 * (

Retained Earnings

/

Total Assets )

Thrid Factor

3.3 * (

EBITAD

/

Total Assets )

Fouth Factor

0.6 * (

Market Value of Equity

/

Total Liabilities )

Fifth Factor

0.99 * (

Revenue

/

Total Assets )

Disney Z Score Driver Correlations

Disney ESG Sustainability

Disney Institutional Holders

Disney Fundamentals

About Disney Fundamental Analysis

Thematic Opportunities

Explore Investment Opportunities

Additional Tools for Disney Stock Analysis

COMMON DESTINATIONS

MAIN CATEGORIES

COMPANY