Costco Wholesale Corporation
COSTConsumer Defensive · as-of 2026-07-24 · vintage 2026-07-24MODEL APPLICABLEPINNED_AT_SCALE_TOPWeak driftAt floorAt scale top
Computation convention
Documented convention (the run of record everywhere on this site): µ divides by η − σ²/2, a negative drift is NOT_RATED, drift uses a ~5-year window, and the barrier is D = ST + 0.5·LT.
| RiskScore · documented convention | 0.178 |
| σ_A · documented convention | 19.52% |
| η_A · documented convention | 14.33% |
| µ · documented convention | 37.29 |
| CCM · documented convention | 0.0662 |
Result — RiskScore first, letter last (a derived conversion)
| RiskScore (Eq. 5/12, drift-free) | 0.178 |
| Universe rank (safest = 1) | — |
| σ_A (annualized) | 19.52% |
| Asset value A | $418.6B |
| η_A (drift) | 14.33% (t = 1.37) |
| Distance to Default | 24.37 |
| EDF Φ(−DD) | 0.0000% |
| PIT PD (1y) | 0.0000% |
| TTC PD | 0.0100% |
| S&P letter (interval) | AAA (AAA..AAA-)ƒ |
Inputs & provenance
| Statement used | 2026-05-31 |
| Short-term debt field | imputed:Total-LongTerm |
| Long-term debt field | Long Term Debt And Capital Lease Obligation |
| Shares method | market_cap_over_price |
| Data retrieved | 2026-07-26T08:18:07Z |
| Producing commit | 73aed8a |
EM-implied asset value (293 pts, downsampled)