TSX:ERO Ero Copper Corp.

ISIN: CA29767G1090
MaterialsCopper MiningGrowth-stage producer
TSX · HQ Vancouver · assets in Brazil · reports in US$, trades in C$ Analysis Status: On-Going
Share price and all scenario targets are in C$ (TSX listing); the company reports financials in US$.
C$43.62
+2.1%
7 Aug 2026 · Signal v6

Changes Since Last Report

vs. previous report dated 23 Jul 2026 (C$37.19). The tape and the fundamentals both improved: ERO is up +17.3% to C$43.62, the Q2 beat (5 Aug) cleared the earnings blackout, and copper turned from consolidation to a clean uptrend.

DISCLAIMER: This is a quantitative framework for educational purposes only. It is not financial advice. Always do your own research and consult a licensed financial advisor before making investment decisions.

Ero Copper Corp.

Ero Copper is a Vancouver-headquartered, Brazil-focused base-metals producer. Its core business is mining and selling copper concentrate from the MCSA Mining Complex in the Curaça Valley of Bahia (with gold and silver as by-product credits), alongside gold from the Xavantina operation. Its distinguishing feature is a bottom-quartile cost position paired with a genuine growth pipeline: the Tucuma copper mine has just ramped into production, roughly doubling group revenue, and the wholly-owned Furnas discovery plus the Boa Esperanca development project give it a rare organic growth runway among small-cap copper names. For a reader, think of it as a low-cost, single-country copper producer transitioning from one mine to a multi-asset growth story — high torque to the copper price, with the operational and Brazilian-country risk that comes with it.

HorizonSignalComposite ScoreConfidenceKey Driver
Short-term (1–3 mo)HOLD6255%buy on confirmation — breakout is real but tape is overbought (RSI >65) and the post-earnings catalyst window has passed; accumulate on a pullback into C$38–40
Medium-term (6–12 mo)STRONG BUY6660%cheap (fwd ~6.6x) + copper & macro tailwind amplify
Long-term (3–5 yr)STRONG BUY7262%low-cost multi-asset copper growth into a structural deficit
Next update: 2026-08-13 — US CPI 12 Aug +1 trading day (Materials = high macro-sensitivity; copper↔real-rate driver) — vs default +14d (21 Aug)
Table of Contents
1Five-Pillar Scorecard2Hard Gates & Do-Not-Buy Status3Pillar Detail: Business Quality4Pillar Detail: Valuation Attractiveness5Pillar Detail: Underlying Drivers6Pillar Detail: Economic Alignment7Pillar Detail: Entry/Exit Timing8Economic Event Risk9Multi-Timeframe Technical Analysis10Price Chart (6-Month Daily)11Scenario Summary12Entry / Exit Rules13Position Sizing Context14Calibration Snapshot15Data Sources & Methodology
1

Five-Pillar Scorecard

Five independent scores — each 0–100 with its own confidence. The three fundamental pillars (Quality / Valuation / Timing) set the base BUY/HOLD/SELL via the Decision Matrix; the two context pillars (Underlying Drivers, Economic Alignment) then amplify a BUY to STRONG BUY or a SELL to STRONG SELL when both corroborate.

Business Quality

70
solid
conf 70%

Valuation Attractiveness

64
attractive
conf 72%

Entry/Exit Timing

62
improving
conf 58%

Underlying Drivers

67
Tailwind
conf 62%

Economic Alignment

78
Trend-Following
conf 68%
2

Hard Gates & Do-Not-Buy Status

Binary safety checks — any TRIGGERED gate is a hard cap regardless of the scores above; CAUTION gates are sizing notes.
Financial Distress
Net debt ~US$0.47bn vs TTM EBITDA ~US$0.5bn → ND/EBITDA ~0.9x; current ratio 1.37. Build-phase leverage but comfortably serviced — no distress.
Earnings Event
Q2 2026 reported 5 Aug 2026 (call 6 Aug). No earnings inside 14 days; next print Q3 ~early Nov. The binary that capped the last report has passed.
Valuation Ceiling
C$43.62 sits below the consensus C$49.44 and the C$58 high target; fwd P/E ~6.6x and P/NAV ~0.9x are nowhere near the miner guardrail. Not capped.
Accounting / Dilution
Q2 net income US$89.5m vs operating profit US$107.8m — non-operating items are net-negative, not inflating earnings (nonop ~5%). No SBC/dilution flag.
Regulatory / Binary
No pending regulatory decision, takeover or FDA-style binary.
Severe Driver Collapse
Copper ~US$4.9–5/lb LME (US$6.71/lb COMEX) is ~2x the Q2 C1 cash cost of US$2.42/lb — far above the viability floor.
Net gate status: CLEAR (upgraded from Caution). Two cautions from the 23 Jul report have resolved — the imminent-earnings blackout (Q2 is now out, and beat) and the copper price-trend overlay (copper has turned from consolidation to a clean uptrend). The only residual risk-sizing notes are structural, not gates: single-country (Brazil) concentration, build-phase capex, a C1 cash cost that ticked up to US$2.42/lb, and a high beta (1.58).
3

Pillar Detail: Business Quality

A deep dive into the Quality score: business economics, moat, ROIC and the industry benchmark.
Business Quality — Pillar Score
Low-cost, high-ROE producer now ramping a second growth engine — offset by single-country risk and rising unit costs
70
conf 70%

Lifecycle & sector: Materials — copper mining, classified growth-stage producer. Ero has just crossed from a single-mine story (MCSA) into a multi-asset producer as the Tucumã copper mine ramps, so it is scored on producer economics (AISC vs copper, ROIC, balance sheet) with a growth overlay (production trajectory, reserve/exploration runway) rather than pure mature-miner or pre-revenue metrics.

Sub-signalValueSector readScore
Revenue trajectoryQ2 US$284.3m, +73.9% YoY; TTM ~US$1.04bnTop-decile growth for a producer — Tucumã ramp + Xavantina gold +170% QoQ88
Profitability (op margin)Op margin 37.9%; Q2 op profit +124.8% YoYStrong; operating leverage as Tucumã fills80
ROE / ROAROE 30.8%, ROA 12.0%Well above miner medians (FMP ROE/ROA sub-scores 5/5)85
Cost position (C1)Q2 C1 US$2.42/lb (up on ramp)Still 2nd-quartile vs ~US$4.9–5/lb copper — healthy AISC margin, but cost crept up62
Balance sheetND/EBITDA ~0.9x, current ratio 1.37, quick 0.66Build-phase leverage, comfortably serviced60
Cash generation (FCF)FCF/share ~US$0.45 (low)Suppressed by growth capex — a genuine near-term negative45
Industry benchmark — AISC margin: copper realised ~US$4.9–5/lb (LME basis) vs Q2 C1 US$2.42/lb leaves a wide cash margin even before by-product gold/silver credits; on an all-in basis the margin is >40% of the price. Benchmark score: 78/100 — strong, though the C1 uptick trims it from the prior read.
Pricing power
50
Pure price-taker on copper — no pricing power (neutral by design).
Cost advantage
70
Bottom-to-mid quartile C1; grade + scale, though costs rose on the ramp.
Switching costs
50
Commodity output — n/a (neutral).
Network effects
50
None applicable to a miner (neutral).
Intangibles / assets
72
High-grade Curaçá Valley + Furnas discovery + Boa Esperança give real asset optionality.

Moat average ≈ 58 — for a miner the moat is asset quality + cost, not franchise; that is captured in the cost-advantage and asset sub-scores.

Competitive Environment — Copper is a global, fungible commodity, so Ero competes not on customers but on cost curve position and capital allocation against far larger producers. Its edge is being a growing, low-cost small-cap when the majors are struggling to grow.
Direct competitorThreat typeEro's share trajectoryMoat-erosion vector
Freeport-McMoRan (FCX)Scale major, sets the marginal costGaining (Ero adds new tonnes; FCX flat/declining grades)None direct — different scale; sector cost inflation is the shared risk
Southern Copper (SCCO)Low-cost incumbentStableSCCO's ultra-low cost sets the bar Ero must stay under
Lundin Mining (LUN.TO)Mid-cap peer for capitalGaining (Tucumã growth vs mature Lundin base)Competes for generalist mining capital / re-rating

Net effect on the moat: Ero is gaining share of small-cap copper growth; threat level low. Cost Advantage held at 70 (not higher — C1 rose to US$2.42/lb); no switching/pricing dimension applies. The real competitive risk is sector-wide cost inflation, not a named rival taking Ero's market.

ROIC & capital allocation: strong through-cycle returns (ROE ~31%), management (CEO Makko DeFilippo) executing the Tucumã build on a self-funded + modest-debt basis. Capital is going into organic growth (Tucumã, Furnas drilling) rather than buybacks/dividends — appropriate for the stage, but it is why FCF is thin today.

4

Pillar Detail: Valuation Attractiveness

Sector-appropriate multiples, FCF yield, reverse-DCF implied growth, embedded optionality, and the analyst-consensus cross-check.
Valuation Attractiveness — Pillar Score
Still attractive on forward earnings and P/NAV even after a +17% run — upside to the Street has compressed, not vanished
64
conf 72%

ERO screens cheap on every earnings-based lens, though the 23 Jul → 7 Aug rally from C$37.19 to C$43.62 has taken some of the deep-value cushion off.

MultipleERORead
Forward P/E6.6xDeeply below the miner guardrail (P/E ~15x) — the Tucumã earnings ramp is barely priced
Trailing P/E11.1xReasonable; falls fast as Tucumã annualises
EV/EBITDA (TTM)9.5xJust above the 8x “rich” line on trailing EBITDA — but forward EV/EBITDA is ~6–7x as EBITDA ramps
P/NAV (proxy: price vs consensus)~0.9xC$43.62 vs C$49.44 consensus — still a discount to street NAV
P/B3.0xElevated on book, but ROE ~31% justifies a premium to book
FCF yield~1%Weak — growth capex suppresses FCF; the one clearly-unattractive metric

Warranted-multiple anchor (Materials — P/NAV basis): with copper held at a conservative deck and Ero's low-cost, growing production, a fair P/NAV for a de-risking growth producer is ~1.0x. ERO trades ~0.9x → ratio ~0.9 → Attractive band (not Full/Expensive; STRONG-BUY-eligible on valuation). On forward P/E the read is even cheaper (6.6x vs a 15x rich line). No valuation-ceiling risk.

Implied-growth read: at C$43.62 on ~6.6x forward earnings, the market is pricing almost no growth beyond the current ramp — yet revenue just grew +74% and Tucumã is still filling. The price embeds less growth than the asset base supports.
Embedded optionality / free upside: (1) the Furnas copper-gold discovery (75,000m+ drilled) is not in any NAV yet; (2) Boa Esperança development project; (3) by-product gold at Xavantina (+170% QoQ) rising with the gold price; (4) COMEX-vs-LME tariff spread optionality on any US-directed volumes. These are call options the buyer gets largely for free at ~0.9x NAV — a +3 to +5 tilt to the score, not a re-rating.

Analyst consensus: 16 analysts, consensus C$49.44 (median C$50), high C$58, low C$39 — +13% to consensus, +33% to the high. Note the low target C$39 now sits below the price, so the run-up has closed the widest part of the discount. Grades: 5 Strong Buy / 7 Buy / 6 Hold / 0 Sell (67% bullish); B of A upgraded Neutral→Buy on 16 Jul. FMP health rating B (ROE/ROA 5/5; dragged by DCF 1 and D/E 1 — the build-phase leverage).

5

Pillar Detail: Underlying Drivers

The dominant external force the stock is tethered to, scored 0–100. A context pillar: it does not change the base signal — it feeds amplification (tailwind ≥65 can lift BUY→STRONG BUY; headwind ≤35 can push SELL→STRONG SELL).
Primary Driver
Copper price (trend + level)
67
Tailwind (amplification-eligible)

Ero is a geared bet on the copper price. The Step-2b overlay reads the metal's own tape per horizon — and it has flipped positive since the last report.

HorizonReadLabel
Historical (25%)Copper +52% YoY; CPER +12% off the late-June low (US$36.31 → US$40.76)Tailwind
Current level (50%)~US$4.9–5/lb LME (US$6.71/lb COMEX, tariff-inflated) vs Q2 C1 US$2.42/lb — wide marginTailwind
Forward (25%)Structural deficit + AI-datacentre / electrification demand; near-term risk is a growth-cooling/China demand wobbleTailwind, with a growth caveat

Price-trend overlay (Step-2b): CPER ~US$40.76, above a rising 20/50-day average, +8.7% month-on-month and +12% off the June low — a clean uptrend. This clears the short-term downtrend cap that fired on 23 Jul (when copper was only consolidating), so copper is now a tailwind on all three horizons. Short-term the metal is somewhat extended alongside the equity.

Amplification role: driver score 67 → Tailwind, amplification-eligible (≥65). Combined with a Tailwind economy it lifts the Medium and Long base BUY to STRONG BUY. It does not change the fundamental pillar scores. Thesis-invalidation floor: copper sustained back below ~US$3.8/lb LME would compress the AISC margin and break the case — the dial to watch.

6

Pillar Detail: Economic Alignment

How the current economic climate sits relative to this stock, read from the latest Macro-Economic report. Classifies the macro pressure (Tailwind / Neutral / Headwind) — the second amplification input — and frames a long entry as Trend-Following or Contrarian with a 0–100 conviction.
Stance · Pressure
Trend-Following · Tailwind
78
conviction

The 30 Jul MacroDriver report scores Materials (XLB) Outperform / Outperform / Strong-Outperform (short/medium/long) — a clear and strengthening tailwind. The dominant regime is 'stagflation-lite' (energy shock re-armed by Iran/Hormuz re-escalation + policy-tight into cooling growth), which favours real assets and industrial metals as an inflation hedge; ISM Manufacturing beat (55.6) supports metals demand. The offset is that cooling growth caps industrial demand, so conviction is high but not maximal. Going long ERO rides this economic trend (Trend-Following). The armed 'S&P 500 concentration / AI-unwind' tail is NOT inherited: ERO is a cheap (6.6x fwd) copper miner, not an AI-cohort mega-cap — the AI angle here is a copper-demand tailwind, not a valuation risk. This Tailwind pressure is the second input that amplifies the Medium/Long BUY to STRONG BUY.

Source: sector-map (GICS Materials → macro XLB) · Macro report 2026-07-30

7

Pillar Detail: Entry/Exit Timing

The risk-reward framework, relative strength vs SPY and the sector ETF, the macro overlay, news-derived sentiment, and the catalyst cluster.
Entry/Exit Timing — Pillar Score
The tape has turned decisively bullish and the Q2 beat confirmed it — but the stock is now overbought and 3% under resistance
62
conf 58%

Risk-reward: after a +17% run into overbought (hourly RSI 76, daily RSI 65) with resistance at C$45.2 just overhead and the 52-week high C$53.69 above, a fresh full entry here carries poor near-term reward-to-risk — the logical stop (~C$37, below the breakout base and 50-day) is a wide ~3.3 ATR away. The setup is confirmed but extended: better accumulated on a pullback into the C$38–40 breakout retest.

Relative strength: ERO +17% since 23 Jul vs copper +5% and the broad market roughly flat — strong leadership, +96% over the trailing year.

Macro overlay (Materials = high sensitivity, weight 0.20): supportive regime, but a hot US CPI (12 Aug) is a live near-term real-rate risk to the copper trade.

Sentiment: B of A upgrade (16 Jul), 67% bullish grades, positive news flow (copper-comeback, undervaluation, Furnas growth). Catalyst: the Q2 beat (5 Aug) is the primary recent catalyst and drove the breakout; next scheduled catalyst is Q3 (~Nov). Near-term calendar risk is macro (CPI/NFP/FOMC minutes), not company-specific.

8

Economic Event Risk

High-impact macro releases in the next 14 days that could swing this stock, plus the last 7 days of surprises.

Upcoming events (next 30 days)

DateEventImpactForecastPreviousRelevant?Why
2026-08-07US Non-Farm Payrolls (Jul)High80k57k⚠ MediumGrowth/rate read → real rates → copper
2026-08-12US CPI YoY (Jul)High3.4%3.5%✅ YesMaterials high-sensitivity: inflation → real rates → copper; governs next update
2026-08-13US PPI MoM (Jul)High0.1%-0.3%⚠ MediumInput-cost / inflation read
2026-08-19FOMC MinutesHigh⚠ MediumFed path → USD/real rates → copper
2026-08-26US Core PCE MoM (Jul)High0.3%0.1%⚠ MediumFed's preferred gauge

Recent surprises (last 7 days)

DateEventActualForecastSurpriseImpact
2026-08-03ISM Manufacturing PMI (Jul)55.654.0+3.0% (above)Positive — supports base-metals demand
2026-08-05ISM Non-Mfg Prices (Jul)70.365.0+8.2% (above)Hot — inflationary, mixed for real rates
2026-08-04JOLTs Job Openings (Jun)7.36m7.40m-0.6% (below)Softening labour — growth caution

ERO is a high-macro-sensitivity Materials name. The ISM manufacturing beat is a tailwind for copper demand, but the 12 Aug CPI (forecast 3.4% YoY) is the pivotal near-term release: a hot print lifts real rates and can pressure copper, a soft print does the reverse. Because CPI falls within the 3-trading-day sensitivity window, it sets the next-update date (13 Aug). Nothing here changes the medium/long call; it is a short-horizon path-risk that argues for accumulating on weakness rather than chasing the breakout.

9

Multi-Timeframe Technical Analysis

Trend, RSI and breakout status across monthly / weekly / daily / hourly / 15-minute, with a confluence verdict.
TimeframeTrendDirectionRSIMACDKey S/RBreakoutVol
MonthlyUptrend ↑Bullish62+, risingS: 30.8 R: 45.2 / 53.7Resist. breakout
WeeklyUptrend ↑Bullish58+, flatS: 33.2 R: 44.6 / 45.2Resist. breakout0.7x
DailyStrong uptrend ↑Bullish65+ cross, risingS: 35.1 R: 45.2Resist. breakout1.6x
HourlyUptrend ↑Overbought76+, flatS: 36.7 R: 43.8Resist. breakout2.0x
15-minUptrend ↑Bullish60+, flatS: 42.2 R: 44.1Resist. breakout6.5x
Confluence: Strongly Bullish · MTF Score 80

All five timeframes are aligned bullish for the first time in this report's history — the daily is in a confirmed strong uptrend with a fresh MACD cross above the 200-day, driven by the Q2 breakout on 1.6x volume. The single caution is that the hourly RSI at 76 is overbought, i.e. the move is stretched short-term. Textbook read: primary uptrend intact, but a mean-reversion pullback toward the C$38–40 breakout retest is the higher-probability near-term entry than chasing into C$45.2 resistance.

10

Price Chart (6-Month Daily)

A 6-month daily close line with SMA50 and key support/resistance — the visual companion to the MTF table.

ERO.TO daily (illustrative, C$). Q2 beat (5 Aug) drove a breakout above the 50-day to C$43.62; resistance C$45.2, breakout-retest support C$38–40, hard support C$35.

11

Scenario Summary

Bull / Base / Bear 12-month price paths with triggers and probability weights.

Bull C$60 (25%)

Copper pushes toward/through US$5.5/lb LME on the structural deficit + AI-datacentre/electrification demand and the COMEX tariff pull; Tucumã hits nameplate ahead of plan, Furnas drilling delivers a resource that the market starts to value, and the multiple re-rates toward peers. ~+38%; above the C$58 street high, justified only if copper leads.

Base C$50 (55%)

Copper holds ~US$4.7–5/lb, Tucumã delivers guided volumes, C1 costs stabilise, and ERO re-rates from ~0.9x toward ~1.0x NAV / the C$49–50 consensus as the ramp de-risks. ~+15%. This is the probability-weighted centre of gravity.

Bear C$33 (20%)

COMMODITY TRIGGER: copper rolls over on a global growth/China demand scare (the stagflation-lite downside), dropping toward US$4/lb; compounded by a Tucumã ramp hiccup or further C1 cost inflation and Brazil FX/political risk. The multiple de-rates and the high beta (1.58) amplifies the fall. ~-24%.

Probability-weighted fair value ≈ C$49 (0.25×60 + 0.55×50 + 0.20×33) — in line with the C$49.44 analyst consensus and ~+12% above the current C$43.62.

12

Entry / Exit Rules

Three independent entry paths (Fundamental · Technical · Catalyst) and three exit triggers (Stop-Loss · Thesis · Profit-Target). Any one entry path is a valid entry — the more that agree, the larger the position the conviction ladder suggests. Exits are graded by severity, not count.

How to read this — the Conviction Ladder

The three entry groups are alternative paths to a buy, not a checklist. A group counts only when all its sub-conditions hold. How many groups are satisfied sets the suggested size — it does not gate whether you may enter: 1 group = Half-Size (a valid starter/scale-in), 2 = Full-Size, 3 = Over-Size (highest conviction); 0 = Wait (no path open yet). A strong overall signal can still read Wait here when the stock is well above its entry zones — that flags "good business, no entry edge right now," not a contradiction. Exits are graded by severity of what is live, not by a count: a hard stop is an Exit on its own.
Entry conviction: Half-Size1 of 3 groups met — one path open — starter / scale-in

Fundamental — MET

Cheap on forward earnings/NAV with a live copper tailwind.
✅ Price C$43.62 < fair value ~C$49
✅ No earnings within 7 days (Q2 done 5 Aug; Q3 ~Nov)
✅ Underlying-Driver score ≥ 50 (67)

Technical — not MET

Trend has turned up, but the entry is overbought — the clean path is a pullback to the C$38–40 retest.
✅ Daily close > 50-DMA (C$38.5) on >1.5x volume
⛔ RSI 35–65 (not overbought)
⛔ OR a tested bounce off C$38–40 breakout support with a higher low

Catalyst — not MET

Q2 beat confirmed the breakout, but the clean 24h post-earnings entry window has passed.
✅ Post-earnings move >+5% with guidance maintained/raised
⛔ Entry taken within the 24h reaction window (now 2 days stale)
· Volume > 2x 20-day average (sustained)

Forecast: Technical group likely within ~1–3 weeks IF the stock pulls back into the C$38–40 breakout retest and RSI resets below 65 (Moderate confidence — overbought readings on a strong leader usually resolve via a pause/pullback within weeks). A clean reclaim-and-hold of C$45.2 on volume would instead satisfy the breakout branch (Moderate). Fundamental is already met; a fresh Catalyst re-arms at Q3 results (~early Nov, catalyst-dependent).

Exit action: Holdno exit trigger is live — hold the position

Stop-Loss — not LIVE

⛔ Two daily closes below C$37 (below the 50-DMA and breakout base)

Thesis Invalidation — not LIVE

⛔ Copper sustained below ~US$3.8/lb LME (AISC margin compresses)
⛔ Tucumã ramp stall / material C1 cost blow-out
⛔ A larger low-cost rival structurally undercuts the cost curve

Profit-Target — not LIVE

⛔ Price into C$50 (base) with RSI > 70 and no NAV upgrade

Forecast: Stop (C$37) unlikely in the next 4–6 weeks barring a copper break or a China growth shock — price sits ~15% above it and the trend is up. Profit-trim at C$50 is plausible within a quarter if the base case plays out.

Imagine you act at the current price of C$43.62 · as of 7 Aug 2026

What if you bought now?

You're risking ~15% (to the C$37 stop) to gain ~15% base / ~38% bull — a fair, not screaming, reward-to-risk at this exact price.

What you're risking: the stock is overbought after a +17% run and 3% under C$45.2 resistance; a mean-reversion pullback to the C$38–40 breakout retest (~-8 to -12%) is a real near-term path, and a hot 12 Aug CPI could trigger it. The hard stop is ~C$37 (-15%). The Technical entry group is NOT met (overbought), so buying the full size here is chasing.

What you're gaining: you immediately own a confirmed uptrend (all five timeframes bullish, Q2 beat), a name at ~6.6x forward earnings / ~0.9x NAV with +13% to consensus and +38% to the bull case, plus free optionality (Furnas, Boa Esperança, by-product gold). Read: the medium/long case is a STRONG BUY — but on the short horizon the signal is HOLD (buy on confirmation): only the Fundamental entry group is met, so wait for the C$38–40 breakout retest (or a clean reclaim-and-hold of C$45.2 on volume) to confirm the entry before accumulating.

What if you sold now?

You'd be giving up ~+15% base upside (to C$50) and free growth optionality to lock in gains — with no exit rule actually triggered.

What you're giving up: the re-rate toward C$49–50 as Tucumã de-risks, the Furnas/Boa Esperança optionality, and copper's structural-deficit tailwind — selling a cheap producer below fair value.

What you're protecting: the ~24% drawdown to the C$33 bear case if copper rolls over. But none of the exit rules is live: no stop breach, no thesis break, and the profit-target (C$50 + RSI>70) is not hit. Read: there is no mechanical reason to sell — this is a hold/accumulate zone, with trimming reserved for C$50 into overbought.

13

Position Sizing Context

Illustrative portfolio math (not advice) translating conviction into an allocation given risk-per-share and volatility.

No risk budget or portfolio role was supplied for ERO, so a specific position size is not computed. Framework context: the §12 Conviction Ladder reads Half-Size (1 of 3 entry groups met — Fundamental only; Technical overbought, Catalyst window passed), but the short signal is HOLD (buy on confirmation), so the Half-Size is accumulated on the C$38–40 breakout retest rather than opened here. High beta (1.58) and daily ATR ~C$2.0 (~4.6% of price) mean this name swings ~1.6x the market — size accordingly. Specify an allocation and role for a portfolio-percentage figure.

14

Calibration Snapshot

Machine-readable snapshot of every score, level and signal, saved alongside the HTML so the next run can compute deltas.
{
  "ticker": "ERO.TO",
  "date": "2026-08-07",
  "version": "v6",
  "exchange": "TSX",
  "exchange_ticker": "TSX:ERO",
  "isin": "CA29767G1090",
  "api_ticker": "ERO.TO",
  "company": "Ero Copper Corp.",
  "brand": "Ero Copper",
  "currency": "CAD",
  "sector": "Materials",
  "gics_sector": "Materials",
  "country": "Canada",
  "sub_industry": "Copper Mining",
  "lifecycle_stage": "growth",
  "price_at_rating": 43.62,
  "signal_short": "HOLD",
  "signal_medium": "STRONG_BUY",
  "signal_long": "STRONG_BUY",
  "primary_signal": "STRONG_BUY",
  "short_hold_reason": "technical_pending",
  "short_entry_confirmed": false,
  "quality_score": 70,
  "valuation_score": 64,
  "timing_score": 62,
  "driver_score": 67,
  "overall_confidence": 58,
  "economic_alignment_stance": "Trend-Following",
  "economic_alignment_conviction": 78,
  "economic_alignment_pressure": "Tailwind",
  "economic_alignment_source": "sector-map",
  "macro_report_date": "2026-07-30",
  "val_multiple_basis": "P/NAV (fwd P/E ~6.6x cross-check)",
  "warranted_multiple": 1.0,
  "actual_multiple": 0.9,
  "warranted_ratio": 0.9,
  "val_band": "attractive",
  "forward_pe": 6.56,
  "trailing_pe": 11.1,
  "roe": 30.8,
  "driver_commodity_trend": "copper (CPER ~US$40.76) in a clean uptrend \u2014 +12% off the late-June low (US$36.31), +8.7% MoM, above a rising 20/50-DMA; spot ~US$6.71/lb COMEX (tariff-inflated) / ~US$4.9\u20135/lb LME (Ero's realization basis), both far above Q2 C1 cash cost US$2.42/lb. Short-trend now a TAILWIND (23 Jul downtrend cap cleared); structural deficit + AI/electrification keep medium/long a tailwind.",
  "nonop_pct_of_net_income": 5,
  "clean_pe": 11.1,
  "clean_peg": null,
  "competitive_share_trajectory": "gaining",
  "competitive_threat_level": "low",
  "hard_gate_state": "clear",
  "gates_triggered": [],
  "gates_caution": [],
  "do_not_buy_triggers": [],
  "entry_groups_met": 1,
  "entry_conviction": "Half-Size",
  "exit_groups_live": 0,
  "exit_action": "Hold",
  "fair_value_est": 49.0,
  "stop_loss": 37.0,
  "target_price": 50.0,
  "scenario_base_target": 50,
  "scenario_bull_target": 60,
  "scenario_bear_target": 33,
  "analyst_consensus_target": 49.44,
  "analyst_target_high": 58,
  "analyst_target_low": 39,
  "analyst_target_upside_pct": 13.3,
  "analyst_grades_consensus": "Buy",
  "analyst_bullish_pct": 67,
  "analyst_coverage_count": 16,
  "fmp_rating": "B",
  "fmp_overall_score": 3,
  "recent_upgrades_30d": 1,
  "recent_downgrades_30d": 0,
  "next_update_date": "2026-08-13",
  "next_update_basis": "US CPI 12 Aug +1 trading day (Materials high macro-sensitivity; copper/real-rate driver) \u2014 vs default +14d (21 Aug)",
  "next_check_date": "2026-08-13",
  "analysis_status": "on-going",
  "finder_ticker": "ERO",
  "finder_exchange": "\ud83c\udde8\ud83c\udde6 TSX"
}
15

Data Sources & Methodology

Audit trail of every data source: fully available (✓), fallback (⚠), or failed (✗), plus provenance-based confidence haircuts.
Data Source Status
get_yahoo_quote / get_company_profile Price C$43.62, ROE 30.8%, fwd P/E 6.56, beta 1.58, targets
get_income_statement Through Q1 2026 only; Q2 (5 Aug) taken from the company release / GlobeNewswire 6-K
get_financial_ratios EV/EBITDA 9.5x, ND/EBITDA ~0.9x, margins
get_multi_timeframe_analysis All 5 timeframes; confluence strongly bullish
get_stock_prices (CPER) Copper-trend overlay: uptrend, +12% off June low
get_price_target_consensus / get_grades_consensus / get_stock_grades 16 analysts C$49.44; 5/7/6/0/0; B of A upgrade 16 Jul
get_ratings_snapshot FMP health B; ROE/ROA 5/5, DCF/D-E 1/1
get_earnings_calendar Empty — Q2 date confirmed via web (release 5 Aug 2026)
get_stock_dividends No dividend (payout 0)
get_economic_calendar CPI 12 Aug, NFP 7 Aug, FOMC minutes 19 Aug
MacroDriver-state (30 Jul) XLB O/O/SO; stagflation-lite regime; AI-tail armed (not inherited)
Web (Q2 results, copper spot) GlobeNewswire/SEC 6-K Q2; copper US$6.71/lb COMEX 6 Aug
Impact on scores: Confidence is capped ~58–72% mainly by the Timing pillar (overbought, macro path-risk into CPI) and the build-phase balance sheet. Q2 financials are from the primary company release (get_income_statement lagged one quarter). No pull failure materially weakened the directional call.
DISCLAIMER: This is a quantitative framework for educational purposes only. It is not financial advice. Always do your own research and consult a licensed financial advisor before making investment decisions.