Citizens Financial Group, Inc. (CFG)
Quantitative Summary
DeterministicCFG trades at 14.8x earnings, roughly in line with its sector average of 19.2x. Financial health is average: Piotroski 6/9, Altman Z 0.2. DCF fair value of $42 implies 36% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
DCF Sandbox
Interactive5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.
The growth rate the market implicitly expects over the next 10 years to justify today's price. Compare with historical growth of 6% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 7.5% | 9.5% | 11.5% |
|---|---|---|---|
| 2% | $49 | $38 | $32 |
| 3% | $57 | $42 | $34 |
| 4% | $68 | $46 | $36 |
Center = base case. Green = >10% upside, Red = >10% downside vs $62.31.
Pre-computed DCF: WACC=9.5%, terminal growth 3%. Fair value $42 (-35.6%). Not investment advice.
Valuation Context
Currently trading 8% below its 5-year average P/E of 18.0x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedCitizens Financial Group is currently trading at $60.86 within the financial services sector, a position that reflects its valuation relative to peers and market conditions without explicitly signaling directional intent. The immediate technical focus involves assessing how this price point interacts with broader volatility trends and historical support levels inherent to banking stocks. In an environment where interest rate fluctuations often drive fundamental shifts in net interest margins, the stock's ability to maintain stability at these levels suggests a test of its structural resilience against sector-wide headwinds or tailwinds. The interplay between current pricing and recent drawdown patterns offers insight into whether observed momentum stems from sustained operational strength or temporary market dislocation. If price action nears established support zones, it may indicate that underlying fundamentals are holding firm despite external noise; conversely, a failure to defend these levels could point to fragile sentiment exacerbated by macroeconomic uncertainty. Traders observing this setup must weigh the sector's inherent cyclicality against the specific technical behavior of CFG at $60.86, noting that financial institutions often exhibit delayed reactions to rate changes compared to other asset classes. Ultimately, the risk dynamics here hinge on whether the current price structure represents a consolidation phase preceding a significant move or a vulnerable plateau susceptible to further correction. The absence of clear breakout signals implies that capital allocation decisions will likely depend heavily on upcoming earnings catalysts and regulatory developments rather than pure technical momentum alone. Market participants should monitor how volume profiles evolve around key psychological barriers, as changes in liquidity
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Insider Activity (Last 90 Days)
Open-market buys vs sells by company insiders. Source: yfinance.
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-04-30 | $0.4600 | 0.0% |
| 2026-02-04 | $0.4600 | 0.0% |
| 2025-10-29 | $0.4600 | +9.5% |
| 2025-07-31 | $0.4200 | 0.0% |
| 2025-04-30 | $0.4200 | 0.0% |
| 2025-01-31 | $0.4200 | 0.0% |
| 2024-10-30 | $0.4200 | 0.0% |
| 2024-07-31 | $0.4200 | 0.0% |
| 2024-04-30 | $0.4200 | 0.0% |
| 2024-01-30 | $0.4200 | 0.0% |
| 2023-10-31 | $0.4200 | 0.0% |
| 2023-08-01 | $0.4200 | 0.0% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like DVY or KRE, the fund manager is mechanically forced to buy or sell CFG shares regardless of Citizens Financial Group, Inc.'s individual fundamentals. We estimate $4.1B of passive capital is structurally linked to CFG through 8 tracked ETFs. Index rebalances and ETF creation/redemption cycles can create noticeable volume spikes unrelated to company news.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in Citizens Financial Group, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Citizens Financial Group, Inc. (CFG) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies JPMORGAN CHASE + CO (JPM) as the most exposed collateral stock, sharing 2 ETFs with CFG. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 32 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
CFG Ownership Dynamics
Passive funds hold 1 in every 6 CFG shares, reducing daily market volatility.
Citizens Financial Group, Inc. (CFG) exerts notable gravity on the passive index market, currently representing 1.5% of the iShares Select Dividend ETF (DVY) and 1.5% of the KRE (KRE). Across 32 tracked ETFs, approximately 69M shares (16.2% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.
ETFs with Highest CFG Exposure
Float lock-up computed from 32 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
CFG Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for Citizens Financial Group, Inc. over the past year sits near $51.34 (11% of 252-day volume). The current price of $62.31 trades 21.4% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-14 | 259 | $60.43 | $15,651.37 |
| 2026-05-13 | 303,364 | $61.95 | $18.8M |
| 2026-04-15 | 6 | $64.87 | $389.22 |
| 2026-04-09 | 4,999 | $63.78 | $318,836.22 |
| 2026-04-08 | 4,999 | $61.60 | $307,938.4 |
| 2026-04-07 | 5,013 | $61.41 | $307,848.33 |
| 2026-03-25 | 999 | $58.94 | $58,881.06 |
| 2026-03-24 | 20 | $57.98 | $1,159.6 |
| 2026-03-17 | 332 | $56.36 | $18,711.52 |
| 2026-03-11 | 1,056 | $58.89 | $62,187.84 |
| 2026-02-23 | 1,648 | $65.29 | $107,597.92 |
| 2026-02-17 | 36 | $65.10 | $2,343.6 |
| 2026-02-10 | 338 | $67.70 | $22,882.6 |
| 2026-02-02 | 7,206 | $62.98 | $453,833.88 |
| 2026-01-20 | 100 | $60.82 | $6,082 |
| 2026-01-08 | 190 | $60.99 | $11,588.1 |
| 2025-12-31 | 4 | $58.95 | $235.8 |
| 2025-12-26 | 495 | $59.86 | $29,630.7 |
| 2025-12-22 | 199 | $59.19 | $11,778.81 |
| 2025-12-12 | 1,394 | $58.35 | $81,339.9 |
| 2025-11-21 | 15,318 | $50.70 | $776,622.6 |
| 2025-11-18 | 196 | $49.71 | $9,743.16 |
| 2025-11-12 | 12,715 | $52.24 | $664,231.6 |
| 2025-10-30 | 339 | $50.43 | $17,095.77 |
| 2025-10-10 | 2,898 | $51.85 | $150,261.3 |
| 2025-10-07 | 219 | $54.00 | $11,826 |
| 2025-10-06 | 172,837 | $53.82 | $9.3M |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| KEY | 0.910 | 0.891 | High co-movement |
| TFC | 0.905 | 0.879 | High co-movement |
| FNB | 0.891 | 0.891 | High co-movement |
| ZION | 0.883 | 0.881 | High co-movement |
| RF | 0.881 | 0.896 | High co-movement |
| MTB | 0.880 | 0.876 | High co-movement |
| WTFC | 0.880 | 0.891 | High co-movement |
| ASB | 0.878 | 0.871 | High co-movement |
| FITB | 0.878 | 0.871 | High co-movement |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare CFG to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.