Capital One Financial Corporation (COF)
Quantitative Summary
DeterministicCOF trades at 57.8x earnings — a 201% premium to its sector average of 19.2x — without a dominant ROIC-WACC spread. Financial health is average: Piotroski 5/9, Altman Z 0.3. DCF fair value of $1414 implies 616% upside from current prices 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 37% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 7.5% | 9.5% | 11.5% |
|---|---|---|---|
| 2% | $1748 | $1255 | $971 |
| 3% | $2083 | $1414 | $1060 |
| 4% | $2606 | $1630 | $1173 |
Center = base case. Green = >10% upside, Red = >10% downside vs $183.84.
Pre-computed DCF: WACC=9.5%, terminal growth 3%. Fair value $1414 (+615.6%). Not investment advice.
Valuation Context
Currently trading 7% above its 5-year average P/E of 53.5x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedCapital One Financial Corporation is currently trading at $187.17, a level that warrants close observation against its established moving averages to determine the prevailing trend direction. If the current price sustains positions above these key average lines, it typically signals bullish momentum where upward pressure remains dominant in the short term. Conversely, if the stock were to dip below these thresholds, it might indicate weakening sentiment or a potential shift toward downward correction. The Relative Strength Index (RSI) serves as a critical gauge for this immediate momentum; readings significantly above 70 often suggest an overbought condition where upside space may be limited, while values near or below 30 could imply oversold territory with possible rebound potential. Without specific RSI data points in the provided input, the precise short-term velocity remains undefined, requiring further analysis to confirm whether the asset is entering a consolidation phase or continuing its current trajectory. The interplay between price action and moving averages forms the backbone of this technical assessment, offering insight into whether market participants are collectively optimistic or cautious about future valuations. A sustained position above long-term averages generally reflects strong institutional support and confidence in earnings growth prospects within the financial services sector. However, any breach below these dynamic lines could trigger algorithmic selling strategies, potentially accelerating a decline if not supported by immediate buying volume. Traders monitoring this setup should watch for confirmation signals such as increased trading volume during breakouts or breakdowns to validate the strength of the current trend before projecting further price movements
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 |
|---|---|---|
| 2026-05-19 | $0.8000 | 0.0% |
| 2026-02-19 | $0.8000 | 0.0% |
| 2025-11-17 | $0.8000 | +33.3% |
| 2025-08-15 | $0.6000 | 0.0% |
| 2025-05-23 | $0.6000 | 0.0% |
| 2025-02-18 | $0.6000 | 0.0% |
| 2024-11-14 | $0.6000 | 0.0% |
| 2024-08-12 | $0.6000 | 0.0% |
| 2024-05-10 | $0.6000 | 0.0% |
| 2024-02-09 | $0.6000 | 0.0% |
| 2023-11-10 | $0.6000 | 0.0% |
| 2023-08-04 | $0.6000 | 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 XLF or VFH, the fund manager is mechanically forced to buy or sell COF shares regardless of Capital One Financial Corporation's individual fundamentals. We estimate $13.6B of passive capital is structurally linked to COF through 8 tracked ETFs. This substantial passive exposure means that ETF inflows and outflows — not company fundamentals — can dominate daily volume on this stock.
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 Capital One Financial Corporation to visualize passive redemption contagion across ETFs and collateral stocks.
If Capital One Financial Corporation (COF) 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 4 ETFs with COF. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 29 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
COF Ownership Dynamics
Passive funds hold 1 in every 8 COF shares, reducing daily market volatility.
Capital One Financial Corporation (COF) exerts measurable gravity on the passive index market, currently representing 1.6% of the State Street Financial Select Sector SPDR ETF (XLF) and 1.4% of the VFH (VFH). Across 30 tracked ETFs, approximately 75M shares (12.0% 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 COF Exposure
Float lock-up computed from 30 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
COF 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 Capital One Financial Corporation over the past year sits near $218.91 (13% of 252-day volume). The current price of $183.84 sits 16.0% below the POC — suggesting potential mean-reversion upside if institutional demand reasserts at this level. The highly concentrated volume profile (13% at POC) indicates strong consensus on fair value — institutional participants have repeatedly transacted near this price.
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 |
|---|---|---|---|
| 2026-04-30 | 1 | $190.84 | $190.84 |
| 2026-04-29 | 34,213 | $192.10 | $6.6M |
| 2026-04-27 | 96 | $191.39 | $18,373.44 |
| 2026-04-22 | 35 | $202.50 | $7,087.5 |
| 2026-04-20 | 600 | $206.47 | $123,882 |
| 2026-04-16 | 97 | $202.98 | $19,689.06 |
| 2026-04-15 | 1 | $199.84 | $199.84 |
| 2026-04-10 | 5,251 | $194.73 | $1.0M |
| 2026-04-07 | 100 | $184.21 | $18,421 |
| 2026-03-30 | 915 | $176.10 | $161,131.5 |
| 2026-03-27 | 145,931 | $182.12 | $26.6M |
| 2026-03-26 | 10 | $185.23 | $1,852.3 |
| 2026-03-25 | 63 | $184.64 | $11,632.32 |
| 2026-03-24 | 369 | $184.00 | $67,896 |
| 2026-03-23 | 12,535 | $181.46 | $2.3M |
| 2026-03-20 | 12 | $179.73 | $2,156.76 |
| 2026-03-19 | 93 | $180.14 | $16,753.02 |
| 2026-03-17 | 1,629 | $180.77 | $294,474.33 |
| 2026-03-13 | 10 | $177.45 | $1,774.5 |
| 2026-03-06 | 284 | $194.27 | $55,172.68 |
| 2026-03-05 | 2,380 | $195.83 | $466,075.4 |
| 2026-03-04 | 1,367 | $193.73 | $264,828.91 |
| 2026-03-02 | 148 | $195.64 | $28,954.72 |
| 2026-02-27 | 28 | $208.47 | $5,837.16 |
| 2026-02-23 | 51 | $208.42 | $10,629.42 |
| 2026-02-20 | 141 | $205.06 | $28,913.46 |
| 2026-02-09 | 300 | $222.79 | $66,837 |
| 2026-02-05 | 134 | $225.46 | $30,211.64 |
| 2026-02-02 | 579 | $218.93 | $126,760.47 |
| 2026-01-30 | 317 | $219.31 | $69,521.27 |
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 | |
| FNB | 0.795 | 0.790 | High co-movement |
| AXP | 0.788 | 0.792 | High co-movement |
| ASB | 0.788 | 0.762 | High co-movement |
| KEY | 0.774 | 0.756 | High co-movement |
| CFG | 0.766 | 0.733 | High co-movement |
| ZION | 0.760 | 0.744 | High co-movement |
| USB | 0.756 | 0.736 | High co-movement |
| WAL | 0.755 | 0.761 | High co-movement |
| EWBC | 0.755 | 0.753 | High co-movement |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare COF 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.