Curtiss-Wright Corporation (CW)
Quantitative Summary
DeterministicCW trades at 54.6x earnings, roughly in line with its sector average of 44.7x. Financial health metrics are strong: Piotroski 8/9, Altman Z 8.4 (above 3.0 safe zone threshold). DCF fair value of $372 implies 49% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of this Industrials leader demonstrate robust capital efficiency, evidenced by a ROIC of 13.7% that suggests strong value creation relative to cost of equity. The DuPont decomposition reveals an earnings engine driven primarily by pricing power rather than asset intensity or leverage; specifically, the 19.1% return on equity is anchored by healthy net margins at 13.8% and a gross margin expansion to 37.2%, while operating leverage remains moderate with only 0.67x asset turnover supported by an equity multiplier of 2.06x. This high-quality profit generation profile is corroborated by exceptional financial health metrics, including a Piotroski F-Score of 8/9 indicating strong fundamentals and a Beneish M-Score of -2.54 that signals low earnings manipulation risk, alongside double-digit revenue growth of 12.1% year-over-year.
Valuation analysis presents a divergence between current market pricing and intrinsic value models. The stock trades at a forward P/E multiple of 54.0x, which sits notably above the sector average of 44.2x, implying that investors are currently pricing in aggressive future growth expectations rather than relying solely on historical performance benchmarks. While the DuPont framework highlights superior margin expansion capabilities, this premium valuation contrasts with a DCF-derived fair value estimate of $373, suggesting the market may be discounting near-term execution risks or assuming an implied growth rate that exceeds sustainable fundamentals given the current multiple compression relative to peers.
Risk assessment reveals a conflicting signal between corporate governance and insider behavior. Despite the strong Piotroski score indicating stable financials, there is significant net insider selling totaling $17,797,439 over the last 90 days, which often warrants scrutiny regarding management's view on near-term equity deployment or capital allocation strategy. Without specific Fama-French alpha data to confirm risk-adjusted outperformance, this internal selling pressure acts as a cautionary delta that investors must weigh against the company's otherwise pristine balance sheet and consistent margin expansion trajectory before drawing final conclusions on entry points.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
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 12% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 8.3% | 10.3% | 12.3% |
|---|---|---|---|
| 2% | $453 | $333 | $261 |
| 3% | $528 | $372 | $283 |
| 4% | $637 | $422 | $311 |
Center = base case. Green = >10% upside, Red = >10% downside vs $721.12.
Pre-computed DCF: WACC=10.3%, terminal growth 3%. Fair value $372 (-49.4%). Not investment advice.
Valuation Context
Currently trading 70% above its 5-year average P/E of 33.2x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedCurtiss-Wright Corporation currently trades at $710.34 within the Industrials sector, presenting a technical snapshot where price levels must be weighed against underlying volatility and fundamental context to assess true momentum strength. Without access to specific drawdown metrics or historical standard deviation figures for this period, it remains difficult to determine if recent price appreciation is driven by structural market forces or temporary sentiment shifts that could prove fragile upon encountering resistance. The absence of explicit trendline data or volume confirmation in the provided dataset prevents a definitive conclusion regarding whether current movement represents a sustainable breakout or an overextended rally prone to correction. Risk dynamics for this position rely heavily on how quickly price fluctuations deviate from established means, yet without volatility indices or beta coefficients attached to these raw figures, the stability of the $710.34 valuation cannot be fully quantified against broader industrial sector headwinds or tailwinds. Observers must scrutinize whether the current pricing action reflects deep-seated operational improvements or speculative positioning that lacks fundamental anchoring. In such an environment, distinguishing between robust growth and precarious momentum requires analyzing order flow patterns and macroeconomic triggers not visible in a single price point, leaving the resilience of this technical setup open to interpretation based on missing variance data.
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 |
|---|---|---|
| 2026-03-26 | $0.2400 | 0.0% |
| 2025-11-28 | $0.2400 | 0.0% |
| 2025-09-26 | $0.2400 | 0.0% |
| 2025-06-16 | $0.2400 | +14.3% |
| 2025-03-27 | $0.2100 | 0.0% |
| 2024-11-22 | $0.2100 | 0.0% |
| 2024-09-27 | $0.2100 | 0.0% |
| 2024-06-17 | $0.2100 | +5.0% |
| 2024-03-27 | $0.2000 | 0.0% |
| 2023-11-21 | $0.2000 | 0.0% |
| 2023-09-28 | $0.2000 | 0.0% |
| 2023-06-15 | $0.2000 | +5.3% |
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.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like XAR or IJK, the fund manager is mechanically forced to buy or sell CW shares regardless of Curtiss-Wright Corporation's individual fundamentals. We estimate $3.6B of passive capital is structurally linked to CW 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 Curtiss-Wright Corporation to visualize passive redemption contagion across ETFs and collateral stocks.
If Curtiss-Wright Corporation (CW) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies ROCKET LAB CORP (RKLB) as the most exposed collateral stock, sharing 1 ETFs with CW. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 18 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
CW Ownership Dynamics
Passive funds hold 1 in every 10 CW shares, reducing daily market volatility.
Curtiss-Wright Corporation (CW) exerts measurable gravity on the passive index market, currently representing 3.3% of the XAR (XAR) and 1.5% of the IJK (IJK). Across 16 tracked ETFs, approximately 4M shares (10.3% 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 CW Exposure
Float lock-up computed from 16 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
CW 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 Curtiss-Wright Corporation over the past year sits near $475.36 (13% of 252-day volume). The current price of $721.12 trades 51.7% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target. 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.
CW Capital Efficiency
How efficiently does Curtiss-Wright Corporation convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Curtiss-Wright Corporation converts 70% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. The positive ROIC-WACC spread of 3.4% confirms that reinvested capital creates shareholder value.
Capital efficiency = Free Cash Flow ÷ EBITDA. Reinvestment = (EBITDA − FCF) ÷ EBITDA. Metrics from latest annual filings. 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 |
|---|---|---|---|
| 2026-04-23 | 132 | $710.93 | $93,842.76 |
| 2026-04-22 | 161 | $719.51 | $115,841.11 |
| 2026-04-15 | 948 | $742.61 | $703,994.28 |
| 2026-03-27 | 3,654 | $665.81 | $2.4M |
| 2026-03-25 | 2,587 | $700.81 | $1.8M |
| 2026-03-19 | 118 | $690.94 | $81,530.92 |
| 2026-03-05 | 3 | $712.59 | $2,137.77 |
| 2026-03-02 | 12,508 | $700.33 | $8.8M |
| 2026-02-23 | 2 | $707.45 | $1,414.9 |
| 2026-02-20 | 2 | $702.55 | $1,405.1 |
| 2026-01-20 | 3,262 | $663.84 | $2.2M |
| 2025-11-20 | 900 | $547.95 | $493,155 |
| 2025-11-07 | 30 | $575.95 | $17,278.5 |
| 2025-11-06 | 22 | $585.12 | $12,872.64 |
| 2025-10-22 | 6 | $553.08 | $3,318.48 |
| 2025-10-17 | 6,396 | $550.06 | $3.5M |
| 2025-10-10 | 31 | $554.83 | $17,199.73 |
| 2025-10-03 | 412 | $536.77 | $221,149.24 |
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 | |
| BWXT | 0.727 | 0.826 | High co-movement |
| HWM | 0.628 | 0.706 | Moderate |
| PWR | 0.611 | 0.720 | Moderate |
| FIX | 0.587 | 0.677 | Moderate |
| ATI | 0.562 | 0.711 | Moderate |
| WWD | 0.542 | 0.554 | Moderate |
| EME | 0.541 | 0.584 | Moderate |
| GE | 0.538 | 0.577 | Moderate |
| SARO | 0.529 | 0.567 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare CW 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.