Dominion Energy, Inc. (D)
Quantitative Summary
DeterministicD trades at 19.7x earnings, roughly in line with its sector average of 24.4x. Strong operational fundamentals (Piotroski 7/9) with Altman Z of 0.7.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of Dominion Energy reveal a capital allocation challenge where the ROIC-WACC spread stands at -2.6%, indicating that current returns on invested capital fail to cover the cost of financing, a structural drag often seen in regulated utility models despite high leverage ratios. While DuPont analysis attributes the 9.0% ROE primarily to significant financial leverage (equity multiplier of 3.47x) rather than operational efficiency or margin expansion, the Piotroski F-Score of 7/9 suggests strong balance sheet stability and earnings quality, a sentiment reinforced by a negative Beneish M-Score of -2.29 that points away from potential manipulation risks. However, this financial robustness is counterbalanced by an Altman Z-Score of 0.7, which signals elevated distress risk relative to historical norms for the sector, creating a tension between apparent profitability and underlying solvency metrics.
Valuation analysis highlights a significant discount; trading at 18.1x forward earnings compared to a sector average of 22.5x implies the market is pricing in persistent underperformance or heightened regulatory uncertainty rather than growth potential. This compression persists even as revenue grows at an annualized rate of 14.2%, suggesting current multiples do not fully reflect top-line momentum but may be compensating for the negative spread between capital costs and returns. A discounted cash flow framework would likely yield a fair value below current prices given the -2.6% return gap, unless analysts assume aggressive future margin improvements or regulatory rate hikes that are not yet embedded in consensus expectations.
Risk-adjusted performance data offers a nuanced perspective through Fama-French factors, where the stock generates a 5.74% annual alpha while exhibiting a positive value tilt (HML: 0.436), effectively rewarding investors for accepting illiquidity and size premiums typical of large-cap utilities. Conversely, the neutral profitability factor score (-0.019) aligns with the DuPont decomposition showing limited organic margin power, reinforcing that any future equity creation must rely on balance sheet engineering rather than operational leverage. With insider flows remaining flat over the last 90 days, management appears to be in a holding pattern regarding capital deployment or share repurchases, leaving the risk/reward profile heavily dependent on how closely regulatory outcomes align with the company's need for higher returns to justify its debt-heavy structure.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
Valuation Context
Currently trading 12% above its 5-year average P/E of 16.6x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedDominion Energy, Inc. currently trades at $67.56 within the Utilities sector, presenting a scenario where price stability must be weighed against underlying structural pressures. The absence of specific volatility metrics or drawdown figures in the provided data limits an immediate assessment of recent risk spikes; however, the static nature of such limited information suggests that momentum may appear steady only because significant market stress has not yet been quantified for this period. In utility sectors, price levels often reflect a balance between regulatory predictability and capital intensity rather than pure speculative velocity. Without visible indicators of sharp corrections or erratic swings in the current snapshot, it remains unclear whether the observed pricing represents a robust equilibrium built on fundamental earnings durability or a fragile consolidation masking latent instability. The connection between any potential drawdowns and volatility is not explicitly defined here, which prevents a definitive conclusion regarding the resilience of recent gains. If historical patterns hold true for this sector, current price levels might be supported by steady cash flows rather than aggressive growth narratives, making sudden shifts in risk dynamics dependent on external regulatory or interest rate environments more than internal technical signals alone. Consequently, while the stock maintains its position at $67.56, the lack of dynamic data points leaves open the possibility that this level serves as a temporary resting point before broader market forces dictate the next directional move. The structural integrity of any upward trajectory cannot be confirmed without further evidence regarding how quickly price fluctuations have occurred recently or how deep previous corrections ran relative to these current levels
Quant Health Deep Dive
Profitability & Value Creation
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-05-29 | $0.6680 | 0.0% |
| 2026-02-27 | $0.6680 | 0.0% |
| 2025-12-05 | $0.6680 | 0.0% |
| 2025-09-05 | $0.6680 | 0.0% |
| 2025-05-29 | $0.6680 | 0.0% |
| 2025-02-28 | $0.6680 | 0.0% |
| 2024-11-29 | $0.6680 | 0.0% |
| 2024-08-30 | $0.6680 | 0.0% |
| 2024-05-31 | $0.6680 | 0.0% |
| 2024-02-29 | $0.6680 | 0.0% |
| 2023-11-30 | $0.6680 | 0.0% |
| 2023-08-31 | $0.6680 | 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 XLU or VPU, the fund manager is mechanically forced to buy or sell D shares regardless of Dominion Energy, Inc.'s individual fundamentals. We estimate $9.1B of passive capital is structurally linked to D 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 Dominion Energy, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Dominion Energy, Inc. (D) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies NEXTERA ENERGY INC (NEE) as the most exposed collateral stock, sharing 1 ETFs with D. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 31 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
D Ownership Dynamics
Passive funds hold 1 in every 6 D shares, reducing daily market volatility.
Dominion Energy, Inc. (D) exerts notable gravity on the passive index market, currently representing 4.2% of the State Street Utilities Select Sector SPDR ETF (XLU) and 3.4% of the VPU (VPU). Across 30 tracked ETFs, approximately 146M shares (16.6% 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 D Exposure
Float lock-up computed from 30 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
D 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 Dominion Energy, Inc. over the past year sits near $59.86 (15% of 252-day volume). The current price of $66.47 trades 11.1% 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 (15% 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.
D Capital Efficiency
How efficiently does Dominion Energy, Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Dominion Energy, Inc. converts -88% of its EBITDA into free cash flow, negative FCF conversion — the company is consuming cash faster than it generates EBITDA, which is unsustainable long-term. The 188% reinvestment rate signals aggressive capacity expansion. However, the ROIC-WACC spread is negative (-2.5%), suggesting reinvested capital is destroying 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 |
|---|---|---|---|
| 2026-05-12 | 7,998 | $62.56 | $500,354.88 |
| 2026-05-08 | 6,767 | $61.61 | $416,914.87 |
| 2026-04-28 | 253 | $62.50 | $15,812.5 |
| 2026-04-27 | 158 | $62.58 | $9,887.64 |
| 2026-04-23 | 329 | $60.95 | $20,052.55 |
| 2026-04-15 | 9 | $63.71 | $573.39 |
| 2026-04-10 | 346 | $64.11 | $22,182.06 |
| 2026-03-25 | 32,586 | $60.27 | $2.0M |
| 2026-03-02 | 72 | $63.14 | $4,546.08 |
| 2026-02-27 | 25,874 | $63.35 | $1.6M |
| 2026-02-25 | 181 | $63.74 | $11,536.94 |
| 2026-02-23 | 2,385 | $65.96 | $157,314.6 |
| 2026-02-05 | 24,895 | $62.33 | $1.6M |
| 2026-02-02 | 333 | $60.17 | $20,036.61 |
| 2026-01-28 | 32,529 | $61.13 | $2.0M |
| 2026-01-27 | 31,989 | $60.24 | $1.9M |
| 2026-01-22 | 479 | $60.92 | $29,180.68 |
| 2026-01-21 | 569,811 | $61.09 | $34.8M |
| 2026-01-20 | 7,189 | $61.13 | $439,463.57 |
| 2026-01-16 | 8,108 | $60.34 | $489,236.72 |
| 2026-01-13 | 68 | $58.39 | $3,970.52 |
| 2026-01-07 | 2,018 | $58.72 | $118,496.96 |
| 2025-12-31 | 987 | $59.06 | $58,292.22 |
| 2025-12-30 | 847 | $59.25 | $50,184.75 |
| 2025-12-22 | 66,144 | $59.43 | $3.9M |
| 2025-12-17 | 176 | $59.34 | $10,443.84 |
| 2025-12-12 | 23,683 | $58.17 | $1.4M |
| 2025-12-03 | 5,844 | $60.35 | $352,685.4 |
| 2025-12-01 | 722 | $62.77 | $45,319.94 |
| 2025-11-26 | 821 | $61.54 | $50,524.34 |
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 | |
| DUK | 0.683 | 0.700 | Moderate |
| AEE | 0.680 | 0.662 | Moderate |
| LNT | 0.671 | 0.687 | Moderate |
| WEC | 0.659 | 0.603 | Moderate |
| SO | 0.657 | 0.626 | Moderate |
| DTE | 0.656 | 0.635 | Moderate |
| CMS | 0.646 | 0.623 | Moderate |
| PNW | 0.635 | 0.609 | Moderate |
| FE | 0.619 | 0.672 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare D 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.