EXPE (EXPE)
Quantitative Summary
DeterministicFinancial health is average: Piotroski 6/9, Altman Z 1.5.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe capital allocation efficiency demonstrates a robust spread between the return on invested capital of 19.1% and the weighted average cost of capital at 12.2%, yielding a positive alpha of 7.0%. This value creation is driven primarily by high financial leverage, evidenced by an equity multiplier of 9.6x within the DuPont decomposition, rather than operational intensity or pricing power alone; while net margins sit comfortably at 8.8% supported by exceptional gross margins near 90%, asset turnover remains modest at 0.60x. Financial health indicators present a mixed signal: the Piotroski F-Score of 6/9 suggests moderate fundamental stability, yet the Altman Z-Score of 1.5 flags elevated distress risk that warrants scrutiny despite a clean Beneish M-Score of -2.78 indicating low earnings manipulation probability.
Valuation metrics suggest the market is pricing in significant growth expectations relative to current fundamentals. The forward P/E ratio of 23.9x appears stretched when compared against implied fair value derived from discounted cash flow analysis, which anchors at $152 per share; this divergence implies that current equity prices may already reflect aggressive revenue expansion scenarios not yet materialized in the reported 7.6% year-over-year growth rate. The gap between the multiple and intrinsic value calculations indicates a potential compression risk if earnings fail to accelerate rapidly enough to justify the premium valuation tier currently embedded in trading levels.
Insider activity over the past ninety days reveals $1,816,244 in net selling, introducing a counterweight to the strong capital efficiency metrics. This outflow of ownership by management could signal caution regarding near-term execution or future cash flow visibility, potentially dampening long-term alpha generation despite the attractive ROIC-WACC spread. The combination of elevated distress risk from the Altman score and active insider divestiture creates an asymmetric risk profile where downside volatility may outweigh the benefits derived from high leverage-driven returns on equity.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
DCF Sandbox
InteractiveSensitivity Matrix
| TG ↓ / WACC → | 10.2% | 12.2% | 14.2% |
|---|---|---|---|
| 2% | $176 | $141 | $117 |
| 3% | $194 | $152 | $124 |
| 4% | $219 | $165 | $132 |
Center = base case. Green = >10% upside, Red = >10% downside vs —.
Pre-computed DCF: WACC=12.2%, terminal growth 3%. Fair value $152 (+0.0%). Not investment advice.
Price Chart with Moving Averages
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.
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 VOT or XLY, the fund manager is mechanically forced to buy or sell EXPE shares regardless of EXPE's individual fundamentals. We estimate $4.1B of passive capital is structurally linked to EXPE 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 EXPE to visualize passive redemption contagion across ETFs and collateral stocks.
If EXPE (EXPE) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies AMAZON.COM INC (AMZN) as the most exposed collateral stock, sharing 1 ETFs with EXPE. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 28 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
EXPE Ownership Dynamics
ETFs with Highest EXPE Exposure
Float lock-up computed from 28 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
EXPE Capital Efficiency
How efficiently does EXPE convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
EXPE converts 112% 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 7.0% 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 |
|---|---|---|---|
| 2026-05-11 | 1,410 | $229.98 | $324,271.8 |
| 2026-04-29 | 594 | $242.17 | $143,848.98 |
| 2026-04-27 | 755 | $251.44 | $189,837.2 |
| 2026-04-24 | 2 | $250.37 | $500.74 |
| 2026-04-20 | 10 | $265.84 | $2,658.4 |
| 2026-04-15 | 10 | $248.57 | $2,485.7 |
| 2026-04-01 | 200 | $230.89 | $46,178 |
| 2026-03-25 | 11 | $236.99 | $2,606.89 |
| 2026-03-24 | 453 | $236.65 | $107,202.45 |
| 2026-03-19 | 139 | $240.04 | $33,365.56 |
| 2026-03-17 | 1,355 | $231.46 | $313,628.3 |
| 2026-03-09 | 38,278 | $249.62 | $9.6M |
| 2026-03-06 | 144 | $251.54 | $36,221.76 |
| 2026-03-02 | 2,546 | $215.69 | $549,146.74 |
| 2026-02-27 | 380 | $217.93 | $82,813.4 |
| 2026-02-23 | 5,254 | $203.48 | $1.1M |
| 2026-02-20 | 1,114 | $199.76 | $222,532.64 |
| 2026-02-19 | 209 | $203.79 | $42,592.11 |
| 2026-02-18 | 360 | $200.42 | $72,151.2 |
| 2026-02-17 | 1,535 | $212.67 | $326,448.45 |
| 2026-02-13 | 40 | $227.24 | $9,089.6 |
| 2026-02-09 | 300 | $236.85 | $71,055 |
| 2026-02-04 | 2,093 | $234.46 | $490,724.78 |
| 2026-02-03 | 1 | $276.67 | $276.67 |
| 2026-02-02 | 991 | $264.84 | $262,456.44 |
| 2026-01-28 | 10,495 | $266.74 | $2.8M |
| 2026-01-21 | 54,798 | $272.15 | $14.9M |
| 2026-01-20 | 94,593 | $285.11 | $27.0M |
| 2026-01-15 | 1 | $290.76 | $290.76 |
| 2026-01-13 | 606 | $291.53 | $176,667.18 |
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.
Compare EXPE to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: N/A.
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.