ITUB (ITUB)
Quantitative Summary
DeterministicFinancial health is average: Piotroski 4/9, Altman Z 0.1.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
DCF Sandbox
InteractiveSensitivity Matrix
| TG ↓ / WACC → | 6% | 6% | 8% |
|---|---|---|---|
| 2% | $158 | $158 | $100 |
| 3% | $208 | $208 | $119 |
| 4% | $308 | $308 | $146 |
Center = base case. Green = >10% upside, Red = >10% downside vs —.
Pre-computed DCF: WACC=6.0%, terminal growth 3%. Fair value $208 (+0.0%). Not investment advice.
Price Chart with Moving Averages
Quant Health Deep Dive
Profitability & Value Creation
⚠️ Dividend consumes >80% of FCF — sustainability risk.
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.
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 SPEM or CWI, the fund manager is mechanically forced to buy or sell ITUB shares regardless of ITUB's individual fundamentals. We estimate $212M of passive capital is structurally linked to ITUB through 4 tracked ETFs. Passive flows have a limited but growing influence on ITUB's daily trading dynamics.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 4 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in ITUB to visualize passive redemption contagion across ETFs and collateral stocks.
If ITUB (ITUB) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Taiwan Semiconductor Manufacturing Co. Ltd. (2330) as the most exposed collateral stock, sharing 2 ETFs with ITUB. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 4 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
ITUB Ownership Dynamics
ETFs with Highest ITUB Exposure
Float lock-up computed from 4 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
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 |
|---|---|---|---|
| 2026-05-05 | 2,915 | $8.47 | $24,690.05 |
| 2026-05-01 | 3,785 | $8.70 | $32,929.5 |
| 2026-04-16 | 231,814 | $9.39 | $2.2M |
| 2026-04-01 | 63,663 | $8.38 | $533,495.94 |
| 2026-03-30 | 203 | $7.87 | $1,597.61 |
| 2026-03-13 | 297,817 | $8.10 | $2.4M |
| 2026-03-04 | 4 | $8.40 | $33.6 |
| 2026-02-19 | 1,952 | $9.17 | $17,899.84 |
| 2026-02-09 | 766 | $8.99 | $6,886.34 |
| 2026-01-30 | 13,458 | $8.93 | $120,179.94 |
| 2026-01-28 | 5 | $8.78 | $43.9 |
| 2026-01-23 | 260,782 | $8.21 | $2.1M |
| 2026-01-13 | 6,731 | $7.39 | $49,742.09 |
| 2025-12-30 | 1,739 | $7.02 | $12,207.78 |
| 2025-12-29 | 1,426 | $7.31 | $10,424.06 |
| 2025-12-15 | 13,727 | $7.32 | $100,481.64 |
| 2025-12-05 | 23,289 | $8.07 | $187,942.23 |
| 2025-12-03 | 308 | $7.89 | $2,430.12 |
| 2025-12-02 | 239 | $7.69 | $1,837.91 |
| 2025-12-01 | 9,964 | $7.80 | $77,719.2 |
| 2025-10-31 | 250 | $7.33 | $1,832.5 |
| 2025-10-24 | 250 | $7.10 | $1,775 |
| 2025-10-23 | 21,412 | $7.07 | $151,382.84 |
| 2025-10-16 | 39,300 | $6.87 | $269,991 |
| 2025-10-14 | 123,922 | $6.87 | $851,344.14 |
| 2025-10-03 | 100 | $7.12 | $712 |
| 2025-10-01 | 931 | $7.34 | $6,833.54 |
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 ITUB 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.