Monster Beverage Corporation (MNST)
Quantitative Summary
DeterministicMNST trades at 42.6x earnings — a 31% premium to its sector average of 32.6x — without a dominant ROIC-WACC spread. Financial health is average: Piotroski 5/9, Altman Z 29.0. DCF fair value of $62 implies 17% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe company exhibits robust fundamental economics, characterized by a high ROIC of 22.4% and an ROE of 23.1%, driven primarily by expansive net margins at 23.0% rather than asset turnover or leverage. This profitability profile is reinforced by strong quality metrics: the Piotroski F-Score stands at 5/9, while the Altman Z-Score of 28.2 and Beneish M-Score of -2.29 suggest low distress risk and minimal earnings manipulation concerns. The DuPont decomposition reveals that the return on equity is fueled almost entirely by superior pricing power or cost efficiency (margins), with asset turnover at a moderate 0.83x and financial leverage acting as a minor amplifier at 1.21x, indicating an operational rather than balance-sheet driven growth engine supported by double-digit revenue expansion of 10.7% year-over-year.
Valuation metrics present a divergence between historical performance expectations and current pricing realities. Trading at a P/E multiple of 37.3x, the stock commands a premium relative to its implied fundamentals, as indicated by a DCF fair value estimate of $62 which suggests approximately -13.9% downside from current levels based on a projected ten-year free cash flow growth rate of 16.9%. This valuation gap implies that market participants are pricing in significantly higher future execution than the discount model assumes, potentially overlooking the constraints embedded within the high multiple relative to the specific risk-adjusted return profile.
Despite generating a notable Fama-French alpha of 8.70% annually and maintaining neutral exposure to value (HML) and profitability factors (RMW), recent insider activity introduces a counterweight to the bullish fundamental thesis. Net selling of $617,760 over the last ninety days signals internal skepticism or portfolio rebalancing that contrasts with the strong operational metrics, suggesting insiders may view the current valuation as less attractive than their external data points imply. The synthesis of high-quality earnings generation against elevated entry multiples and active insider distribution creates a scenario where future performance must materially exceed consensus to justify the existing price structure without relying on further multiple expansion.
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 11% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 8% | 10% | 12% |
|---|---|---|---|
| 2% | $76 | $56 | $44 |
| 3% | $89 | $62 | $48 |
| 4% | $108 | $71 | $52 |
Center = base case. Green = >10% upside, Red = >10% downside vs $88.24.
Pre-computed DCF: WACC=10.0%, terminal growth 3%. Fair value $62 (-17.0%). Not investment advice.
Valuation Context
Currently trading 16% above its 5-year average P/E of 33.7x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedMonster Beverage Corporation is currently trading at $75.72, a price point that requires correlation with its specific moving averages to determine the prevailing trend direction and momentum status. Without explicit data on whether this level sits above or below key short-term or long-term moving averages, it remains unclear if the asset is in an established uptrend, downtrend, or consolidation phase based solely on this snapshot. The Relative Strength Index (RSI), a critical gauge of short-term momentum, also lacks specific numerical input here; consequently, one cannot definitively assess whether buying pressure is overwhelming selling interest or if the stock has entered overbought and oversold territory that might signal an impending reversal. In the absence of these supplementary technical metrics, the current price action alone does not reveal sufficient context to interpret market sentiment regarding future trajectory. The sector classification as Consumer Defensive suggests a potential resilience characteristic often sought during uncertain markets, yet this fundamental attribute does not override the need for precise trend confirmation via moving average positioning or momentum validation through RSI readings. Traders analyzing MNST must await further data points that clarify the relationship between price and these dynamic indicators to form a complete picture of short-term strength versus weakness before drawing conclusions about potential breakouts or breakdowns.
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
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 |
|---|---|---|
| 1990-11-08 | $0.0052 | — |
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 XLP or VDC, the fund manager is mechanically forced to buy or sell MNST shares regardless of Monster Beverage Corporation's individual fundamentals. We estimate $8.4B of passive capital is structurally linked to MNST 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 Monster Beverage Corporation to visualize passive redemption contagion across ETFs and collateral stocks.
If Monster Beverage Corporation (MNST) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Walmart Inc. (WMT) as the most exposed collateral stock, sharing 2 ETFs with MNST. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 30 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
MNST Ownership Dynamics
Passive funds hold 1 in every 9 MNST shares, reducing daily market volatility.
Monster Beverage Corporation (MNST) exerts measurable gravity on the passive index market, currently representing 4.0% of the State Street Consumer Staples Select Sector SPDR ETF (XLP) and 1.9% of the VDC (VDC). Across 30 tracked ETFs, approximately 111M shares (11.3% 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 MNST Exposure
Float lock-up computed from 30 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
MNST 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 Monster Beverage Corporation over the past year sits near $63.65 (13% of 252-day volume). The current price of $88.24 trades 38.6% 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.
MNST Capital Efficiency
How efficiently does Monster Beverage Corporation convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Monster Beverage Corporation converts 77% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag.
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 |
|---|---|---|---|
| 2026-05-14 | 337,802 | $85.93 | $29.0M |
| 2026-05-13 | 212,335 | $85.87 | $18.2M |
| 2026-05-07 | 6,806 | $77.20 | $525,423.2 |
| 2026-05-04 | 2 | $77.12 | $154.24 |
| 2026-04-24 | 24 | $77.56 | $1,861.44 |
| 2026-04-23 | 4,259 | $75.95 | $323,471.05 |
| 2026-04-21 | 64 | $77.23 | $4,942.72 |
| 2026-04-20 | 802 | $76.72 | $61,529.44 |
| 2026-04-16 | 661 | $74.93 | $49,528.73 |
| 2026-04-15 | 6 | $75.07 | $450.42 |
| 2026-04-10 | 20,003 | $76.19 | $1.5M |
| 2026-04-07 | 1 | $74.16 | $74.16 |
| 2026-04-01 | 6 | $72.46 | $434.76 |
| 2026-03-30 | 1 | $71.83 | $71.83 |
| 2026-03-25 | 71 | $73.00 | $5,183 |
| 2026-03-17 | 248,329 | $77.05 | $19.1M |
| 2026-03-13 | 34 | $76.99 | $2,617.66 |
| 2026-03-10 | 920 | $75.73 | $69,671.6 |
| 2026-03-04 | 120 | $78.99 | $9,478.8 |
| 2026-03-03 | 13 | $81.06 | $1,053.78 |
| 2026-03-02 | 291,724 | $85.30 | $24.9M |
| 2026-02-27 | 1,600 | $86.66 | $138,656 |
| 2026-02-25 | 2 | $85.54 | $171.08 |
| 2026-02-23 | 200 | $83.76 | $16,752 |
| 2026-02-17 | 2 | $81.48 | $162.96 |
| 2026-02-13 | 5,451 | $81.17 | $442,457.67 |
| 2026-02-12 | 9 | $80.79 | $727.11 |
| 2026-02-09 | 9 | $82.54 | $742.86 |
| 2026-01-15 | 51 | $77.73 | $3,964.23 |
| 2026-01-14 | 8 | $78.43 | $627.44 |
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 | |
| KO | 0.466 | 0.515 | Moderate |
| CL | 0.397 | 0.442 | Moderate |
| PG | 0.376 | 0.382 | Moderate |
| PEP | 0.368 | 0.409 | Moderate |
| ECL | 0.354 | 0.404 | Moderate |
| MCD | 0.323 | 0.326 | Moderate |
| VRTPX | 0.319 | 0.249 | Moderate |
| KDP | 0.314 | 0.309 | Moderate |
| MDLZ | 0.306 | 0.320 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare MNST 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.