The Mosaic Company (MOS)
Quantitative Summary
DeterministicMOS trades at 170.7x earnings — a 365% premium to its sector average of 36.7x — without a dominant ROIC-WACC spread. Strong operational fundamentals (Piotroski 7/9) with Altman Z of 1.9.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of The Mosaic Company reveal a capital allocation challenge where the return on invested capital of 5.6% falls significantly short of the weighted average cost of capital at 8.7%, creating an implied value destruction spread of -3.0%. This inefficiency is reflected in a DuPont-decomposed ROE of only 4.4%, driven primarily by low asset turnover rather than margin expansion or leverage, despite a Piotroski F-Score of 7/9 suggesting robust financial health and limited earnings manipulation risk as indicated by the negative Beneish M-Score of -2.64. While revenue growth remains positive at 8.4% YoY and profitability is not in distress according to Altman Z-score metrics, the weak Profitability Factor (RMW) score of -0.812 underscores persistent operational pressure relative to peers.
Valuation signals suggest a substantial discount compared to sector norms, with the current P/E ratio of 14.6x trading well below the basic materials sector average of 37.3x. This compression appears priced into the stock's poor risk-adjusted performance history, evidenced by an annual Fama-French alpha of -8.03%, which indicates underperformance relative to a market-cap-weighted benchmark over time. The presence of a positive Value Factor (HML) score of 0.569 aligns with these low multiples and high debt-to-equity characteristics typical of value stocks, yet the underlying negative ROIC-WACC spread implies that current pricing may not fully reflect fundamental capital efficiency issues unless management alters its operational leverage or margin profile significantly.
Risk-reward dynamics are further complicated by neutral insider flow over the last 90 days, offering no clear signal regarding upcoming corporate actions or confidence levels from leadership. The combination of a value tilt and weak profitability metrics suggests that any future appreciation would likely require a fundamental shift in operating margins to close the gap between returns generated and costs of capital. Investors must weigh whether the current valuation discount adequately compensates for the structural drag on ROIC or if market expectations are already fully incorporated into this depressed price multiple without anticipating an operational turnaround.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
Valuation Context
Currently trading 18% below its 5-year average P/E of 17.7x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe Mosaic Company is currently trading at $24.76, a position that warrants examination relative to its recent moving average envelope dynamics within the Basic Materials sector. Without specific upper and lower band values provided in the immediate dataset, the precise degree of deviation from mean reversion zones cannot be calculated; however, the current price level serves as the baseline for assessing potential volatility compression or expansion. In technical analysis frameworks, prices trading near the centerline often suggest a neutral momentum state where neither bullish nor bearish extremes are currently dominant, while significant breaches toward envelope boundaries typically signal heightened directional pressure that may eventually attract counter-trend forces. The absence of explicit band parameters prevents a definitive characterization of whether $24.76 represents an overextended condition ripe for reversal or a stable equilibrium point. If this price were situated near the outer limits of a standard deviation range, it would imply statistical probabilities favoring a return toward the central trend line, whereas placement within the middle third suggests continued adherence to the prevailing short-term trajectory. Market participants observing this relative-value setup must weigh the current distance from theoretical support and resistance levels defined by the moving average bands to gauge potential mean-reversion opportunities or the likelihood of further trending movement before any specific price target can be inferred from historical volatility patterns alone.
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 |
|---|---|---|
| 2026-05-21 | $0.2200 | 0.0% |
| 2026-03-09 | $0.2200 | 0.0% |
| 2025-12-04 | $0.2200 | 0.0% |
| 2025-09-08 | $0.2200 | 0.0% |
| 2025-06-05 | $0.2200 | 0.0% |
| 2025-03-06 | $0.2200 | +4.8% |
| 2024-12-05 | $0.2100 | 0.0% |
| 2024-09-05 | $0.2100 | 0.0% |
| 2024-06-06 | $0.2100 | 0.0% |
| 2024-03-06 | $0.2100 | +5.0% |
| 2023-12-06 | $0.2000 | 0.0% |
| 2023-09-06 | $0.2000 | 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 XLB or VAW, the fund manager is mechanically forced to buy or sell MOS shares regardless of The Mosaic Company's individual fundamentals. We estimate $945M of passive capital is structurally linked to MOS through 8 tracked ETFs. Passive flows have a limited but growing influence on MOS's daily trading dynamics.
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 The Mosaic Company to visualize passive redemption contagion across ETFs and collateral stocks.
If The Mosaic Company (MOS) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Linde plc (LIN) as the most exposed collateral stock, sharing 1 ETFs with MOS. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 20 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
MOS Ownership Dynamics
Passive funds hold 1 in every 7 MOS shares, reducing daily market volatility.
The Mosaic Company (MOS) exerts measurable gravity on the passive index market, currently representing 0.9% of the State Street Materials Select Sector SPDR ETF (XLB) and 0.5% of the VAW (VAW). Across 20 tracked ETFs, approximately 43M shares (13.5% 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 MOS Exposure
Float lock-up computed from 20 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
MOS 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 The Mosaic Company over the past year sits near $23.76 (14% of 252-day volume). The current price of $23.30 sits 1.9% below the POC — suggesting potential mean-reversion upside if institutional demand reasserts at this level. The highly concentrated volume profile (14% 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.
MOS Capital Efficiency
How efficiently does The Mosaic Company convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
The Mosaic Company converts -21% 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 121% reinvestment rate signals aggressive capacity expansion. However, the ROIC-WACC spread is negative (-2.8%), 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 | 43,384 | $21.79 | $945,337.36 |
| 2026-05-08 | 17,834 | $22.91 | $408,576.94 |
| 2026-05-06 | 40,169 | $23.26 | $934,330.94 |
| 2026-05-04 | 4,465 | $23.15 | $103,364.75 |
| 2026-05-01 | 1,250 | $23.27 | $29,087.5 |
| 2026-04-21 | 4,393 | $24.11 | $105,915.23 |
| 2026-04-20 | 3,301 | $24.57 | $81,105.57 |
| 2026-04-10 | 65 | $25.27 | $1,642.55 |
| 2026-04-06 | 500 | $26.17 | $13,085 |
| 2026-03-26 | 338,568 | $26.19 | $8.9M |
| 2026-03-25 | 31 | $25.20 | $781.2 |
| 2026-03-20 | 255 | $26.20 | $6,681 |
| 2026-03-18 | 216,416 | $28.83 | $6.2M |
| 2026-03-13 | 99,894 | $31.36 | $3.1M |
| 2026-03-12 | 103,004 | $29.15 | $3.0M |
| 2026-03-11 | 5,632 | $26.48 | $149,135.36 |
| 2026-03-06 | 78,178 | $26.28 | $2.1M |
| 2026-02-09 | 4,385 | $28.60 | $125,411 |
| 2026-02-03 | 34,925 | $27.27 | $952,404.75 |
| 2026-01-21 | 19,290 | $27.03 | $521,408.7 |
| 2026-01-20 | 32,419 | $26.35 | $854,240.65 |
| 2026-01-15 | 18,771 | $27.64 | $518,830.44 |
| 2025-12-30 | 7,616 | $24.06 | $183,240.96 |
| 2025-12-26 | 832 | $24.24 | $20,167.68 |
| 2025-12-22 | 81 | $23.80 | $1,927.8 |
| 2025-12-16 | 10,991 | $24.86 | $273,236.26 |
| 2025-12-12 | 1,375 | $25.19 | $34,636.25 |
| 2025-12-10 | 49 | $23.81 | $1,166.69 |
| 2025-11-25 | 28,207 | $23.60 | $665,685.2 |
| 2025-11-10 | 38,737 | $25.58 | $990,892.46 |
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 | |
| CF | 0.519 | 0.510 | Moderate |
| CTVA | 0.475 | 0.582 | Moderate |
| ADM | 0.420 | 0.512 | Moderate |
| FMC | 0.343 | 0.380 | Moderate |
| LYB | 0.339 | 0.397 | Moderate |
| OXY | 0.337 | 0.429 | Moderate |
| CE | 0.336 | 0.449 | Moderate |
| DOW | 0.330 | 0.451 | Moderate |
| SHEL | 0.325 | 0.378 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare MOS 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.