NVIDIA Corporation (NVDA)
Quantitative Summary
DeterministicAt 32.4x earnings — a 50% discount to the sector average of 65.0x — NVDA is in the lower valuation range. Financial health is average: Piotroski 4/9, Altman Z 60.4. DCF fair value of $56 implies 70% downside based on model assumptions. Beneish M-Score of -1.14 exceeds the -2.22 academic threshold — earnings quality may warrant further review.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedNVIDIA's fundamental quality is underpinned by a robust ROIC-WACC spread of +45.2%, indicating the company generates returns significantly above its cost of capital, reflecting strong operational efficiency and profitability. The DuPont analysis reveals that high net margins (55.6%) are the primary driver of NVIDIA’s elevated Return on Equity (76.3%), with asset turnover contributing modestly while leveraging plays a supporting role through an equity multiplier of 1.31x. However, Piotroski and Altman scores suggest some caution; a lower-than-ideal Piotroski F-Score of 4/9 and the presence of insider selling could indicate potential risks or concerns about financial health.
From a valuation perspective, NVIDIA's current price-to-earnings ratio (P/E) stands at 36.2x, which is below the sector average of 42.2x but well above its five-year historical average of 17.4x. A discounted cash flow analysis implies that the stock could be overvalued by -67.6% based on a fair value estimate of $57 per share and an implied long-term free cash flow growth rate of 34.7%, which is exceptionally high compared to historical norms. The market appears to price in aggressive future growth expectations, making it critical for NVIDIA to maintain its current trajectory or risk significant downward pressure if these projections are not met.
Fama-French factors further highlight the company's exposure, with a negative value factor (HML) indicating a strong growth tilt and positive profitability factor (RMW), suggesting robust earnings quality. However, insider selling over the past 90 days amounts to $269 million, which may signal internal concerns about near-term prospects or valuation levels.
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 65% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 17% | 19% | 21% |
|---|---|---|---|
| 2% | $62 | $54 | $47 |
| 3% | $65 | $56 | $49 |
| 4% | $69 | $59 | $51 |
Center = base case. Green = >10% upside, Red = >10% downside vs $222.82.
Pre-computed DCF: WACC=19.0%, terminal growth 3%. Fair value $56 (-70.4%). Not investment advice.
Valuation Context
Currently trading 114% above its 5-year average P/E of 18.0x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedNVIDIA's stock is currently trading slightly below its 50-day moving average but above the 200-day line, indicating a potential short-term pullback in momentum despite remaining within an overall upward trend; with the RSI at 47.7, it suggests that the stock is neither overbought nor oversold and may be due for some stabilization or consolidation.
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.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-03-11 | $0.0100 | 0.0% |
| 2025-12-04 | $0.0100 | 0.0% |
| 2025-09-11 | $0.0100 | 0.0% |
| 2025-06-11 | $0.0100 | 0.0% |
| 2025-03-12 | $0.0100 | 0.0% |
| 2024-12-05 | $0.0100 | 0.0% |
| 2024-09-12 | $0.0100 | 0.0% |
| 2024-06-11 | $0.0100 | +150.0% |
| 2024-03-05 | $0.0040 | 0.0% |
| 2023-12-05 | $0.0040 | 0.0% |
| 2023-09-06 | $0.0040 | 0.0% |
| 2023-06-07 | $0.0040 | 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
SEC Filings & Material Events
Full financial overview
Significant news
Significant news
Latest earnings
Significant news
10-K Risk Factor Expansion
Word count of Item 1A (Risk Factors) across annual filings. Rising counts often signal new regulatory, competitive, or operational risks.
New Risks Disclosed (10-K YoY Delta)
AI-detected new risk factors added between the 2025 and 2026 annual reports.
Smart Money Flow
Institutional 13F filings from top hedge funds. Positions updated quarterly from SEC EDGAR.
| Fund | Quarter | Shares Change | % Change | Action |
|---|---|---|---|---|
| DE Shaw | 2026-Q1 | +569,000 | +21.3% | Increased |
| Tiger Global | 2026-Q1 | +1,000,000 | +9.1% | Increased |
| Soros Fund Management | 2026-Q1 | +407,530 | +61.2% | Increased |
| Appaloosa Management | 2026-Q1 | -228,500 | -13.4% | Decreased |
| Point72 Asset Mgmt | 2026-Q1 | -50,500 | -16.6% | Decreased |
| Two Sigma Investments | 2026-Q1 | +51,100 | +13.3% | Increased |
| Millennium Management | 2026-Q1 | +104,800 | +0.5% | Increased |
| Citadel Advisors | 2026-Q1 | -3,322,300 | -6.0% | Decreased |
| Renaissance Technologies | 2026-Q1 | +1,655,528 | +190.0% | Increased |
| Bridgewater Associates | 2026-Q1 | +827,798 | +21.4% | Increased |
| DE Shaw | 2025-Q4 | -438,500 | -14.1% | Decreased |
| Bridgewater Associates | 2025-Q4 | +1,355,454 | +54.0% | Increased |
Source: SEC 13F-HR filings. 13F data is delayed ~45 days after quarter end. Not investment advice.
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like SMH or VGT, the fund manager is mechanically forced to buy or sell NVDA shares regardless of NVIDIA Corporation's individual fundamentals. We estimate $589.5B of passive capital is structurally linked to NVDA 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 NVIDIA Corporation to visualize passive redemption contagion across ETFs and collateral stocks.
If NVIDIA Corporation (NVDA) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Apple Inc (AAPL) as the most exposed collateral stock, sharing 2 ETFs with NVDA. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 52 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
NVDA Ownership Dynamics
Passive funds hold 1 in every 8 NVDA shares, reducing daily market volatility.
NVIDIA Corporation (NVDA) exerts measurable gravity on the passive index market, currently representing 21.0% of the VanEck Semiconductor ETF (SMH) and 18.6% of the VGT (VGT). Across 42 tracked ETFs, approximately 3047M shares (12.6% 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 NVDA Exposure
Float lock-up computed from 42 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
NVDA 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 NVIDIA Corporation over the past year sits near $178.37 (19% of 252-day volume). The current price of $222.82 trades 24.9% 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 (19% 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.
NVDA Capital Efficiency
How efficiently does NVIDIA Corporation convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
NVIDIA Corporation converts 67% 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 45.1% 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 |
|---|---|---|---|
| 2026-05-14 | 2,651 | $225.83 | $598,675.33 |
| 2026-05-13 | 271 | $220.78 | $59,831.38 |
| 2026-05-12 | 100 | $219.44 | $21,944 |
| 2026-05-11 | 127,379 | $215.20 | $27.4M |
| 2026-05-08 | 100,733 | $211.50 | $21.3M |
| 2026-05-07 | 84,600 | $207.83 | $17.6M |
| 2026-05-06 | 1 | $196.50 | $196.5 |
| 2026-05-04 | 27,819 | $198.45 | $5.5M |
| 2026-05-01 | 214,506 | $199.57 | $42.8M |
| 2026-04-30 | 13,484 | $209.25 | $2.8M |
| 2026-04-28 | 23,170 | $216.61 | $5.0M |
| 2026-04-27 | 261,107 | $208.27 | $54.4M |
| 2026-04-24 | 169 | $199.64 | $33,739.16 |
| 2026-04-23 | 3,614 | $202.50 | $731,835 |
| 2026-04-22 | 1 | $199.88 | $199.88 |
| 2026-04-21 | 5,700 | $202.06 | $1.2M |
| 2026-04-20 | 85,172 | $201.68 | $17.2M |
| 2026-04-17 | 16,461 | $198.35 | $3.3M |
| 2026-04-16 | 2,428 | $198.87 | $482,856.36 |
| 2026-04-15 | 141,793 | $196.51 | $27.9M |
| 2026-04-14 | 4,766 | $189.31 | $902,251.46 |
| 2026-04-13 | 110,041 | $188.63 | $20.8M |
| 2026-04-10 | 30,255 | $183.91 | $5.6M |
| 2026-04-09 | 15,671 | $182.08 | $2.9M |
| 2026-04-08 | 26,447 | $178.10 | $4.7M |
| 2026-04-07 | 5,923 | $177.64 | $1.1M |
| 2026-04-06 | 33,547 | $177.39 | $6.0M |
| 2026-03-31 | 1 | $165.17 | $165.17 |
| 2026-03-30 | 301 | $167.52 | $50,423.52 |
| 2026-03-27 | 42,342 | $171.24 | $7.3M |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Institutional Holdings (13F Filings)
Raw SEC 13F-HR filings from institutional investment managers. Shows exact share counts and portfolio values as reported to the SEC.
| Fund | Quarter | Shares | Value ($K) |
|---|---|---|---|
| Citadel Advisors | 2026-Q1 | 51,661,800 | $9,009,817,920K |
| Millennium Management | 2026-Q1 | 23,618,000 | $4,118,979,200K |
| Tiger Global | 2026-Q1 | 12,011,752 | $2,094,849,549K |
| Bridgewater Associates | 2026-Q1 | 4,693,003 | $818,459,723K |
| DE Shaw | 2026-Q1 | 3,239,100 | $564,899,040K |
| Renaissance Technologies | 2026-Q1 | 2,526,948 | $440,696,066K |
| Appaloosa Management | 2026-Q1 | 1,471,500 | $256,629,600K |
| Soros Fund Management | 2026-Q1 | 1,073,206 | $187,167,126K |
| Two Sigma Investments | 2026-Q1 | 435,600 | $75,968,640K |
| Point72 Asset Mgmt | 2026-Q1 | 253,600 | $44,227,840K |
| Citadel Advisors | 2025-Q4 | 54,984,100 | $10,254,534,650K |
| Millennium Management | 2025-Q4 | 23,513,200 | $4,385,211,800K |
| Tiger Global | 2025-Q4 | 11,011,752 | $2,053,691,748K |
| Bridgewater Associates | 2025-Q4 | 3,865,205 | $720,860,733K |
| DE Shaw | 2025-Q4 | 2,670,100 | $497,973,650K |
Source: SEC 13F-HR filings. Values reported in thousands. 13F data is delayed ~45 days after quarter end.
SEC Comment Letters
SEC correspondence with the company regarding their filings. Comment letters often flag disclosure deficiencies, accounting concerns, or material omissions.
Source: SEC EDGAR correspondence. Comment letters are public records of SEC staff review of company filings.
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 | |
| TSM | 0.664 | 0.660 | Moderate |
| AVGO | 0.613 | 0.640 | Moderate |
| VRT | 0.607 | 0.563 | Moderate |
| FN | 0.581 | 0.594 | Moderate |
| LRCX | 0.568 | 0.567 | Moderate |
| KYG254571055 | 0.566 | 0.525 | Moderate |
| CRDO | 0.566 | 0.525 | Moderate |
| ASML | 0.566 | 0.587 | Moderate |
| USN070592100 | 0.565 | 0.587 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare NVDA 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.