Public Service Enterprise Group Incorporated (PEG)
Quantitative Summary
DeterministicPEG trades at 17.4x earnings, roughly in line with its sector average of 24.4x. Strong operational fundamentals (Piotroski 8/9) with Altman Z of 1.3.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe company exhibits a distinct dichotomy between strong earnings momentum and weak capital efficiency, driven primarily by high leverage rather than operational expansion. While the net margin of 17.3% and asset turnover of 0.21x support an ROE of 12.4%, this return is underpinned by a negative ROIC-WACC spread of -1.8%, indicating that capital allocation destroys value relative to the cost of funds. This structural inefficiency contrasts sharply with robust growth metrics, including 18.2% revenue expansion and a Piotroski F-Score of 8/9, which signals strong fundamental health despite an Altman Z-Score of 1.3 suggesting elevated bankruptcy risk due to high leverage. The Beneish M-Score of -2.44 further reinforces the lack of earnings manipulation concerns, yet the negative profitability factor (RMW: -0.310) highlights a divergence between current margins and the broader value profile.
Valuation appears stretched relative to historical norms when weighed against implied growth expectations. The current P/E ratio of 19.4x sits at a premium that may not be fully justified given the negative spread on reinvested capital, even as the market prices in an aggressive long-term free cash flow growth rate of 50% over ten years. This discrepancy suggests investors are betting heavily on future margin expansion or asset base optimization to offset current capital inefficiencies. The stock's value factor tilt (HML: 0.345) offers some defensive characteristics, but the weak profitability signal and high implied growth create a valuation model where any miss in execution could lead to significant multiple compression.
Risk assessment reveals conflicting signals regarding future performance stability. Although insider activity shows $565,094 of net selling over ninety days—a potential warning sign—the Fama-French alpha of 4.72% annually indicates the stock has outperformed its factor-based benchmarks recently. However, this outperformance must be viewed in light of the Altman Z-Score proximity to distress and the negative spread on capital returns. The data presents a scenario where short-term momentum factors drive price appreciation despite underlying fundamental constraints that could hinder long-term value creation if leverage remains unoptimized or profitability does not improve.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
Valuation Context
Currently trading 14% above its 5-year average P/E of 17.3x.
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
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 |
|---|---|---|
| 2026-03-10 | $0.6700 | +6.3% |
| 2025-12-10 | $0.6300 | 0.0% |
| 2025-09-09 | $0.6300 | 0.0% |
| 2025-06-09 | $0.6300 | 0.0% |
| 2025-03-10 | $0.6300 | +5.0% |
| 2024-12-10 | $0.6000 | 0.0% |
| 2024-09-09 | $0.6000 | 0.0% |
| 2024-06-07 | $0.6000 | 0.0% |
| 2024-03-07 | $0.6000 | +5.3% |
| 2023-12-07 | $0.5700 | 0.0% |
| 2023-09-07 | $0.5700 | 0.0% |
| 2023-06-08 | $0.5700 | 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 XLU or VPU, the fund manager is mechanically forced to buy or sell PEG shares regardless of Public Service Enterprise Group Incorporated's individual fundamentals. We estimate $6.8B of passive capital is structurally linked to PEG 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 Public Service Enterprise Group Incorporated to visualize passive redemption contagion across ETFs and collateral stocks.
If Public Service Enterprise Group Incorporated (PEG) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies NEXTERA ENERGY INC (NEE) as the most exposed collateral stock, sharing 1 ETFs with PEG. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 29 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
PEG Ownership Dynamics
Passive funds hold 1 in every 6 PEG shares, reducing daily market volatility.
Public Service Enterprise Group Incorporated (PEG) exerts notable gravity on the passive index market, currently representing 2.8% of the State Street Utilities Select Sector SPDR ETF (XLU) and 2.5% of the VPU (VPU). Across 29 tracked ETFs, approximately 86M shares (17.2% 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 PEG Exposure
Float lock-up computed from 29 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
PEG 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 Public Service Enterprise Group Incorporated over the past year sits near $80.30 (15% of 252-day volume). The current price of $78.32 sits 2.5% below the POC — suggesting potential mean-reversion upside if institutional demand reasserts at this level. The highly concentrated volume profile (15% 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.
PEG Capital Efficiency
How efficiently does Public Service Enterprise Group Incorporated convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Public Service Enterprise Group Incorporated converts 1% of its EBITDA into free cash flow, a low conversion rate suggesting heavy reinvestment. This may indicate a growth phase (building capacity) or structural capital intensity. The 99% reinvestment rate signals aggressive capacity expansion. However, the ROIC-WACC spread is negative (-1.9%), 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 |
|---|---|---|---|
| 2026-05-13 | 108 | $78.62 | $8,490.96 |
| 2026-05-12 | 109 | $77.68 | $8,467.12 |
| 2026-05-11 | 109 | $77.13 | $8,407.17 |
| 2026-05-08 | 98 | $77.83 | $7,627.34 |
| 2026-05-07 | 108 | $79.35 | $8,569.8 |
| 2026-04-28 | 89 | $80.21 | $7,138.69 |
| 2026-04-27 | 3,625 | $80.74 | $292,682.5 |
| 2026-04-21 | 10,970 | $80.74 | $885,717.8 |
| 2026-04-15 | 46 | $82.05 | $3,774.3 |
| 2026-03-31 | 157,960 | $81.39 | $12.9M |
| 2026-03-25 | 50 | $80.19 | $4,009.5 |
| 2026-03-18 | 8,020 | $84.74 | $679,614.8 |
| 2026-03-02 | 66,515 | $86.07 | $5.7M |
| 2026-02-27 | 80,688 | $85.85 | $6.9M |
| 2026-02-25 | 73,294 | $86.24 | $6.3M |
| 2026-02-24 | 82,234 | $86.31 | $7.1M |
| 2026-02-23 | 19,752 | $85.57 | $1.7M |
| 2026-01-26 | 46,900 | $78.28 | $3.7M |
| 2026-01-12 | 7 | $78.68 | $550.76 |
| 2026-01-02 | 132 | $80.30 | $10,599.6 |
| 2025-12-11 | 1,362 | $78.69 | $107,175.78 |
| 2025-12-09 | 201 | $78.75 | $15,828.75 |
| 2025-11-26 | 156 | $82.16 | $12,816.96 |
| 2025-11-18 | 1,272 | $82.47 | $104,901.84 |
| 2025-11-06 | 1,232 | $79.86 | $98,387.52 |
| 2025-11-03 | 290 | $80.56 | $23,362.4 |
| 2025-10-22 | 64 | $83.12 | $5,319.68 |
| 2025-10-17 | 101 | $84.34 | $8,518.34 |
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 | |
| AEE | 0.677 | 0.712 | Moderate |
| ETR | 0.645 | 0.620 | Moderate |
| NI | 0.641 | 0.681 | Moderate |
| WEC | 0.605 | 0.586 | Moderate |
| DTE | 0.601 | 0.603 | Moderate |
| CNP | 0.589 | 0.605 | Moderate |
| CMS | 0.587 | 0.648 | Moderate |
| SRE | 0.581 | 0.587 | Moderate |
| LNT | 0.566 | 0.594 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare PEG 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.