SM (SM)
Quantitative Summary
DeterministicFinancial health is average: Piotroski 6/9, Altman Z 2.2.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics reveal a company generating robust returns through high profitability rather than operational leverage or asset intensity. A return on invested capital of 9.8% suggests the firm earns more from its deployed capital than it costs to finance, though this spread is not explicitly quantified against the WACC here. The DuPont decomposition highlights that the 13.5% ROE is primarily driven by a commanding net margin of 20.6%, supported by moderate asset turnover and financial leverage; specifically, earnings power stems from pricing strength (gross margin at 33.3%) rather than volume efficiency or balance sheet expansion. Quality metrics reinforce this stability: the Piotroski F-Score of 6/9 indicates solid fundamental health with minimal distress signals, while a Beneish M-Score of -2.83 strongly suggests low earnings manipulation risk and high integrity in reported figures.
Valuation appears significantly compressed relative to historical norms and sector peers given the current P/E ratio sits at just 5.8x. This discount contrasts sharply with the DCF-derived fair value estimate of $37, implying the market is pricing in near-zero growth expectations despite a realized revenue expansion rate of 17.5% year-over-year. The divergence between actual top-line acceleration and the low multiple suggests either a temporary sector-wide headwind or a specific concern regarding future margin sustainability that has not yet been fully priced out of the current equity value, creating a potential gap between intrinsic worth and market price.
Insider trading activity remains neutral over the last 90 days with zero net flow, offering no directional signal from management regarding near-term catalysts. While the Piotroski score hints at improving fundamentals and the low valuation suggests significant downside protection if growth persists, the absence of insider conviction combined with an unknown sector classification limits immediate clarity on relative risk premiums within a specific Fama-French framework. The data presents a scenario where high profitability meets depressed multiples, yet without explicit WACC inputs or sector beta data, the precise risk-adjusted alpha remains uncalculated in this snapshot.
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.
Sensitivity Matrix
| TG ↓ / WACC → | 7.4% | 9.4% | 11.4% |
|---|---|---|---|
| 2% | $48 | $31 | $21 |
| 3% | $60 | $37 | $24 |
| 4% | $79 | $44 | $28 |
Center = base case. Green = >10% upside, Red = >10% downside vs $32.94.
Pre-computed DCF: WACC=9.4%, terminal growth 3%. Fair value $37 (+0.0%). Not investment advice.
Price Chart with Moving Averages
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
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-03-09 | $0.2200 | +10.0% |
| 2025-12-26 | $0.2000 | 0.0% |
| 2025-10-17 | $0.2000 | 0.0% |
| 2025-07-18 | $0.2000 | 0.0% |
| 2025-04-17 | $0.2000 | 0.0% |
| 2025-01-24 | $0.2000 | 0.0% |
| 2024-10-25 | $0.2000 | +11.1% |
| 2024-07-19 | $0.1800 | 0.0% |
| 2024-04-18 | $0.1800 | 0.0% |
| 2024-01-18 | $0.1800 | +20.0% |
| 2023-10-23 | $0.1500 | 0.0% |
| 2023-07-20 | $0.1500 | 0.0% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. 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 XOP or SLYV, the fund manager is mechanically forced to buy or sell SM shares regardless of SM's individual fundamentals. We estimate $781M of passive capital is structurally linked to SM through 8 tracked ETFs. Passive flows have a limited but growing influence on SM'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 SM to visualize passive redemption contagion across ETFs and collateral stocks.
If SM (SM) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies MAGNOLIA OIL + GAS CORP A (MGY) as the most exposed collateral stock, sharing 3 ETFs with SM. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 15 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
SM Ownership Dynamics
Passive funds hold 1 in every 11 SM shares, reducing daily market volatility.
SM (SM) exerts measurable gravity on the passive index market, currently representing 3.3% of the XOP (XOP) and 0.9% of the SLYV (SLYV). Across 13 tracked ETFs, approximately 22M shares (9.4% of float) are held by passive funds and rarely trade on the open market. As passive ownership grows, index inclusion changes may increasingly drive price discovery.
ETFs with Highest SM Exposure
Float lock-up computed from 13 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
SM 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 SM over the past year sits near $18.64 (15% of 252-day volume). The current price of $32.94 trades 76.7% 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 (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.
SM Capital Efficiency
How efficiently does SM convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
SM converts 24% of its EBITDA into free cash flow, a moderate conversion rate — significant EBITDA is consumed by capital expenditures, working capital changes, or interest payments. The 76% reinvestment rate signals aggressive capacity expansion. The positive ROIC-WACC spread of 0.4% 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 | 4,794 | $31.17 | $149,428.98 |
| 2026-05-13 | 4,762 | $31.35 | $149,288.7 |
| 2026-05-12 | 378 | $30.67 | $11,593.26 |
| 2026-05-11 | 281 | $29.44 | $8,272.64 |
| 2026-05-05 | 98 | $31.38 | $3,075.24 |
| 2026-05-04 | 13,719 | $30.47 | $418,017.93 |
| 2026-05-01 | 4,075 | $31.03 | $126,447.25 |
| 2026-04-30 | 6,226 | $31.23 | $194,437.98 |
| 2026-04-29 | 485 | $29.28 | $14,200.8 |
| 2026-04-28 | 93 | $29.10 | $2,706.3 |
| 2026-04-27 | 294 | $28.78 | $8,461.32 |
| 2026-04-24 | 3,004 | $29.29 | $87,987.16 |
| 2026-04-23 | 1,542 | $29.06 | $44,810.52 |
| 2026-04-22 | 3 | $28.08 | $84.24 |
| 2026-04-21 | 213 | $26.93 | $5,736.09 |
| 2026-04-17 | 4,341 | $28.08 | $121,895.28 |
| 2026-04-09 | 3,975 | $28.81 | $114,519.75 |
| 2026-04-08 | 54,740 | $31.35 | $1.7M |
| 2026-04-07 | 4,353 | $30.46 | $132,592.38 |
| 2026-04-06 | 3,647 | $30.62 | $111,671.14 |
| 2026-04-02 | 6,471 | $29.50 | $190,894.5 |
| 2026-04-01 | 1,981 | $31.18 | $61,767.58 |
| 2026-03-31 | 847 | $32.13 | $27,214.11 |
| 2026-03-30 | 96,754 | $32.72 | $3.2M |
| 2026-03-27 | 112,752 | $32.68 | $3.7M |
| 2026-03-26 | 2,895 | $31.50 | $91,192.5 |
| 2026-03-24 | 6,186 | $29.05 | $179,703.3 |
| 2026-03-23 | 103,231 | $30.04 | $3.1M |
| 2026-03-13 | 6,371 | $25.48 | $162,333.08 |
| 2026-03-09 | 6,881 | $25.97 | $178,699.57 |
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 SM 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.