SNDR (SNDR)
Quantitative Summary
DeterministicFinancial health metrics are strong: Piotroski 7/9, Altman Z 3.4 (above 3.0 safe zone threshold).
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics reveal a significant capital allocation inefficiency, characterized by an ROIC of 3.2% that trails the WACC of 10.8%, resulting in a negative spread of -7.6%. This indicates value destruction where returns on invested capital fail to cover the cost of equity and debt financing. Despite this operational drag, the balance sheet quality appears robust with an Altman Z-Score of 3.4 suggesting low bankruptcy risk, while the Beneish M-Score of -3.03 points to a high degree of earnings authenticity rather than manipulation. The Piotroski F-Score of 7/9 further supports financial strength and momentum relative to peers. However, profitability metrics remain constrained with net margins at just 1.8%, implying that revenue growth of 7.2% is not yet translating into substantial bottom-line expansion or high-margin scalability.
Valuation multiples reflect a severe disconnect between current pricing and intrinsic value estimates. The stock trades at a P/E ratio of 43.5x, which stands in stark contrast to the DCF-derived fair value of $9 per share. This disparity suggests that market participants are pricing in aggressive future growth assumptions or liquidity premiums not currently supported by the company's ability to generate returns above its cost of capital. The high valuation multiple effectively embeds an expectation of rapid margin expansion and improved ROIC, yet the current operational data shows a wide gap between revenue generation and profit realization, creating potential downside risk if earnings cannot accelerate sufficiently to justify the premium.
No specific Fama-French alpha, insider transaction logs, or sector-specific beta adjustments were provided in the input data; therefore, a synthesis of those particular risk factors is not possible within this analysis. The core investment thesis hinges entirely on whether management can reverse the negative ROIC-WACC spread and convert nominal revenue growth into higher net margins before the market corrects its valuation assumptions downward toward fundamental reality.
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 → | 8.8% | 10.8% | 12.8% |
|---|---|---|---|
| 2% | $10 | $8 | $6 |
| 3% | $12 | $9 | $7 |
| 4% | $14 | $10 | $7 |
Center = base case. Green = >10% upside, Red = >10% downside vs $36.39.
Pre-computed DCF: WACC=10.8%, terminal growth 3%. Fair value $9 (+0.0%). Not investment advice.
Price Chart with Moving Averages
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
Balance Sheet Health
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-03-13 | $0.1000 | +5.3% |
| 2025-12-12 | $0.0950 | 0.0% |
| 2025-09-12 | $0.0950 | 0.0% |
| 2025-06-13 | $0.0950 | 0.0% |
| 2025-03-14 | $0.0950 | 0.0% |
| 2024-12-13 | $0.0950 | 0.0% |
| 2024-09-13 | $0.0950 | 0.0% |
| 2024-06-07 | $0.0950 | 0.0% |
| 2024-03-07 | $0.0950 | +5.6% |
| 2023-12-07 | $0.0900 | 0.0% |
| 2023-09-07 | $0.0900 | 0.0% |
| 2023-06-08 | $0.0900 | 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 XTN or SLYV, the fund manager is mechanically forced to buy or sell SNDR shares regardless of SNDR's individual fundamentals. We estimate $32M of passive capital is structurally linked to SNDR through 8 tracked ETFs. Passive flows have a limited but growing influence on SNDR'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 SNDR to visualize passive redemption contagion across ETFs and collateral stocks.
If SNDR (SNDR) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies RXO INC (RXO) as the most exposed collateral stock, sharing 3 ETFs with SNDR. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 8 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
SNDR Ownership Dynamics
Passive funds hold 1 in every 91 SNDR shares, reducing daily market volatility.
SNDR (SNDR) exerts measurable gravity on the passive index market, currently representing 3.0% of the XTN (XTN) and 0.2% of the SLYV (SLYV). Across 8 tracked ETFs, approximately 1M shares (1.1% 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 SNDR Exposure
Float lock-up computed from 8 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
SNDR 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 SNDR over the past year sits near $23.70 (13% of 252-day volume). The current price of $36.39 trades 53.6% 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.
SNDR Capital Efficiency
How efficiently does SNDR convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
SNDR converts 29% 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 71% reinvestment rate signals aggressive capacity expansion. However, the ROIC-WACC spread is negative (-7.6%), 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 |
|---|---|---|---|
| 2026-05-08 | 630 | $30.65 | $19,309.5 |
| 2026-05-05 | 117 | $29.96 | $3,505.32 |
| 2026-05-01 | 32 | $31.09 | $994.88 |
| 2026-04-30 | 1,767 | $30.37 | $53,663.79 |
| 2026-04-17 | 43 | $28.70 | $1,234.1 |
| 2026-04-15 | 736 | $28.17 | $20,733.12 |
| 2026-04-07 | 14 | $27.28 | $381.92 |
| 2026-04-06 | 29,966 | $27.03 | $809,980.98 |
| 2026-04-02 | 7 | $26.50 | $185.5 |
| 2026-04-01 | 73 | $26.36 | $1,924.28 |
| 2026-03-31 | 3 | $25.62 | $76.86 |
| 2026-03-13 | 3,367 | $23.75 | $79,966.25 |
| 2026-03-11 | 27,512 | $25.83 | $710,634.96 |
| 2026-03-10 | 30,183 | $25.79 | $778,419.57 |
| 2026-02-17 | 17,819 | $28.73 | $511,939.87 |
| 2026-02-11 | 12,312 | $29.82 | $367,143.84 |
| 2026-02-02 | 308 | $26.84 | $8,266.72 |
| 2026-01-27 | 1,661 | $29.92 | $49,697.12 |
| 2026-01-26 | 31,405 | $29.98 | $941,521.9 |
| 2026-01-23 | 3,500 | $30.49 | $106,715 |
| 2026-01-22 | 11,687 | $30.32 | $354,349.84 |
| 2026-01-21 | 390 | $28.79 | $11,228.1 |
| 2026-01-14 | 131 | $28.80 | $3,772.8 |
| 2026-01-09 | 246 | $28.54 | $7,020.84 |
| 2026-01-08 | 28,204 | $27.92 | $787,455.68 |
| 2025-12-08 | 3,077 | $25.95 | $79,848.15 |
| 2025-12-04 | 562 | $25.17 | $14,145.54 |
| 2025-12-01 | 608 | $22.61 | $13,746.88 |
| 2025-11-03 | 5,244 | $21.37 | $112,064.28 |
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 SNDR 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.