UMBF (UMBF)

$129.19
+0.81%
$10.0B
Market Cap
11.5
P/E Ratio
0.79
Beta
1.31%
Dividend Yield
Piotroski 6/9Altman Z 0.2 Distress

Quantitative Summary

Deterministic

Financial health is average: Piotroski 6/9, Altman Z 0.2. DCF fair value of $578 implies 380% upside from current prices based on model assumptions.

Generated deterministically from quant metrics and financial statements. Not a recommendation.

DCF Sandbox

Interactive
Market Price
$129.19
Fair Value
$593
Implied Upside
+358.7%
$593IMPLIED FAIR VALUEUNDERVALUEDOVERUNDER
Growth Rate (Y1–5)30%
-10%20%50%
Discount Rate (WACC)9.4%
5%12.5%20%

5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.

Reverse DCFMarket-Implied
-20.0%annual FCF growth priced in at $129.19

The growth rate the market implicitly expects over the next 10 years to justify today's price. Compare with historical growth of 66% YoY revenue.

Sensitivity Matrix

TG ↓ / WACC →7.4%9.4%11.4%
2%$695$523$425
3%$813$578$456
4%$999$654$495

Center = base case. Green = >10% upside, Red = >10% downside vs $129.19.

Pre-computed DCF: WACC=9.4%, terminal growth 3%. Fair value $578 (+379.9%). Not investment advice.

Price Chart with Moving Averages

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SMA 50 SMA 200

Quant Health Deep Dive

6/9
Piotroski F-Score
Average — mixed operational signals
0.2
Altman Z-Score
Distress Zone — below 1.8 threshold per academic model. Thresholds: >3 safe, 1.8–3 grey, <1.8 distress.

Profitability & Value Creation

28.9%
Net Margin
9.4%
WACC
+65.7%
Revenue Growth (YoY)
+59.2%
Earnings Growth (YoY)
978.1M
Free Cash Flow
14%
FCF Payout Ratio

✅ 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.

28.9%
Net Profit Margin
NI ÷ Revenue
×
0.03x
Asset Turnover
Revenue ÷ Assets
×
9.50x
Equity Multiplier
Assets ÷ Equity
=
9.1%
Return on Equity
⚠️ High equity multiplier — ROE is being amplified by leverage, not operational excellence.

Balance Sheet Health

8.50x
Debt / Equity
64.56%
FCF Yield

Insider Activity (Last 90 Days)

Net Insider Flow
-$2M
Net Selling
2
Buy Transactions
2
Sale Transactions
2026-02-09WILSON UMASold 3/7 qtrsGrant1,855 shares
2026-02-09MASON PHILLIP JAMESSold 2/7 qtrsGrant1,691 shares
2026-02-09LEWIS ELIZABETH THERESAGrant1,618 shares
2026-02-09NEWTON NIKKI FARENTINOSold 4/7 qtrsGrant1,634 shares
2026-02-09BEAIRD ROBERT BRIANSold 2/7 qtrsGrant1,383 shares

Open-market buys vs sells by company insiders. Source: yfinance.

Earnings Surprise History

Q4
✓ Beat
Est: $2.19
Act: $2.58
+17.6%
Q3
✓ Beat
Est: $2.37
Act: $2.96
+24.7%
Q2
✓ Beat
Est: $2.50
Act: $2.70
+8.0%
Q1
✓ Beat
Est: $2.70
Act: $3.08
+13.9%

EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.

Dividend History

$0.4300
Latest Dividend
$1.63
2025 Total
+3.8%
YoY Growth
9 yrs
Consecutive Increases
Annual Dividends per Share
$0.74
2016
$1.04
2017
$1.17
2018
$1.21
2019
$1.25
2020
$1.38
2021
$1.49
2022
$1.53
2023
$1.57
2024
$1.63
2025
$0.43
2026
DateAmountChange
2026-03-10$0.43000.0%
2025-12-10$0.4300+7.5%
2025-09-10$0.40000.0%
2025-06-10$0.40000.0%
2025-03-10$0.40000.0%
2024-12-10$0.4000+2.6%
2024-09-10$0.39000.0%
2024-06-10$0.39000.0%
2024-03-08$0.39000.0%
2023-12-08$0.3900+2.6%
2023-09-08$0.38000.0%
2023-06-09$0.38000.0%
Stock Splits
2006-05-31: 2:12001-12-10: 1.05:11999-12-09: 1.1:11997-12-09: 1.05:11996-12-09: 1.05:11987-01-05: 1.5:1

Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.

Risk Profile

33.3%
Annual Volatility
0.88
Sharpe (1Y)
0.79
Sharpe (3Y)
-31.8%
Max Drawdown (3Y)
-50.2%
Max Drawdown (5Y)

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.

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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.

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Rolling Beta Market (β = 1.0)

Fundamentals

9.6
Forward P/E
2.54
PEG Ratio
1.35
Price/Book
650638
Avg Volume
$136.11
52W High
$98.16
52W Low
82%
52W Range Position

Passive Flow Attribution

ETF Draft Effect
$892M
Tracked Passive Exposure
8
ETFs Holding UMBF
0.14%
Avg Weight in ETFs
$645B
Total ETF AUM

When investors buy or sell ETFs like KRE or KBE, the fund manager is mechanically forced to buy or sell UMBF shares regardless of UMBF's individual fundamentals. We estimate $892M of passive capital is structurally linked to UMBF through 8 tracked ETFs. Passive flows have a limited but growing influence on UMBF'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 UMBF to visualize passive redemption contagion across ETFs and collateral stocks.

UMBF Shock
-0%
Est. Passive Redemption
$0
Systemic Risk
STABLE
UMBFEpicenterVBETFVIGETFVYMETFPNFPHigh RiskCBSHHigh RiskEWBCHigh RiskPBHigh RiskWTFCHigh Risk
UMBF Price Drop (%)0

If UMBF (UMBF) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies PINNACLE FINANCIAL PARTNERS (PNFP) as the most exposed collateral stock, sharing 3 ETFs with UMBF. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.

Contagion model based on shared ETF exposure and constituent weights across 16 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.

UMBF Ownership Dynamics

Passive funds hold 1 in every 11 UMBF shares, reducing daily market volatility.

Ticker
UMBF
Total Shares
76M
ETF Lock-Up
9.1%
Display Mode
Total Float Impact
9.1%Locked Float

UMBF (UMBF) exerts measurable gravity on the passive index market, currently representing 1.6% of the KRE (KRE) and 1.1% of the KBE (KBE). Across 15 tracked ETFs, approximately 7M shares (9.1% 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.

Float lock-up computed from 15 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).

UMBF 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.

TICKER
UMBF
PRICE
$129.19
FLOOR (POC)
$119.23
STRENGTH
Medium
$98$100$102$104$106$1088%$11010%$1126%$113$115$117$119POC 10%$1218%$1236%$125$127$129$129.19$131$133$135
Focus Zone
Point of Control (POC) Support (below price) Resistance (above price) Current Price

The highest-volume price zone for UMBF over the past year sits near $119.23 (10% of 252-day volume). The current price of $129.19 trades 8.3% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target.

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.

Fails-to-Deliver (FTD) History

SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.

DateFailed SharesClose PriceNotional Value
2026-05-12275$130.32$35,838
2026-05-117$131.36$919.52
2026-05-087$131.17$918.19
2026-05-0719$133.95$2,545.05
2026-04-301,009$124.22$125,337.98
2026-04-0933$120.06$3,961.98
2026-02-2029$126.12$3,657.48
2026-02-191,355$127.86$173,250.3
2026-02-1311$128.99$1,418.89
2026-02-1225$132.16$3,304
2026-02-1037$134.29$4,968.73
2026-02-0510$130.97$1,309.7
2026-02-0417$127.96$2,175.32
2026-01-2910$124.66$1,246.6
2026-01-281,006$124.86$125,609.16
2026-01-2215$126.34$1,895.1
2026-01-0850$120.24$6,012
2026-01-0530$116.48$3,494.4
2025-12-264,854$118.90$577,140.6
2025-12-15212$118.17$25,052.04
2025-12-124$119.88$479.52
2025-12-1064$113.95$7,292.8
2025-12-0225$112.45$2,811.25
2025-11-2816,438$112.02$1.8M
2025-11-262,041$112.20$229,000.2
2025-11-2478$108.83$8,488.74
2025-11-19767$104.17$79,898.39
2025-11-1828,300$103.99$2.9M
2025-11-1412,484$109.03$1.4M
2025-11-1350$109.81$5,490.5

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.

Peer252-Day (1Y)126-Day (6M)Direction
WTGXXNaNNaN
ONB0.8800.907High co-movement
HWC0.8730.859High co-movement
SSB0.8700.867High co-movement
ASB0.8680.874High co-movement
FNB0.8570.856High co-movement
FULT0.8560.865High co-movement
AUB0.8510.862High co-movement
VLY0.8410.818High co-movement
CFG0.8400.865High co-movement

Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.

Compare UMBF 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.