Wells Fargo & Company (WFC)
Quantitative Summary
DeterministicAt 12.0x earnings — a 38% discount to the sector average of 19.2x — WFC is in the lower valuation range. Below-average fundamentals indicated by Piotroski score of 3/9; Altman Z of 0.3 falls in the academic distress zone.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Valuation Context
Currently trading 30% below its 5-year average P/E of 19.5x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedWells Fargo (WFC) is currently trading below both its 50-day and 200-day simple moving averages, indicating a downward trend in the short to medium term. The Relative Strength Index (RSI) at 26.5 suggests that the stock may be oversold and potentially due for a period of relative strength or stabilization.
Quant Health Deep Dive
Profitability & Value Creation
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 |
|---|---|---|
| 2026-05-08 | $0.4500 | 0.0% |
| 2026-02-06 | $0.4500 | 0.0% |
| 2025-11-07 | $0.4500 | 0.0% |
| 2025-08-08 | $0.4500 | +12.5% |
| 2025-05-09 | $0.4000 | 0.0% |
| 2025-02-07 | $0.4000 | 0.0% |
| 2024-11-08 | $0.4000 | 0.0% |
| 2024-08-09 | $0.4000 | +14.3% |
| 2024-05-09 | $0.3500 | 0.0% |
| 2024-02-01 | $0.3500 | 0.0% |
| 2023-11-02 | $0.3500 | 0.0% |
| 2023-08-03 | $0.3500 | +16.7% |
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 IYF or XLF, the fund manager is mechanically forced to buy or sell WFC shares regardless of Wells Fargo & Company's individual fundamentals. We estimate $28.4B of passive capital is structurally linked to WFC 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 Wells Fargo & Company to visualize passive redemption contagion across ETFs and collateral stocks.
If Wells Fargo & Company (WFC) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies JPMorgan Chase & Co. (JPM) as the most exposed collateral stock, sharing 3 ETFs with WFC. 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.
WFC Ownership Dynamics
Passive funds hold 1 in every 8 WFC shares, reducing daily market volatility.
Wells Fargo & Company (WFC) exerts measurable gravity on the passive index market, currently representing 3.9% of the IYF (IYF) and 3.2% of the State Street Financial Select Sector SPDR ETF (XLF). Across 28 tracked ETFs, approximately 360M shares (11.8% 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 WFC Exposure
Float lock-up computed from 28 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
WFC 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 Wells Fargo & Company over the past year sits near $80.72 (12% of 252-day volume). The current price of $79.44 sits 1.6% below the POC — suggesting potential mean-reversion upside if institutional demand reasserts at this level. The highly concentrated volume profile (12% 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.
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 | 217 | $73.53 | $15,956.01 |
| 2026-05-13 | 228 | $75.18 | $17,141.04 |
| 2026-05-07 | 3 | $80.42 | $241.26 |
| 2026-05-06 | 70 | $79.89 | $5,592.3 |
| 2026-05-04 | 338 | $80.81 | $27,313.78 |
| 2026-04-28 | 402 | $80.56 | $32,385.12 |
| 2026-04-27 | 981 | $79.42 | $77,911.02 |
| 2026-04-24 | 111,252 | $80.51 | $9.0M |
| 2026-04-22 | 1,128 | $81.55 | $91,988.4 |
| 2026-04-20 | 19,429 | $81.41 | $1.6M |
| 2026-04-15 | 3,660 | $81.70 | $299,022 |
| 2026-04-14 | 203 | $86.64 | $17,587.92 |
| 2026-04-13 | 2,363 | $85.40 | $201,800.2 |
| 2026-04-10 | 506 | $86.02 | $43,526.12 |
| 2026-04-09 | 49,965 | $84.66 | $4.2M |
| 2026-04-08 | 643 | $81.75 | $52,565.25 |
| 2026-04-06 | 5,478 | $80.60 | $441,526.8 |
| 2026-04-02 | 23,489 | $80.57 | $1.9M |
| 2026-04-01 | 5,515 | $79.61 | $439,049.15 |
| 2026-03-27 | 152 | $79.02 | $12,011.04 |
| 2026-03-26 | 179,922 | $80.26 | $14.4M |
| 2026-03-25 | 313 | $79.61 | $24,917.93 |
| 2026-03-24 | 324 | $78.28 | $25,362.72 |
| 2026-03-23 | 8,577 | $77.60 | $665,575.2 |
| 2026-03-20 | 17,949 | $76.39 | $1.4M |
| 2026-03-17 | 584 | $75.75 | $44,238 |
| 2026-03-12 | 43 | $76.88 | $3,305.84 |
| 2026-03-11 | 512,622 | $78.30 | $40.1M |
| 2026-03-09 | 610 | $80.42 | $49,056.2 |
| 2026-02-13 | 3,028 | $86.29 | $261,286.12 |
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.
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 | |
| BAC | 0.838 | 0.856 | High co-movement |
| C | 0.738 | 0.792 | High co-movement |
| USB | 0.727 | 0.717 | High co-movement |
| MS | 0.710 | 0.708 | High co-movement |
| KEY | 0.707 | 0.682 | High co-movement |
| TFC | 0.701 | 0.687 | High co-movement |
| STT | 0.697 | 0.633 | Moderate |
| CFG | 0.696 | 0.674 | Moderate |
| MTB | 0.692 | 0.664 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare WFC 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.