Airbnb, Inc. (ABNB)
Quantitative Summary
DeterministicABNB trades at 32.9x earnings, roughly in line with its sector average of 35.0x. Financial health is average: Piotroski 5/9, Altman Z 4.2.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economic profile of ABNB demonstrates a robust capital efficiency engine, evidenced by an ROIC-WACC spread implied by its 23.5% return on invested capital and a DuPont decomposition where high net margins (20.5%) are the primary driver alongside moderate asset turnover (0.55x) rather than excessive leverage (Equity Multiplier of 2.71x). Financial integrity metrics reinforce this quality, with an Altman Z-Score of 4.2 indicating a low probability of distress and a Beneish M-Score of -2.87 suggesting earnings are unlikely to be manipulated; however, the Piotroski F-Score of 5/9 signals that while profitability remains strong, the company lacks consistent momentum in financial strength or operating efficiency improvements over recent periods.
Valuation analysis reveals a significant discount relative to its peer group, trading at a current P/E of 30.9x compared to a sector average of 57.0x, which implies the market is pricing in lower growth expectations despite the company's historical revenue expansion of 10.3% year-over-year. While discounted cash flow models might suggest fair value based on these margin drivers, the current multiple compresses implied future growth rates significantly below what is required to justify a premium valuation tier within the consumer cyclical sector. This divergence between strong profitability fundamentals and subdued relative pricing suggests the stock may be underweighting its earnings power in favor of near-term execution risks or macro sensitivity.
Risk-adjusted performance data presents a conflicting picture, as the Fama-French Alpha stands at -22.12% annually, indicating poor risk-adjusted returns over the measured period despite a positive tilt toward profitability (RMW factor: 0.131) and value characteristics (HML factor: 0.208). Compounding this technical underperformance is notable insider activity, with $47.76 million in net selling recorded over the last ninety days, which often precedes or accompanies periods of valuation compression. The convergence of negative alpha generation and significant insider outflows suggests that sophisticated capital may be exiting positions ahead of potential headwinds, warranting a cautious assessment of downside protection versus upside catalysts.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
Valuation Context
Currently trading 4% above its 5-year average P/E of 30.6x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedAirbnb, Inc. (ABNB) is currently trading at $132.35 within the Consumer Cyclical sector, presenting a specific snapshot of its relative valuation against moving average envelopes. When analyzing where this price point sits in relation to these statistical boundaries, one observes whether the asset has stretched toward the upper limit or compressed near the lower band. If the current level hovers closely aligned with the mean or resides within the central channel of the envelope, it suggests a state of equilibrium where volatility may be contained and historical averages continue to exert gravitational pull on future pricing action. Conversely, if the price is trading at an extreme distance from the center line, particularly near the outer edges of the standard deviation bands, the technical structure implies a heightened probability of mean reversion returning the value toward its long-term average over time. The positioning relative to these dynamic support and resistance thresholds offers insight into potential short-term momentum shifts without dictating future direction. A price situated in the lower quartile of the envelope might indicate that selling pressure has been absorbed, potentially setting the stage for a bounce back toward the mean if no new fundamental catalysts emerge to sustain downward drift. Similarly, trading near the upper boundary could signal that bullish sentiment is temporarily exhausted relative to recent historical norms, creating conditions where corrective declines toward the average become statistically more probable than continued ascent. This configuration highlights the interplay between current market pricing and established statistical ranges, allowing observers to gauge whether the stock is overextended or fairly valued based
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.
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 MOAT or ARKF, the fund manager is mechanically forced to buy or sell ABNB shares regardless of Airbnb, Inc.'s individual fundamentals. We estimate $8.1B of passive capital is structurally linked to ABNB 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 Airbnb, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Airbnb, Inc. (ABNB) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies AMAZON.COM INC (AMZN) as the most exposed collateral stock, sharing 2 ETFs with ABNB. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 32 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
ABNB Ownership Dynamics
Passive funds hold 1 in every 7 ABNB shares, reducing daily market volatility.
Airbnb, Inc. (ABNB) exerts measurable gravity on the passive index market, currently representing 2.7% of the MOAT (MOAT) and 1.7% of the ARKF (ARKF). Across 33 tracked ETFs, approximately 62M shares (14.9% 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 ABNB Exposure
Float lock-up computed from 33 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
ABNB 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 Airbnb, Inc. over the past year sits near $122.65 (9% of 252-day volume). The current price of $134.35 trades 9.5% 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.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-05-14 | 32 | $132.97 | $4,255.04 |
| 2026-05-13 | 585 | $135.48 | $79,255.8 |
| 2026-05-12 | 3 | $137.05 | $411.15 |
| 2026-05-11 | 2,124 | $141.49 | $300,524.76 |
| 2026-05-08 | 2 | $140.46 | $280.92 |
| 2026-05-05 | 2 | $138.86 | $277.72 |
| 2026-04-29 | 44 | $139.04 | $6,117.76 |
| 2026-04-28 | 2 | $141.06 | $282.12 |
| 2026-04-27 | 6,255 | $142.82 | $893,339.1 |
| 2026-04-23 | 3 | $144.18 | $432.54 |
| 2026-04-22 | 34 | $142.65 | $4,850.1 |
| 2026-04-21 | 1 | $143.59 | $143.59 |
| 2026-04-20 | 1,800 | $141.55 | $254,790 |
| 2026-04-17 | 252 | $137.81 | $34,728.12 |
| 2026-04-16 | 4 | $137.51 | $550.04 |
| 2026-04-15 | 299 | $133.85 | $40,021.15 |
| 2026-04-14 | 9 | $130.32 | $1,172.88 |
| 2026-04-09 | 19,743 | $131.40 | $2.6M |
| 2026-04-08 | 48 | $124.97 | $5,998.56 |
| 2026-04-06 | 2,015 | $124.95 | $251,774.25 |
| 2026-04-01 | 6 | $126.28 | $757.68 |
| 2026-03-27 | 10 | $131.06 | $1,310.6 |
| 2026-03-25 | 43 | $130.00 | $5,590 |
| 2026-03-24 | 591 | $132.59 | $78,360.69 |
| 2026-03-23 | 17,019 | $128.52 | $2.2M |
| 2026-03-17 | 795 | $128.32 | $102,014.4 |
| 2026-03-13 | 18,974 | $127.70 | $2.4M |
| 2026-03-10 | 900 | $134.03 | $120,627 |
| 2026-03-04 | 49 | $133.04 | $6,518.96 |
| 2026-02-25 | 26 | $125.66 | $3,267.16 |
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 | |
| KEY | 0.569 | 0.497 | Moderate |
| COF | 0.569 | 0.530 | Moderate |
| AXP | 0.566 | 0.507 | Moderate |
| MC | 0.559 | 0.535 | Moderate |
| SSB | 0.557 | 0.496 | Moderate |
| CCL | 0.553 | 0.536 | Moderate |
| CFG | 0.548 | 0.459 | Moderate |
| ASB | 0.546 | 0.452 | Moderate |
| MET | 0.544 | 0.485 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare ABNB 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.