Ameriprise Financial, Inc. (AMP)
Quantitative Summary
DeterministicAt 11.1x earnings — a 42% discount to the sector average of 19.2x — AMP is in the lower valuation range. Financial health is average: Piotroski 4/9, Altman Z 0.5. DCF fair value of $698 implies 53% upside from current prices based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics present a stark dichotomy between aggressive leverage and severely depressed capital efficiency. While the DuPont decomposition reveals that return on equity is mechanically inflated by an extreme equity multiplier of 29.15x rather than operational profitability, this structure masks a critical value destruction dynamic where the ROIC-WACC spread sits at -9.6%. This negative spread indicates that the company's current capital allocation destroys shareholder value relative to its cost of funds, a concern compounded by an Altman Z-Score of 0.5 which signals elevated bankruptcy risk and a Piotroski F-Score of 4/9 reflecting weak financial momentum despite net margins holding at 19.3%.
Valuation metrics appear misaligned with the underlying operational risks, as the current P/E of 12.0x trades significantly below historical norms while simultaneously implying substantial upside relative to a DCF fair value of $695 based on an assumed long-term free cash flow growth rate of 8.7%. This discrepancy suggests the market may be pricing in a mean reversion scenario or failing to fully discount the capital inefficiency inherent in such high leverage, yet the Fama-French alpha data contradicts this optimism with an annualized underperformance of -10.31% relative to style factors. The stock exhibits a distinct value tilt (HML: 0.866) but lacks profitability factor support (RMW: -0.082), creating a situation where the cheap valuation premise conflicts directly with deteriorating risk-adjusted returns over time.
Insider activity further complicates the risk-reward profile, as $35.59 million in net selling over the past 90 days suggests significant internal de-risking or lack of confidence from management at these levels. The convergence of a negative ROIC spread, distress-level solvency indicators, and substantial insider outflows creates a scenario where the apparent valuation discount may represent value traps rather than undervalued assets, leaving investors to weigh whether the mathematical DCF upside can survive the fundamental headwinds inherent in such a leveraged balance sheet.
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.
The growth rate the market implicitly expects over the next 10 years to justify today's price. Compare with historical growth of 7% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 9.6% | 11.6% | 13.6% |
|---|---|---|---|
| 2% | $826 | $640 | $520 |
| 3% | $929 | $698 | $556 |
| 4% | $1069 | $772 | $600 |
Center = base case. Green = >10% upside, Red = >10% downside vs $445.40.
Pre-computed DCF: WACC=11.6%, terminal growth 3%. Fair value $698 (+53.5%). Not investment advice.
Valuation Context
Currently trading 66% below its 5-year average P/E of 36.3x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedAmeriprise Financial, Inc. is currently trading at $470.38 within the financial services sector. To evaluate potential momentum and trend direction, one must examine the relationship between this current price level and established moving averages, as well as the Relative Strength Index readings which gauge short-term velocity without specific numerical data provided here. If the share price remains positioned above key moving average lines such as the 50-day or 200-day benchmarks, it typically indicates a prevailing upward trajectory where buyers have maintained control over sellers in recent sessions. Conversely, positioning below these averages would suggest a bearish trend with downward pressure dominating market sentiment. The state of the Relative Strength Index offers insight into whether the asset is approaching territory often associated with short-term exhaustion or acceleration. An RSI reading hovering near the upper threshold might imply that momentum is strengthening while cautioning against potential overextension, whereas values in lower zones could signal a floor forming after recent declines. Without precise index figures, the focus remains on interpreting how the current $470.38 price point interacts with these dynamic indicators to define the immediate market character. Traders observing this setup would look for confirmation that the price sustains its position relative to these averages and momentum metrics before assessing whether the broader trend supports further appreciation or correction in the near term.
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
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 |
|---|---|---|
| 2026-05-04 | $1.7000 | +6.2% |
| 2026-02-09 | $1.6000 | 0.0% |
| 2025-11-10 | $1.6000 | 0.0% |
| 2025-08-04 | $1.6000 | 0.0% |
| 2025-05-05 | $1.6000 | +8.1% |
| 2025-02-10 | $1.4800 | 0.0% |
| 2024-11-04 | $1.4800 | 0.0% |
| 2024-08-05 | $1.4800 | 0.0% |
| 2024-05-03 | $1.4800 | +9.6% |
| 2024-02-08 | $1.3500 | 0.0% |
| 2023-11-03 | $1.3500 | 0.0% |
| 2023-08-04 | $1.3500 | 0.0% |
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 VOE or SDY, the fund manager is mechanically forced to buy or sell AMP shares regardless of Ameriprise Financial, Inc.'s individual fundamentals. We estimate $6.5B of passive capital is structurally linked to AMP 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 Ameriprise Financial, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Ameriprise Financial, Inc. (AMP) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies BERKSHIRE HATHAWAY INC CL B (BRK.B) as the most exposed collateral stock, sharing 1 ETFs with AMP. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 33 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
AMP Ownership Dynamics
Passive funds hold 1 in every 6 AMP shares, reducing daily market volatility.
Ameriprise Financial, Inc. (AMP) exerts notable gravity on the passive index market, currently representing 0.8% of the VOE (VOE) and 0.6% of the SDY (SDY). Across 33 tracked ETFs, approximately 16M shares (17.6% 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 AMP Exposure
Float lock-up computed from 33 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
AMP 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 Ameriprise Financial, Inc. over the past year sits near $488.62 (9% of 252-day volume). The current price of $445.40 sits 8.8% below the POC — suggesting potential mean-reversion upside if institutional demand reasserts at this level.
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.
AMP Capital Efficiency
How efficiently does Ameriprise Financial, Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Ameriprise Financial, Inc. converts 172% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. However, the ROIC-WACC spread is negative (-9.6%), 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 |
|---|---|---|---|
| 2026-05-14 | 25 | $469.18 | $11,729.5 |
| 2026-04-16 | 107 | $468.15 | $50,092.05 |
| 2026-04-09 | 4,130 | $453.10 | $1.9M |
| 2026-03-25 | 9 | $448.17 | $4,033.53 |
| 2026-03-23 | 1 | $438.94 | $438.94 |
| 2026-03-10 | 646 | $461.48 | $298,116.08 |
| 2026-02-20 | 298 | $472.43 | $140,784.14 |
| 2026-01-13 | 152 | $510.16 | $77,544.32 |
| 2025-12-23 | 49 | $495.92 | $24,300.08 |
| 2025-12-19 | 150 | $487.69 | $73,153.5 |
| 2025-12-17 | 8 | $486.60 | $3,892.8 |
| 2025-11-20 | 54 | $449.80 | $24,289.2 |
| 2025-11-17 | 51 | $458.00 | $23,358 |
| 2025-10-29 | 38 | $484.54 | $18,412.52 |
| 2025-10-27 | 3,087 | $479.18 | $1.5M |
| 2025-10-15 | 9,729 | $486.52 | $4.7M |
| 2025-10-02 | 274 | $486.60 | $133,328.4 |
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 | |
| RJF | 0.759 | 0.764 | High co-movement |
| STT | 0.690 | 0.673 | Moderate |
| CFG | 0.689 | 0.643 | Moderate |
| MC | 0.689 | 0.683 | Moderate |
| COF | 0.689 | 0.664 | Moderate |
| SCHW | 0.686 | 0.714 | Moderate |
| FNB | 0.681 | 0.642 | Moderate |
| KEY | 0.680 | 0.635 | Moderate |
| HWC | 0.677 | 0.663 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare AMP 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.