Aptiv PLC (APTV)
Quantitative Summary
DeterministicAPTV trades at 40.4x earnings, roughly in line with its sector average of 35.0x. Strong operational fundamentals (Piotroski 8/9) with Altman Z of 2.3. DCF fair value of $203 implies 241% 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 of Aptiv PLC reveal a capital allocation challenge where the ROIC-WACC spread stands at -5.3%, indicating that current operations are destroying value relative to the cost of equity, despite a Piotroski F-Score of 8/9 suggesting strong financial health and an Altman Z-Score of 2.3 pointing to moderate bankruptcy risk. The DuPont decomposition highlights this inefficiency: while gross margins sit at 19.1%, net margins compress to just 0.8% due to asset turnover of only 0.87x, resulting in a diluted ROE of 1.7%. Although the Beneish M-Score of -2.88 signals low earnings manipulation risk and revenue growth remains positive at 3.5% YoY, the negative spread suggests that leverage (equity multiplier of 2.46x) cannot compensate for the lack of operational efficiency in generating returns above the hurdle rate.
Valuation metrics present a stark divergence between current market pricing and intrinsic value models. Trading at a P/E ratio of 81.3x, significantly elevated against the sector average of 42.1x, the stock appears to be priced for substantial future acceleration that historical fundamentals do not yet support. In contrast, the DCF model implies a fair value of $199 with an 186.2% upside potential based on an assumed long-term free cash flow growth rate of only 3.2%, suggesting the market is pricing in much higher expansion or margin improvement than currently reflected in earnings per share. This disconnect creates a scenario where high multiple compression could occur if growth expectations fail to materialize, despite the theoretical valuation cushion provided by the DCF analysis.
Risk factors further complicate the risk-reward profile, as evidenced by an annual Fama-French alpha of -15.50%, indicating underperformance relative to factor benchmarks over time. While the stock exhibits a value tilt (HML: 0.397) and robust profitability characteristics (RMW: 0.367), recent insider activity shows $425,000 in net selling over the last 90 days, which may signal management caution regarding near-term prospects or valuation levels. The combination of negative alpha, active insider distribution, and a value-destroying ROIC spread suggests that while long-term DCF models offer theoretical upside, short-to-medium term execution risks remain elevated given current operational metrics.
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 3% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 8.7% | 10.7% | 12.7% |
|---|---|---|---|
| 2% | $249 | $181 | $138 |
| 3% | $290 | $203 | $151 |
| 4% | $349 | $231 | $167 |
Center = base case. Green = >10% upside, Red = >10% downside vs $73.85.
Pre-computed DCF: WACC=10.7%, terminal growth 3%. Fair value $203 (+241.3%). Not investment advice.
Valuation Context
Currently trading 8% above its 5-year average P/E of 73.4x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedAptiv PLC is currently trading at $54.34 within the consumer cyclical sector, presenting a scenario where price action must be weighed against broader market headwinds affecting automotive supply chains. The absence of specific volatility metrics or recent drawdown figures in the provided data necessitates an analysis based on the inherent fragility often associated with cyclical exposure during periods of economic uncertainty. Without concrete indicators showing a sustained upward trend or significant downside protection, the momentum observed at this price level appears susceptible to external shocks rather than reflecting a robust structural shift in valuation. The fundamental backdrop for consumer cyclicals typically involves high sensitivity to interest rate fluctuations and global demand cycles, which can amplify price swings even when technical charts appear stable. At $54.34, any attempt to gauge strength relies heavily on the assumption that current sector-wide pressures are abating; however, without evidence of reduced beta or stabilized earnings growth, the risk dynamics suggest a delicate equilibrium. This setup implies that while the stock may offer exposure to recovery narratives, its ability to maintain this price point against potential macroeconomic deterioration remains an open question requiring further observation of volume and relative strength compared to peers. Ultimately, the technical picture at $54.34 does not definitively signal either a breakout or a breakdown without additional context on moving averages or support levels. The interplay between sector cyclicality and current market sentiment creates an environment where price movements could be driven by temporary liquidity flows rather than long-term fundamental improvements.
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 |
|---|---|---|
| 2020-02-04 | $0.2200 | 0.0% |
| 2019-11-05 | $0.2200 | 0.0% |
| 2019-08-06 | $0.2200 | 0.0% |
| 2019-05-07 | $0.2200 | 0.0% |
| 2019-02-05 | $0.2200 | 0.0% |
| 2018-05-08 | $0.2200 | 0.0% |
| 2018-02-02 | $0.2200 | -9.5% |
| 2017-11-07 | $0.2431 | 0.0% |
| 2017-08-07 | $0.2431 | 0.0% |
| 2017-05-08 | $0.2431 | 0.0% |
| 2017-02-02 | $0.2431 | 0.0% |
| 2016-11-07 | $0.2431 | 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 ONEO or VBR, the fund manager is mechanically forced to buy or sell APTV shares regardless of Aptiv PLC's individual fundamentals. We estimate $1.0B of passive capital is structurally linked to APTV through 8 tracked ETFs. Index rebalances and ETF creation/redemption cycles can create noticeable volume spikes unrelated to company news.
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 Aptiv PLC to visualize passive redemption contagion across ETFs and collateral stocks.
If Aptiv PLC (APTV) 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 APTV. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 15 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
APTV Ownership Dynamics
Passive funds hold 1 in every 8 APTV shares, reducing daily market volatility.
Aptiv PLC (APTV) exerts measurable gravity on the passive index market, currently representing 0.3% of the ONEO (ONEO) and 0.3% of the VBR (VBR). Across 18 tracked ETFs, approximately 25M shares (11.9% 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 APTV Exposure
Float lock-up computed from 18 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
APTV 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 Aptiv PLC over the past year sits near $76.82 (9% of 252-day volume). The current price of $73.85 sits 3.9% 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.
APTV Capital Efficiency
How efficiently does Aptiv PLC convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Aptiv PLC converts 67% 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 (-5.2%), 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 | 1 | $54.21 | $54.21 |
| 2026-05-11 | 1 | $57.94 | $57.94 |
| 2026-05-06 | 1,777 | $54.83 | $97,432.91 |
| 2026-05-05 | 15,863 | $59.53 | $944,324.39 |
| 2026-05-01 | 125 | $60.26 | $7,532.5 |
| 2026-04-24 | 119 | $60.41 | $7,188.79 |
| 2026-04-23 | 2,335 | $60.86 | $142,108.1 |
| 2026-04-21 | 3,268 | $60.83 | $198,792.44 |
| 2026-04-16 | 7,713 | $58.46 | $450,901.98 |
| 2026-04-15 | 3 | $59.07 | $177.21 |
| 2026-04-07 | 36 | $60.36 | $2,172.96 |
| 2026-03-25 | 22 | $70.92 | $1,560.24 |
| 2026-03-17 | 15 | $71.57 | $1,073.55 |
| 2026-03-13 | 14,122 | $70.07 | $989,528.54 |
| 2026-03-06 | 122,390 | $72.21 | $8.8M |
| 2026-03-05 | 4,640 | $73.39 | $340,529.6 |
| 2026-03-04 | 11,489 | $71.40 | $820,314.6 |
| 2026-03-03 | 104 | $72.47 | $7,536.88 |
| 2026-02-27 | 1 | $77.04 | $77.04 |
| 2026-02-19 | 47 | $83.81 | $3,939.07 |
| 2026-02-17 | 14,236 | $85.20 | $1.2M |
| 2026-02-10 | 133 | $83.37 | $11,088.21 |
| 2026-02-09 | 9,323 | $82.38 | $768,028.74 |
| 2026-01-21 | 83,353 | $77.17 | $6.4M |
| 2026-01-09 | 1 | $86.45 | $86.45 |
| 2026-01-07 | 2,409 | $82.61 | $199,007.49 |
| 2025-12-05 | 296 | $76.44 | $22,626.24 |
| 2025-12-01 | 39,568 | $77.55 | $3.1M |
| 2025-11-28 | 3,199 | $76.83 | $245,779.17 |
| 2025-11-25 | 10,689 | $74.85 | $800,071.65 |
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 | |
| ALV | 0.655 | 0.588 | Moderate |
| SWK | 0.642 | 0.579 | Moderate |
| DD | 0.581 | 0.510 | Moderate |
| MAS | 0.565 | 0.496 | Moderate |
| CFG | 0.563 | 0.449 | Moderate |
| AUB | 0.560 | 0.391 | Moderate |
| IR | 0.554 | 0.519 | Moderate |
| HST | 0.552 | 0.489 | Moderate |
| UMBF | 0.550 | 0.436 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare APTV 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.