Celanese Corporation (CE)
Quantitative Summary
DeterministicFinancial health is average: Piotroski 4/9, Altman Z 1.4. DCF fair value of $60 implies 13% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of Celanese Corporation currently reflect a distressed operational profile, characterized by a negative ROIC-WACC spread of -8.8% that indicates capital deployment is destroying value relative to the cost of equity and debt. This erosion is driven primarily by severe margin compression rather than leverage or turnover issues; a net margin contraction to -12.2%, combined with revenue declines of 7.0% year-over-year, has pushed the DuPont ROE into negative territory at -26.1%. While the Beneish M-Score of -3.04 suggests low earnings manipulation risk and the Value Factor score indicates a historical tilt toward value characteristics, the Piotroski F-Score of 4/9 alongside an Altman Z-Score of 1.3 signals significant financial weakness and elevated distress probability within the Basic Materials sector.
Valuation metrics further underscore the market's skepticism regarding future cash flow generation potential. The current trading multiple sits at a steep discount to both historical norms and the sector average P/E of 37.3x, yet this compression aligns with a DCF-derived fair value that implies a -23.1% downside from current levels. This pricing assumes an extremely muted ten-year free cash flow growth trajectory of merely 2.1%, suggesting the market has already priced in prolonged operational headwinds rather than anticipating a rapid recovery. The disconnect between the robust profitability factor score and actual realized margins highlights that while the stock may appear cheap on traditional value screens, the underlying fundamentals do not yet support a reversion to mean earnings power.
Risk-adjusted performance data reveals substantial underperformance relative to asset class benchmarks, with an annual Fama-French Alpha of -43.28% indicating significant negative skew against risk factors over recent periods. The absence of insider activity over the last 90 days provides no signal of management conviction amidst these operational challenges. Investors must weigh whether the current valuation adequately compensates for the high probability of continued value destruction indicated by the spread and Z-Score, or if market sentiment has overstated the severity of the margin collapse relative to long-term industry cyclicality.
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 → | 6% | 6.3% | 8.3% |
|---|---|---|---|
| 2% | $43 | $36 | $6 |
| 3% | $71 | $60 | $15 |
| 4% | $129 | $105 | $29 |
Center = base case. Green = >10% upside, Red = >10% downside vs $55.27.
Pre-computed DCF: WACC=6.3%, terminal growth 3%. Fair value $60 (-12.7%). Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedCelanese Corporation is currently trading at $53.50 within the Basic Materials sector, presenting a specific relative-value context when viewed against its moving average envelope structure. The price positioning suggests an assessment of whether the current level represents a potential mean-reversion opportunity or if it remains extended from recent statistical norms. If the stock sits near the lower boundary of this volatility channel, historical patterns might indicate a higher probability of upward drift toward the central tendency, whereas proximity to the upper band could signal increased pressure for consolidation or a downward correction back to equilibrium levels. This technical arrangement implies that market participants are weighing the intrinsic value against recent momentum extremes. The distance between the current quote and the moving averages serves as a gauge for potential reversal strength; significant deviations often precede corrective movements, while tight clustering suggests continued trend adherence without immediate mean-reversion signals. Observers should note that such setups do not inherently dictate direction but rather highlight zones where statistical probabilities shift based on how far price has strayed from its historical average path in the short term. Ultimately, the configuration invites analysis of whether $53.50 offers a favorable entry point for those anticipating a bounce or represents an overextended position ripe for profit-taking by contrarian traders. The interplay between current pricing and the envelope boundaries provides a framework for evaluating risk-reward asymmetry without confirming any specific outcome. Investors must consider how this relative positioning aligns with broader sector dynamics before interpreting these technical cues as actionable signals for future price behavior
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
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-04-27 | $0.0300 | 0.0% |
| 2026-02-24 | $0.0300 | 0.0% |
| 2025-10-28 | $0.0300 | 0.0% |
| 2025-07-29 | $0.0300 | 0.0% |
| 2025-04-28 | $0.0300 | 0.0% |
| 2025-02-25 | $0.0300 | -95.7% |
| 2024-10-30 | $0.7000 | 0.0% |
| 2024-07-30 | $0.7000 | 0.0% |
| 2024-04-26 | $0.7000 | 0.0% |
| 2024-02-16 | $0.7000 | 0.0% |
| 2023-10-27 | $0.7000 | 0.0% |
| 2023-07-28 | $0.7000 | 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 IJS or SLYV, the fund manager is mechanically forced to buy or sell CE shares regardless of Celanese Corporation's individual fundamentals. We estimate $520M of passive capital is structurally linked to CE through 8 tracked ETFs. Passive flows have a limited but growing influence on CE'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 Celanese Corporation to visualize passive redemption contagion across ETFs and collateral stocks.
If Celanese Corporation (CE) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Linde plc (LIN) as the most exposed collateral stock, sharing 1 ETFs with CE. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 11 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
CE Ownership Dynamics
Passive funds hold 1 in every 15 CE shares, reducing daily market volatility.
Celanese Corporation (CE) exerts measurable gravity on the passive index market, currently representing 0.9% of the IJS (IJS) and 0.7% of the SLYV (SLYV). Across 10 tracked ETFs, approximately 7M shares (6.7% 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.
ETFs with Highest CE Exposure
Float lock-up computed from 10 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
CE 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 Celanese Corporation over the past year sits near $41.34 (11% of 252-day volume). The current price of $55.27 trades 33.7% 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.
CE Capital Efficiency
How efficiently does Celanese Corporation convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Celanese Corporation converts 301% 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 (-8.6%), 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 |
|---|---|---|---|
| 2026-05-13 | 184 | $59.47 | $10,942.48 |
| 2026-05-12 | 1 | $59.55 | $59.55 |
| 2026-05-07 | 765 | $62.12 | $47,521.8 |
| 2026-04-24 | 278 | $65.23 | $18,133.94 |
| 2026-04-20 | 18,584 | $62.03 | $1.2M |
| 2026-04-01 | 88 | $65.77 | $5,787.76 |
| 2026-03-31 | 651 | $64.25 | $41,826.75 |
| 2026-03-25 | 15,117 | $60.80 | $919,113.6 |
| 2026-03-23 | 13,020 | $56.95 | $741,489 |
| 2026-03-18 | 7,364 | $60.18 | $443,165.52 |
| 2026-03-16 | 31,236 | $57.74 | $1.8M |
| 2026-03-13 | 36,100 | $59.60 | $2.2M |
| 2026-03-10 | 10,958 | $51.45 | $563,789.1 |
| 2026-03-09 | 76 | $49.32 | $3,748.32 |
| 2026-03-04 | 3,288 | $51.32 | $168,740.16 |
| 2026-03-03 | 3,396 | $49.73 | $168,883.08 |
| 2026-02-23 | 1,859 | $54.11 | $100,590.49 |
| 2026-02-18 | 3,494 | $55.74 | $194,755.56 |
| 2026-02-12 | 77,151 | $60.56 | $4.7M |
| 2026-02-05 | 9,600 | $52.81 | $506,976 |
| 2026-02-04 | 21 | $48.04 | $1,008.84 |
| 2026-02-02 | 1,734 | $44.44 | $77,058.96 |
| 2026-01-30 | 1,134 | $45.44 | $51,528.96 |
| 2026-01-28 | 30,686 | $46.86 | $1.4M |
| 2026-01-27 | 51,139 | $47.53 | $2.4M |
| 2026-01-20 | 896 | $46.94 | $42,058.24 |
| 2026-01-14 | 141 | $45.88 | $6,469.08 |
| 2025-12-29 | 19,947 | $42.85 | $854,728.95 |
| 2025-12-22 | 700 | $42.29 | $29,603 |
| 2025-12-15 | 18,907 | $43.50 | $822,454.5 |
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.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| DOW | 0.682 | 0.719 | Moderate |
| LYB | 0.643 | 0.639 | Moderate |
| EMN | 0.617 | 0.617 | Moderate |
| ITW | 0.534 | 0.469 | Moderate |
| DD | 0.529 | 0.383 | Moderate |
| SWK | 0.524 | 0.471 | Moderate |
| DOV | 0.519 | 0.460 | Moderate |
| NDSN | 0.491 | 0.448 | Moderate |
| PPG | 0.476 | 0.380 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare CE 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.