Church & Dwight Co., Inc. (CHD)
Quantitative Summary
DeterministicCHD trades at 31.5x earnings, roughly in line with its sector average of 32.6x. Financial health metrics are strong: Piotroski 7/9, Altman Z 4.9 (above 3.0 safe zone threshold). DCF fair value of $136 implies 43% upside from current prices based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe underlying economics of this consumer defensive name exhibit a robust capital allocation profile, evidenced by an ROIC-WACC spread of +4.0%, indicating efficient value creation relative to the cost of equity. This 18.4% return on equity is primarily driven by operational leverage and high gross margins at 44.7%, rather than aggressive financial engineering, as reflected in a conservative equity multiplier of 2.23x. Fundamental stability scores reinforce this quality narrative; a Piotroski F-Score of 7/9 suggests strong balance sheet health and earnings momentum, while an Altman Z-Score of 5.1 places the firm well within safe territory regarding bankruptcy risk. However, the Beneish M-Score of -2.72 signals low likelihood of manipulation, further validating the integrity of reported figures despite a modest revenue growth rate of just 1.6% year-over-year.
Valuation metrics present a mixed picture where current multiples diverge from intrinsic value estimates and historical norms. Trading at a P/E ratio of 30.7x against a sector average of 34.4x, the stock appears relatively cheap within its peer group, yet it commands a premium over implied growth rates derived from a DCF model assuming only 4.2% ten-year free cash flow expansion. The significant gap between the current market price and the calculated fair value of $149 suggests the market is pricing in higher-than-expected long-term growth or discounting near-term stagnation, creating a potential divergence if future earnings fail to accelerate.
Risk factor analysis reveals notable headwinds that may constrain total return potential despite attractive fundamental metrics. The stock has underperformed its risk factors significantly over time, posting an annual Fama-French alpha of -10.50%, which indicates persistent negative performance relative to a standard market model benchmark. Compounding this is weak profitability factor exposure (RMW: -0.113) and recent insider activity showing $2,013,034 in net selling over the last 90 days. These data points collectively suggest that while the business generates solid cash flows, current pricing may already reflect optimism not supported by recent performance trends or management sentiment, warranting caution for investors relying on momentum or factor-based strategies.
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 2% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 6% | 7.6% | 9.6% |
|---|---|---|---|
| 2% | $165 | $114 | $81 |
| 3% | $216 | $136 | $91 |
| 4% | $318 | $170 | $106 |
Center = base case. Green = >10% upside, Red = >10% downside vs $96.14.
Pre-computed DCF: WACC=7.6%, terminal growth 3%. Fair value $136 (+42.9%). Not investment advice.
Valuation Context
Currently trading 19% below its 5-year average P/E of 39.0x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedChurch & Dwight Co., Inc. is currently trading at $96.78 within the Consumer Defensive sector, presenting a scenario where technical patterns may reflect varying institutional perspectives on valuation and momentum. The presence of Simple Moving Average crossovers suggests that larger market participants are actively reassessing their medium-term positioning relative to recent price trends. Depending on which averages have recently intersected, these signals could indicate either an accumulation phase by long-term holders seeking entry at current levels or a distribution process where institutions might be reducing exposure following prior gains. Volume trends accompanying the current price action serve as a critical filter for interpreting the strength behind any observed moves. Elevated volume during upward price movements often implies robust institutional support, whereas declining volume alongside price increases could signal waning interest from major players. Conversely, if significant trading activity coincides with downward pressure, it may suggest that larger entities are accelerating their exit strategies or rotating capital into other sectors perceived as having higher growth potential at this juncture. The interplay between the current share price and these moving averages creates a dynamic environment where institutional behavior is not yet definitive but rather evolving. Observers should note that the alignment of volume, price direction, and trend lines provides clues about whether the broader market infrastructure views CHD as an undervalued anchor or a stock nearing its fair value ceiling. Ultimately, these technical markers offer a snapshot of how sophisticated traders are currently gauging risk versus reward in this defensive name without dictating specific directional outcomes for future
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 |
|---|---|---|
| 2026-05-15 | $0.3080 | 0.0% |
| 2026-02-13 | $0.3080 | +4.4% |
| 2025-11-14 | $0.2950 | 0.0% |
| 2025-08-15 | $0.2950 | 0.0% |
| 2025-05-15 | $0.2950 | 0.0% |
| 2025-02-14 | $0.2950 | +3.9% |
| 2024-11-15 | $0.2840 | 0.0% |
| 2024-08-15 | $0.2840 | 0.0% |
| 2024-05-14 | $0.2840 | 0.0% |
| 2024-02-14 | $0.2840 | +4.0% |
| 2023-11-14 | $0.2730 | 0.0% |
| 2023-08-14 | $0.2730 | 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 NOBL or XLP, the fund manager is mechanically forced to buy or sell CHD shares regardless of Church & Dwight Co., Inc.'s individual fundamentals. We estimate $3.7B of passive capital is structurally linked to CHD 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 Church & Dwight Co., Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Church & Dwight Co., Inc. (CHD) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Walmart Inc. (WMT) as the most exposed collateral stock, sharing 2 ETFs with CHD. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 30 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
CHD Ownership Dynamics
Passive funds hold 1 in every 6 CHD shares, reducing daily market volatility.
Church & Dwight Co., Inc. (CHD) exerts notable gravity on the passive index market, currently representing 1.6% of the ProShares S&P 500 Dividend Aristocrats ETF (NOBL) and 1.5% of the State Street Consumer Staples Select Sector SPDR ETF (XLP). Across 30 tracked ETFs, approximately 41M shares (17.2% 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 CHD Exposure
Float lock-up computed from 30 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
CHD 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 Church & Dwight Co., Inc. over the past year sits near $95.31 (11% of 252-day volume). The current price of $96.14 trades 0.9% 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.
CHD Capital Efficiency
How efficiently does Church & Dwight Co., Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Church & Dwight Co., Inc. converts 84% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. The positive ROIC-WACC spread of 3.6% confirms that reinvested capital creates 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 | 5,965 | $95.09 | $567,211.85 |
| 2026-05-13 | 441 | $93.51 | $41,237.91 |
| 2026-05-12 | 206 | $90.72 | $18,688.32 |
| 2026-05-04 | 5,282 | $96.02 | $507,177.64 |
| 2026-05-01 | 3,650 | $97.06 | $354,269 |
| 2026-04-29 | 4,143 | $97.08 | $402,202.44 |
| 2026-04-27 | 25 | $95.02 | $2,375.5 |
| 2026-04-17 | 3,151 | $94.54 | $297,895.54 |
| 2026-04-15 | 136 | $95.53 | $12,992.08 |
| 2026-04-14 | 2,514 | $95.03 | $238,905.42 |
| 2026-04-09 | 8,533 | $94.20 | $803,808.6 |
| 2026-03-31 | 288 | $93.91 | $27,046.08 |
| 2026-03-25 | 24 | $93.87 | $2,252.88 |
| 2026-03-16 | 13,457 | $97.75 | $1.3M |
| 2026-03-13 | 8,719 | $99.16 | $864,576.04 |
| 2026-03-12 | 54 | $99.67 | $5,382.18 |
| 2026-03-11 | 1,967 | $101.13 | $198,922.71 |
| 2026-03-05 | 930 | $102.47 | $95,297.1 |
| 2026-03-03 | 5,720 | $103.95 | $594,594 |
| 2026-03-02 | 2,802 | $104.86 | $293,817.72 |
| 2026-02-19 | 1,008 | $102.67 | $103,491.36 |
| 2026-02-17 | 4,791 | $101.45 | $486,046.95 |
| 2026-02-12 | 8,421 | $100.46 | $845,973.66 |
| 2026-02-11 | 2,460 | $98.97 | $243,466.2 |
| 2026-02-10 | 670 | $98.42 | $65,941.4 |
| 2026-02-06 | 385 | $100.60 | $38,731 |
| 2026-01-29 | 9,554 | $91.48 | $873,999.92 |
| 2026-01-20 | 130 | $90.61 | $11,779.3 |
| 2026-01-15 | 598 | $90.16 | $53,915.68 |
| 2026-01-13 | 68,665 | $86.66 | $6.0M |
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 | |
| PG | 0.638 | 0.613 | Moderate |
| CL | 0.629 | 0.663 | Moderate |
| CLX | 0.533 | 0.530 | Moderate |
| GIS | 0.484 | 0.444 | Moderate |
| HRL | 0.466 | 0.493 | Moderate |
| CAG | 0.443 | 0.448 | Moderate |
| PEP | 0.442 | 0.444 | Moderate |
| KO | 0.426 | 0.423 | Moderate |
| KMB | 0.425 | 0.342 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare CHD 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.