CrowdStrike Holdings, Inc. (CRWD)
Quantitative Summary
DeterministicFinancial health is average: Piotroski 4/9, Altman Z 9.3. DCF fair value of $150 implies 63% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe company's fundamental economics present a stark dichotomy between robust top-line expansion and deteriorating capital efficiency. While revenue grows at 21.7% annually, the business is currently generating negative returns on invested capital of -1.1%, driven by net margins contracting to -3.4%. This poor profitability is mathematically decomposed via DuPont analysis into a low asset turnover of 0.43x and an equity multiplier of 2.48x, indicating that the current return on equity of -3.6% stems primarily from insufficient operational leverage rather than excessive debt usage or margin compression alone. Although the high gross margin of 74.7% suggests strong pricing power in its core product mix, the negative Piotroski F-Score of 4/9 and significant insider net selling totaling over $48 million within the last ninety days signal potential structural concerns regarding financial health that outweigh these growth metrics.
Valuation models reflect this disconnect between market sentiment and cash flow reality. The stock trades at a substantial discount to its DCF-derived fair value of $178, implying an upside gap of -54.3%, which suggests the current price has already priced in extreme pessimism or that the model's long-term assumptions are not being met by near-term fundamentals. However, this valuation premium persists despite weak profitability factor (RMW) scores and a negative value factor tilt, indicating the market is heavily weighting future growth expectations over current earnings power. The implied free cash flow growth rate of 25.3% for the next decade represents an aggressive assumption that may not align with the company's present inability to generate positive ROIC or net income.
Risk-adjusted performance metrics reveal a complex picture where alpha generation coexists with fundamental weakness. The stock has delivered a Fama-French annualized alpha of 14.97%, significantly outperforming its risk factors, yet this is counterbalanced by negative exposures in both the profitability and value dimensions. While the low Beneish M-Score of -2.97 offers some reassurance against earnings manipulation, the combination of negative ROIC, shrinking margins, and heavy insider distribution creates a scenario where high historical momentum may not sustain future returns without a fundamental turnaround in capital allocation efficiency.
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 22% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 9.4% | 11.4% | 13.4% |
|---|---|---|---|
| 2% | $175 | $139 | $115 |
| 3% | $195 | $150 | $122 |
| 4% | $223 | $164 | $131 |
Center = base case. Green = >10% upside, Red = >10% downside vs $768.95.
Pre-computed DCF: WACC=11.4%, terminal growth 3%. Fair value $150 (-62.7%). Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedCrowdStrike Holdings is currently trading at $618.83, a position that necessitates an analysis of its relationship to surrounding moving average envelopes to gauge mean-reversion dynamics. Without specific values for the short-term and long-term Simple Moving Averages defining this envelope, the precise degree of deviation from the statistical norm remains undefined in isolation. If the current price sits significantly above the upper band of such a structure, it technically suggests an overextended state where historical probability often favors a pullback toward the mean. Conversely, trading well below the lower boundary might indicate oversold conditions with potential for upward correction. The absence of defined SMA levels prevents a definitive assessment of whether the asset is in a trending phase or oscillating within a range, leaving the immediate trajectory ambiguous relative to these dynamic support and resistance zones. In this vacuum of specific envelope data, any inference regarding mean-reversion must remain theoretical rather than actionable. Technical frameworks relying on price action versus moving averages function by identifying divergences between current valuation and recent historical trends; however, without knowing where $618.83 falls within the calculated bands for CrowdStrike, one cannot determine if a reversion is statistically probable or if momentum may continue unimpeded. The market structure could be in an early expansion phase far removed from mean-reversion mechanics entirely, or it might represent a late-stage correction waiting to snap back toward equilibrium. Ultimately, the current price point alone does not confirm whether the stock is poised for stabilization at
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 HACK or IGV, the fund manager is mechanically forced to buy or sell CRWD shares regardless of CrowdStrike Holdings, Inc.'s individual fundamentals. We estimate $16.9B of passive capital is structurally linked to CRWD 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 CrowdStrike Holdings, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If CrowdStrike Holdings, Inc. (CRWD) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies ADVANCED MICRO DEVICES (AMD) as the most exposed collateral stock, sharing 3 ETFs with CRWD. 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.
CRWD Ownership Dynamics
Passive funds hold 1 in every 7 CRWD shares, reducing daily market volatility.
CrowdStrike Holdings, Inc. (CRWD) exerts measurable gravity on the passive index market, currently representing 5.2% of the Amplify Cybersecurity ETF (HACK) and 4.6% of the IGV (IGV). Across 31 tracked ETFs, approximately 37M shares (14.7% 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 CRWD Exposure
Float lock-up computed from 31 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
CRWD 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 CrowdStrike Holdings, Inc. over the past year sits near $486.68 (16% of 252-day volume). The current price of $768.95 trades 58.0% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target. The highly concentrated volume profile (16% at POC) indicates strong consensus on fair value — institutional participants have repeatedly transacted near this price.
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.
CRWD Capital Efficiency
How efficiently does CrowdStrike Holdings, Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
CrowdStrike Holdings, Inc. converts 680% 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 (-12.5%), 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 | 10 | $546.18 | $5,461.8 |
| 2026-05-12 | 1,112 | $542.26 | $602,993.12 |
| 2026-05-11 | 5,300 | $527.77 | $2.8M |
| 2026-05-08 | 1 | $505.72 | $505.72 |
| 2026-05-06 | 1 | $476.53 | $476.53 |
| 2026-05-04 | 200 | $455.64 | $91,128 |
| 2026-04-30 | 9 | $452.38 | $4,071.42 |
| 2026-04-28 | 1 | $454.61 | $454.61 |
| 2026-04-27 | 600 | $448.13 | $268,878 |
| 2026-04-23 | 1 | $466.68 | $466.68 |
| 2026-04-20 | 31,817 | $423.95 | $13.5M |
| 2026-04-17 | 1 | $418.20 | $418.2 |
| 2026-04-16 | 15,345 | $411.16 | $6.3M |
| 2026-04-15 | 3 | $398.49 | $1,195.47 |
| 2026-04-08 | 921 | $423.23 | $389,794.83 |
| 2026-04-06 | 19,859 | $399.12 | $7.9M |
| 2026-03-25 | 25 | $392.99 | $9,824.75 |
| 2026-03-17 | 42,346 | $423.84 | $17.9M |
| 2026-03-16 | 200 | $441.78 | $88,356 |
| 2026-03-13 | 388 | $441.54 | $171,317.52 |
| 2026-03-11 | 86 | $436.33 | $37,524.38 |
| 2026-03-10 | 8,283 | $434.13 | $3.6M |
| 2026-03-09 | 3,000 | $428.99 | $1.3M |
| 2026-03-05 | 444 | $407.68 | $181,009.92 |
| 2026-03-02 | 5,924 | $371.98 | $2.2M |
| 2026-02-23 | 29 | $388.60 | $11,269.4 |
| 2026-02-17 | 200 | $429.64 | $85,928 |
| 2026-02-04 | 4,008 | $421.73 | $1.7M |
| 2026-02-02 | 726 | $441.41 | $320,463.66 |
| 2026-01-30 | 18,034 | $444.62 | $8.0M |
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 | |
| ZS | 0.737 | 0.765 | High co-movement |
| PANW | 0.705 | 0.771 | High co-movement |
| NET | 0.642 | 0.694 | Moderate |
| SNOW | 0.628 | 0.741 | Moderate |
| TENB | 0.628 | 0.712 | Moderate |
| DDOG | 0.581 | 0.617 | Moderate |
| FTNT | 0.577 | 0.656 | Moderate |
| OKTA | 0.576 | 0.695 | Moderate |
| RBRK | 0.575 | 0.634 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare CRWD 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.