DuPont de Nemours, Inc. (DD)
Quantitative Summary
DeterministicDD trades at 117.6x earnings — a 234% premium to its sector average of 35.2x — without a dominant ROIC-WACC spread. Financial health is average: Piotroski 6/9, Altman Z 0.5.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of DuPont de Nemours, Inc. reveal a severe capital allocation challenge characterized by a negative ROIC-WACC spread of -8.5%, indicating that the company is currently destroying value relative to its cost of equity. This distress is compounded by a negative return on equity of -5.5% driven primarily by an unsustainable net margin contraction of -11.4%, which outweighs modest asset turnover and leverage effects. While the Piotroski F-Score of 6/9 suggests some underlying financial strength, this is sharply contradicted by an Altman Z-Score of 0.5, placing the firm in a high-risk zone for potential distress or bankruptcy, despite a negative Beneish M-Score that implies low earnings manipulation risk.
Valuation metrics present a stark divergence from historical norms and sector peers due to depressed profitability rather than exceptional growth prospects. The current price-to-earnings multiple of 216.6x is significantly elevated compared to the basic materials sector average of 36.1x, largely reflecting investor pricing in an implied free cash flow growth rate of 33.7% over ten years—a figure that appears inconsistent with the reported negative net margins and weak ROIC generation. This disconnect suggests the market may be anticipating a rapid turnaround or restructuring to restore profitability before earnings normalization can justify such high multiples on a trailing basis.
Risk-adjusted performance indicators offer mixed signals regarding future trajectory, showing strong momentum independent of traditional factor tilts but lacking specific directional catalysts from management. The stock exhibits an annual Fama-French alpha of 13.40%, indicating significant outperformance relative to its risk factors, while the value factor (HML) score of 0.496 confirms a distinct tilt toward undervalued characteristics within the portfolio construction framework. However, neutral insider flow over the last ninety days provides no internal confirmation of management's confidence in near-term operational improvements or capital deployment strategies.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
Valuation Context
Price Chart with Moving Averages
Technical Setup
AI GeneratedDuPont de Nemours, Inc. is currently trading at $48.64 within the Basic Materials sector. Without specific values for the Simple Moving Average envelope bands or their upper and lower thresholds, a precise determination of whether this price represents an overbought condition near resistance or an oversold state approaching support cannot be made. The relative position of the current market price against these dynamic averages is critical for assessing potential mean-reversion opportunities; typically, prices trading significantly outside the mid-range of such envelopes suggest a higher probability of reverting toward the central trend line, whereas prices hugging the middle band indicate consolidation or continued momentum in the prevailing direction. In the absence of defined envelope boundaries, it remains uncertain if $48.64 sits at an extreme relative to recent historical averages, which would signal heightened volatility and potential snap-back movements once statistical norms reassert themselves. Conversely, if this level aligns closely with the mean of the moving average range, the asset may be in a state of equilibrium where directional bias is less pronounced until new catalysts shift the price distribution away from the center. Observers should monitor how future trading sessions interact with these implied statistical limits to gauge whether the current valuation reflects a temporary deviation or a sustained structural change within the broader Basic Materials sector trends.
Quant Health Deep Dive
Profitability & Value Creation
⚠️ Dividend consumes >80% of FCF — sustainability risk.
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 |
|---|---|---|
| 2026-05-15 | $0.6000 | 0.0% |
| 2026-03-02 | $0.6000 | 0.0% |
| 2025-11-28 | $0.6000 | +16.6% |
| 2025-08-29 | $0.5146 | 0.0% |
| 2025-05-30 | $0.5146 | 0.0% |
| 2025-03-03 | $0.5146 | +7.9% |
| 2024-11-29 | $0.4770 | 0.0% |
| 2024-08-30 | $0.4770 | 0.0% |
| 2024-05-31 | $0.4770 | 0.0% |
| 2024-02-28 | $0.4770 | +5.6% |
| 2023-11-29 | $0.4519 | 0.0% |
| 2023-07-28 | $0.4519 | 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 XLB or VAW, the fund manager is mechanically forced to buy or sell DD shares regardless of DuPont de Nemours, Inc.'s individual fundamentals. We estimate $3.0B of passive capital is structurally linked to DD 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 DuPont de Nemours, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If DuPont de Nemours, Inc. (DD) 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 DD. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 28 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
DD Ownership Dynamics
Passive funds hold 1 in every 5 DD shares, reducing daily market volatility.
DuPont de Nemours, Inc. (DD) exerts notable gravity on the passive index market, currently representing 2.5% of the State Street Materials Select Sector SPDR ETF (XLB) and 1.2% of the VAW (VAW). Across 28 tracked ETFs, approximately 30M shares (22.0% of float) are held by passive funds and rarely trade on the open market. This high passive lock-up reduces the effective active float, which can amplify daily price volatility and momentum signals.
ETFs with Highest DD Exposure
Float lock-up computed from 28 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
DD 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 DuPont de Nemours, Inc. over the past year sits near $31.36 (44% of 252-day volume). The current price of $135.29 trades 331.4% 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 (44% 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.
DD Capital Efficiency
How efficiently does DuPont de Nemours, Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
DuPont de Nemours, Inc. converts 15% of its EBITDA into free cash flow, a low conversion rate suggesting heavy reinvestment. This may indicate a growth phase (building capacity) or structural capital intensity. The 85% reinvestment rate signals aggressive capacity expansion. However, the ROIC-WACC spread is negative (-8.3%), 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 |
|---|---|---|---|
| 2026-06-09 | 42,836 | $46.99 | $2.0M |
| 2026-06-08 | 19,801 | $46.85 | $927,676.85 |
| 2026-06-04 | 42,823 | $47.97 | $2.1M |
| 2026-05-15 | 2,500 | $50.60 | $126,500 |
| 2026-05-14 | 402 | $51.16 | $20,566.32 |
| 2026-04-28 | 25,668 | $46.69 | $1.2M |
| 2026-04-27 | 36 | $46.33 | $1,667.88 |
| 2026-04-15 | 3 | $46.68 | $140.04 |
| 2026-04-14 | 244 | $47.15 | $11,504.6 |
| 2026-04-09 | 195 | $47.85 | $9,330.75 |
| 2026-04-06 | 12 | $45.48 | $545.76 |
| 2026-03-27 | 3 | $46.02 | $138.06 |
| 2026-03-23 | 300 | $42.44 | $12,732 |
| 2026-03-20 | 3,176 | $43.52 | $138,219.52 |
| 2026-03-17 | 177 | $45.40 | $8,035.8 |
| 2026-03-16 | 7,320 | $44.90 | $328,668 |
| 2026-03-11 | 2,794 | $45.97 | $128,440.18 |
| 2026-03-10 | 466 | $45.24 | $21,081.84 |
| 2026-02-26 | 123 | $50.74 | $6,241.02 |
| 2026-02-25 | 276 | $51.07 | $14,095.32 |
| 2026-02-19 | 16 | $51.35 | $821.6 |
| 2026-02-17 | 156,668 | $50.22 | $7.9M |
| 2026-01-28 | 679 | $44.61 | $30,290.19 |
| 2026-01-20 | 347 | $42.86 | $14,872.42 |
| 2026-01-12 | 692 | $43.81 | $30,316.52 |
| 2026-01-09 | 38,429 | $43.40 | $1.7M |
| 2026-01-06 | 9,880 | $42.01 | $415,058.8 |
| 2025-12-31 | 9 | $40.68 | $366.12 |
| 2025-12-30 | 9 | $40.89 | $368.01 |
| 2025-12-23 | 3,387 | $41.48 | $140,492.76 |
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 |
|---|---|---|---|
| GVMXX | NaN | NaN | |
| MGMXX | NaN | NaN | |
| WTGXX | NaN | NaN | |
| SEE | 0.516 | 0.185 | Moderate |
| KBH | 0.463 | 0.595 | Moderate |
| ABSI | 0.366 | 0.465 | Moderate |
| HOLX | 0.290 | 0.036 | Low correlation |
| BLDR | 0.289 | 0.367 | Low correlation |
| MTH | 0.286 | 0.366 | Low correlation |
| HD | 0.282 | 0.344 | Low correlation |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare DD to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-07-17.
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.