DTE Energy Company (DTE)
Quantitative Summary
DeterministicDTE trades at 23.5x earnings, roughly in line with its sector average of 24.4x. Financial health is average: Piotroski 5/9, Altman Z 1.0.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of DTE Energy reveal a capital allocation challenge where the return on invested capital sits at 4.2%, falling short against a weighted average cost of capital of 6.0% to generate an unfavorable spread of -1.8%. Despite this efficiency drag, earnings per share are supported by significant leverage, as evidenced by an equity multiplier of 4.39x within the DuPont decomposition that yields an ROE of 11.9%, driven primarily by asset turnover rather than operational margin expansion or profitability strength. While the Piotroski F-Score of 5/9 suggests moderate financial health and the Beneish M-Score of -2.38 indicates low earnings manipulation risk, the Altman Z-Score of 1.0 flags elevated bankruptcy distress relative to historical norms for utilities. This structural tension is further highlighted by a Profitability Factor (RMW) delta of -0.233, signaling that recent performance lags sector peers in generating returns from operations despite strong gross margins near 30%.
Valuation metrics present a mixed picture where the current P/E ratio of 21.1x trades at a discount to the sector average of 24.2x, yet this compression may reflect market skepticism regarding future growth sustainability rather than pure undervaluation. The substantial year-over-year revenue growth of 27.0% contrasts sharply with the weak profitability factor and negative ROIC spread, suggesting that top-line expansion has not yet translated into efficient capital deployment or margin accretion. Without a provided DCF model to establish a specific fair value anchor, the market appears pricing in limited upside potential given the divergence between robust revenue momentum and deteriorating return metrics on invested assets.
Risk-adjusted performance data indicates a nuanced factor profile: the stock exhibits a positive Fama-French Alpha of 1.05% annually, outperforming its benchmark after costs, while maintaining a Value Factor (HML) tilt of 0.491 that aligns with its lower P/E multiple relative to peers. However, the negative RMW delta and distress-adjacent Altman score introduce counterbalancing risks that may constrain long-term alpha generation if operational efficiency does not improve. Insider activity remains neutral over the last ninety days, offering no directional signal from corporate insiders regarding future capital allocation or strategic shifts.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
Valuation Context
Currently trading 9% above its 5-year average P/E of 19.5x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedDTE Energy Company is currently trading at $143.15, a position that requires contextualization against its moving average envelope to assess relative value. Without specific numerical data regarding the short-term and long-term Simple Moving Averages or their standard deviation bands, it is impossible to definitively state whether the current price represents an extreme outlier or sits comfortably within historical volatility ranges. In utility sectors like this one, prices often gravitate toward mean levels over time; therefore, if $143.15 were significantly distant from the central tendency of its recent trend lines, it might theoretically suggest a higher probability of a corrective move back toward equilibrium. Conversely, proximity to these averages would imply that the asset is currently operating within expected statistical bounds, offering no immediate signal for deviation based solely on this price point. The absence of explicit band boundaries prevents a clear determination of whether the stock is technically overextended or underweight relative to its recent history. Market participants observing this setup must evaluate how far $143.15 deviates from the calculated mean to gauge potential reversal dynamics. If the current level sits at the outer edges of a typical envelope, historical patterns in similar utility stocks often show increased volatility as prices attempt to return to the center line. However, without knowing the width of these bands or the duration over which they were established, any assessment of mean-reversion potential remains speculative and dependent on unseen statistical parameters that define the normal trading range for this specific security at this moment.
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
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-03-16 | $1.1650 | 0.0% |
| 2025-12-15 | $1.1650 | +6.9% |
| 2025-09-15 | $1.0900 | 0.0% |
| 2025-06-16 | $1.0900 | 0.0% |
| 2025-03-17 | $1.0900 | 0.0% |
| 2024-12-16 | $1.0900 | +6.9% |
| 2024-09-16 | $1.0200 | 0.0% |
| 2024-06-17 | $1.0200 | 0.0% |
| 2024-03-15 | $1.0200 | 0.0% |
| 2023-12-15 | $1.0200 | +7.0% |
| 2023-09-15 | $0.9530 | 0.0% |
| 2023-06-15 | $0.9530 | 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 XLU or VPU, the fund manager is mechanically forced to buy or sell DTE shares regardless of DTE Energy Company's individual fundamentals. We estimate $8.5B of passive capital is structurally linked to DTE 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 DTE Energy Company to visualize passive redemption contagion across ETFs and collateral stocks.
If DTE Energy Company (DTE) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies NEXTERA ENERGY INC (NEE) as the most exposed collateral stock, sharing 1 ETFs with DTE. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 40 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
DTE Ownership Dynamics
Passive funds hold 1 in every 1 DTE shares, reducing daily market volatility.
DTE Energy Company (DTE) exerts significant gravity on the passive index market, currently representing 2.1% of the State Street Utilities Select Sector SPDR ETF (XLU) and 2.0% of the VPU (VPU). Across 39 tracked ETFs, approximately 146M shares (70.1% 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 DTE Exposure
Float lock-up computed from 39 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
DTE 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 DTE Energy Company over the past year sits near $129.78 (11% of 252-day volume). The current price of $142.65 trades 9.9% 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.
DTE Capital Efficiency
How efficiently does DTE Energy Company convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
DTE Energy Company converts -26% of its EBITDA into free cash flow, negative FCF conversion — the company is consuming cash faster than it generates EBITDA, which is unsustainable long-term. The 126% reinvestment rate signals aggressive capacity expansion. However, the ROIC-WACC spread is negative (-2.0%), 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 | 107 | $142.00 | $15,194 |
| 2026-05-07 | 6 | $142.44 | $854.64 |
| 2026-05-06 | 32 | $143.50 | $4,592 |
| 2026-05-01 | 278 | $151.69 | $42,169.82 |
| 2026-04-30 | 10,305 | $147.03 | $1.5M |
| 2026-04-24 | 1,598 | $147.40 | $235,545.2 |
| 2026-04-15 | 104 | $147.74 | $15,364.96 |
| 2026-03-31 | 187 | $146.06 | $27,313.22 |
| 2026-03-26 | 7,369 | $143.45 | $1.1M |
| 2026-03-25 | 21 | $143.32 | $3,009.72 |
| 2026-03-17 | 24 | $149.26 | $3,582.24 |
| 2026-03-16 | 600 | $149.57 | $89,742 |
| 2026-03-12 | 455 | $146.52 | $66,666.6 |
| 2026-03-11 | 4,797 | $147.76 | $708,804.72 |
| 2026-03-06 | 31,406 | $148.64 | $4.7M |
| 2026-03-03 | 51,759 | $147.65 | $7.6M |
| 2026-03-02 | 613 | $148.24 | $90,871.12 |
| 2026-02-23 | 141,836 | $145.00 | $20.6M |
| 2026-02-06 | 1,267 | $136.14 | $172,489.38 |
| 2026-01-16 | 14,069 | $134.61 | $1.9M |
| 2025-12-31 | 23 | $129.78 | $2,984.94 |
| 2025-12-24 | 354 | $128.52 | $45,496.08 |
| 2025-12-23 | 33 | $128.31 | $4,234.23 |
| 2025-11-28 | 44 | $136.78 | $6,018.32 |
| 2025-11-14 | 59 | $137.72 | $8,125.48 |
| 2025-11-13 | 227 | $140.28 | $31,843.56 |
| 2025-10-31 | 3,449 | $138.06 | $476,168.94 |
| 2025-10-15 | 301 | $141.65 | $42,636.65 |
| 2025-10-09 | 4 | $141.58 | $566.32 |
| 2025-10-08 | 4 | $142.41 | $569.64 |
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 | |
| CMS | 0.859 | 0.838 | High co-movement |
| LNT | 0.824 | 0.807 | High co-movement |
| AEE | 0.823 | 0.794 | High co-movement |
| WEC | 0.818 | 0.777 | High co-movement |
| CNP | 0.758 | 0.788 | High co-movement |
| PNW | 0.758 | 0.725 | High co-movement |
| EVRG | 0.757 | 0.764 | High co-movement |
| DUK | 0.743 | 0.725 | High co-movement |
| PPL | 0.729 | 0.690 | High co-movement |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare DTE 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.