Erie Indemnity Company (ERIE)
Quantitative Summary
DeterministicERIE trades at 19.5x earnings, roughly in line with its sector average of 19.2x. Financial health is average: Piotroski 4/9, Altman Z 10.1. DCF fair value of $275 suggests 5% upside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
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 → | 8% | 10% | 12% |
|---|---|---|---|
| 2% | $336 | $247 | $194 |
| 3% | $393 | $275 | $210 |
| 4% | $479 | $314 | $231 |
Center = base case. Green = >10% upside, Red = >10% downside vs $207.54.
Pre-computed DCF: WACC=10.0%, terminal growth 3%. Fair value $275 (+5.4%). Not investment advice.
Valuation Context
Currently trading 38% below its 5-year average P/E of 38.2x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedErie Indemnity Company currently trades at $223.15 within the Financial Services sector, presenting a technical snapshot that requires careful assessment of its risk profile relative to recent price action. The specific absence of drawdown metrics or volatility bands in the provided data limits a granular analysis of momentum fragility; however, the solitary price point suggests a need to scrutinize whether current levels represent a structural consolidation phase or a precarious overextension given broader market conditions for insurers. Without context on how far this level has retreated from recent highs or the magnitude of standard deviation in its trading range, it is difficult to definitively categorize the prevailing trend as robust or susceptible to sudden reversals based solely on this figure. In the absence of fundamental backdrop details such as earnings revisions, regulatory changes, or capital allocation shifts that often drive financial service equities, the technical picture remains incomplete regarding sustainability. A price level alone does not reveal if the upward trajectory is supported by deepening value realization or merely speculative positioning vulnerable to liquidity tightening. Consequently, any interpretation of momentum must remain tentative until corroborated by volatility compression metrics and historical drawdown patterns that would clarify whether current pricing reflects a resilient equilibrium or an unstable accumulation zone prone to sharp corrections.
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 |
|---|---|---|
| 2026-04-07 | $1.4630 | 0.0% |
| 2026-01-06 | $1.4630 | +7.2% |
| 2025-10-06 | $1.3650 | 0.0% |
| 2025-07-08 | $1.3650 | 0.0% |
| 2025-04-07 | $1.3650 | 0.0% |
| 2025-01-07 | $1.3650 | +7.1% |
| 2024-10-07 | $1.2750 | 0.0% |
| 2024-07-09 | $1.2750 | 0.0% |
| 2024-04-08 | $1.2750 | 0.0% |
| 2024-01-05 | $1.2750 | +7.1% |
| 2023-10-04 | $1.1900 | 0.0% |
| 2023-07-05 | $1.1900 | 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.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like KIE or NOBL, the fund manager is mechanically forced to buy or sell ERIE shares regardless of Erie Indemnity Company's individual fundamentals. We estimate $995M of passive capital is structurally linked to ERIE through 8 tracked ETFs. Passive flows have a limited but growing influence on ERIE'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 Erie Indemnity Company to visualize passive redemption contagion across ETFs and collateral stocks.
If Erie Indemnity Company (ERIE) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies OSCAR HEALTH INC CLASS A (OSCR) as the most exposed collateral stock, sharing 1 ETFs with ERIE. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 23 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
ERIE Ownership Dynamics
Passive funds hold 1 in every 11 ERIE shares, reducing daily market volatility.
Erie Indemnity Company (ERIE) exerts measurable gravity on the passive index market, currently representing 1.6% of the KIE (KIE) and 1.3% of the ProShares S&P 500 Dividend Aristocrats ETF (NOBL). Across 23 tracked ETFs, approximately 4M shares (9.1% 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 ERIE Exposure
Float lock-up computed from 23 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
ERIE 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 Erie Indemnity Company over the past year sits near $287.36 (13% of 252-day volume). The current price of $207.54 sits 27.8% below the POC — suggesting potential mean-reversion upside if institutional demand reasserts at this level. The highly concentrated volume profile (13% 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.
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 | 476 | $218.50 | $104,006 |
| 2026-05-08 | 6 | $216.75 | $1,300.5 |
| 2026-04-30 | 352 | $219.73 | $77,344.96 |
| 2026-04-21 | 243 | $253.63 | $61,632.09 |
| 2026-04-14 | 3,235 | $261.29 | $845,273.15 |
| 2026-04-13 | 217 | $253.76 | $55,065.92 |
| 2026-04-10 | 221 | $257.25 | $56,852.25 |
| 2026-04-08 | 71 | $248.54 | $17,646.34 |
| 2026-04-07 | 32,565 | $254.33 | $8.3M |
| 2026-04-02 | 275 | $246.99 | $67,922.25 |
| 2026-03-27 | 61 | $243.26 | $14,838.86 |
| 2026-03-26 | 350 | $236.09 | $82,631.5 |
| 2026-03-25 | 2,710 | $240.53 | $651,836.3 |
| 2026-03-23 | 87,510 | $240.37 | $21.0M |
| 2026-03-17 | 40 | $247.23 | $9,889.2 |
| 2026-03-16 | 38 | $246.91 | $9,382.58 |
| 2026-03-13 | 3,623 | $243.03 | $880,497.69 |
| 2026-03-12 | 6,319 | $242.70 | $1.5M |
| 2026-03-10 | 3,659 | $255.66 | $935,459.94 |
| 2026-03-06 | 388 | $269.70 | $104,643.6 |
| 2026-03-05 | 367 | $272.19 | $99,893.73 |
| 2026-03-04 | 276 | $272.16 | $75,116.16 |
| 2026-02-20 | 1,672 | $274.63 | $459,181.36 |
| 2026-02-12 | 3 | $280.49 | $841.47 |
| 2026-02-11 | 19 | $278.64 | $5,294.16 |
| 2026-02-09 | 171 | $287.71 | $49,198.41 |
| 2026-02-05 | 201 | $286.38 | $57,562.38 |
| 2026-02-04 | 520 | $280.75 | $145,990 |
| 2026-02-02 | 464 | $283.01 | $131,316.64 |
| 2026-01-20 | 161 | $283.21 | $45,596.81 |
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 | |
| AON | 0.534 | 0.518 | Moderate |
| MMC | 0.526 | 0.551 | Moderate |
| MRSH | 0.475 | 0.528 | Moderate |
| HIG | 0.472 | 0.444 | Moderate |
| BRO | 0.465 | 0.553 | Moderate |
| AJG | 0.459 | 0.509 | Moderate |
| AFL | 0.459 | 0.450 | Moderate |
| TRV | 0.455 | 0.459 | Moderate |
| ADP | 0.441 | 0.417 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare ERIE 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.