Entergy Corporation (ETR)
Quantitative Summary
DeterministicETR trades at 27.9x earnings, roughly in line with its sector average of 24.4x. Financial health is average: Piotroski 6/9, Altman Z 1.1.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of ETR present a distinct divergence between operational profitability and capital efficiency. While the DuPont decomposition reveals that returns are primarily driven by high net margins (13.7%) amplified significantly by financial leverage (4.23x equity multiplier), the underlying return on invested capital stands at 4.5%, creating a negative spread of -2.4% against the cost of capital. This indicates the firm is currently destroying value through its deployed assets, despite maintaining robust gross margins and steady revenue growth of 9.0%. Credit risk metrics further complicate this picture; an Altman Z-Score of 1.1 signals potential distress territory, contrasting sharply with a strong Beneish M-Score of -2.65 that suggests low earnings manipulation risk, while the Piotroski F-Score of 6/9 reflects generally healthy financial strength absent recent deterioration.
Valuation multiples currently trade at 29.4x P/E, requiring significant growth realization to justify this premium given the negative ROIC-WACC spread. The market appears pricing in a future trajectory that contradicts current capital allocation efficiency, as evidenced by the weak profitability factor (RMW) of -0.362 relative to its value tilt (HML: 0.550). Although the stock exhibits substantial momentum with an annual Fama-French alpha of 16.63%, this outperformance may be decoupling from fundamentals if capital efficiency does not improve, as the current leverage-driven ROE cannot sustainably support such a high multiple without expanding margins or asset turnover.
Recent insider activity shows $6,213,367 in net selling over 90 days, introducing a counterweight to the strong alpha and growth narrative. This combination of negative capital efficiency, elevated valuation relative to intrinsic returns, and active insider distribution creates a risk profile where current pricing assumes an improvement in operating leverage that historical metrics do not yet support. The tension between high-margin revenue generation and value-destructive asset deployment suggests investors must weigh whether the momentum-driven alpha is sustainable or if fundamental constraints will eventually force a re-rating of expectations downward.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
Valuation Context
Currently trading 31% above its 5-year average P/E of 22.7x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedEntergy Corporation is currently trading at $110.55, presenting a specific technical snapshot within the utilities sector that warrants observation regarding its momentum and trend alignment. Without explicit moving average data points provided in the immediate context, the assessment of whether the price sustains an uptrend or faces downward pressure relies on comparing this current level against key historical averages such as the 50-day or 200-day lines. If the $110.55 figure sits above these benchmarks, it would typically signal bullish momentum where buyers are maintaining control; conversely, a position below them might indicate lingering bearish sentiment. The Relative Strength Index (RSI) serves as a critical gauge for short-term velocity in this absence of volume data, though its specific reading is not included here to form the analysis. In the broader context of technical synthesis, the interplay between price location relative to moving averages and RSI readings determines the strength of the current trend. A scenario where price hovers above major averages while the RSI remains in neutral territory suggests a consolidation phase rather than an aggressive breakout or breakdown. However, if the RSI were approaching overbought thresholds near 70 or oversold levels below 30, it would imply potential exhaustion in the prevailing momentum direction. Since only the current price is available, definitive conclusions about trend strength remain incomplete without integrating the missing average data and oscillator values. Ultimately, the technical picture for Entergy at this specific moment depends heavily
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.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-05-01 | $0.6400 | 0.0% |
| 2026-02-09 | $0.6400 | 0.0% |
| 2025-11-13 | $0.6400 | +6.7% |
| 2025-08-13 | $0.6000 | 0.0% |
| 2025-05-02 | $0.6000 | 0.0% |
| 2025-02-10 | $0.6000 | 0.0% |
| 2024-11-13 | $0.6000 | +6.2% |
| 2024-08-13 | $0.5650 | 0.0% |
| 2024-05-01 | $0.5650 | 0.0% |
| 2024-02-08 | $0.5650 | 0.0% |
| 2023-11-13 | $0.5650 | +5.6% |
| 2023-08-10 | $0.5350 | 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 ETR shares regardless of Entergy Corporation's individual fundamentals. We estimate $8.7B of passive capital is structurally linked to ETR 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 Entergy Corporation to visualize passive redemption contagion across ETFs and collateral stocks.
If Entergy Corporation (ETR) 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 ETR. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 31 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
ETR Ownership Dynamics
Passive funds hold 1 in every 6 ETR shares, reducing daily market volatility.
Entergy Corporation (ETR) exerts notable gravity on the passive index market, currently representing 3.6% of the State Street Utilities Select Sector SPDR ETF (XLU) and 3.3% of the VPU (VPU). Across 30 tracked ETFs, approximately 78M shares (17.0% 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 ETR Exposure
Float lock-up computed from 30 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
ETR 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 Entergy Corporation over the past year sits near $95.50 (14% of 252-day volume). The current price of $107.60 trades 12.7% 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 (14% 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.
ETR Capital Efficiency
How efficiently does Entergy Corporation convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Entergy Corporation converts -45% 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 145% reinvestment rate signals aggressive capacity expansion. However, the ROIC-WACC spread is negative (-2.4%), 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 |
|---|---|---|---|
| 2026-05-12 | 5 | $112.97 | $564.85 |
| 2026-05-11 | 4,074 | $111.59 | $454,617.66 |
| 2026-05-07 | 113,398 | $112.96 | $12.8M |
| 2026-04-23 | 3,197 | $110.47 | $353,172.59 |
| 2026-04-21 | 245 | $113.66 | $27,846.7 |
| 2026-04-20 | 445 | $115.52 | $51,406.4 |
| 2026-04-15 | 6 | $115.57 | $693.42 |
| 2026-04-02 | 2,420 | $113.58 | $274,863.6 |
| 2026-04-01 | 78 | $112.36 | $8,764.08 |
| 2026-03-26 | 57 | $102.76 | $5,857.32 |
| 2026-03-25 | 85 | $102.52 | $8,714.2 |
| 2026-03-16 | 9 | $105.58 | $950.22 |
| 2026-03-13 | 6,407 | $104.52 | $669,659.64 |
| 2026-03-12 | 31,982 | $103.82 | $3.3M |
| 2026-03-09 | 462 | $104.70 | $48,371.4 |
| 2026-03-06 | 9,462 | $105.48 | $998,051.76 |
| 2026-03-05 | 1,564 | $106.49 | $166,550.36 |
| 2026-03-04 | 813 | $105.81 | $86,023.53 |
| 2026-02-27 | 14,761 | $105.73 | $1.6M |
| 2026-02-24 | 43 | $104.87 | $4,509.41 |
| 2026-02-05 | 2 | $96.83 | $193.66 |
| 2026-01-29 | 81,771 | $96.48 | $7.9M |
| 2026-01-21 | 42,565 | $94.75 | $4.0M |
| 2026-01-15 | 6,545 | $95.17 | $622,887.65 |
| 2026-01-12 | 9,112 | $93.52 | $852,154.24 |
| 2026-01-08 | 27,211 | $91.31 | $2.5M |
| 2025-12-26 | 22 | $92.67 | $2,038.74 |
| 2025-12-24 | 304 | $92.33 | $28,068.32 |
| 2025-12-23 | 68 | $91.99 | $6,255.32 |
| 2025-12-22 | 31,646 | $91.50 | $2.9M |
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 | |
| AEE | 0.727 | 0.674 | High co-movement |
| NI | 0.698 | 0.716 | Moderate |
| DTE | 0.693 | 0.654 | Moderate |
| EVRG | 0.680 | 0.656 | Moderate |
| LNT | 0.676 | 0.637 | Moderate |
| CNP | 0.670 | 0.619 | Moderate |
| WEC | 0.648 | 0.585 | Moderate |
| SRE | 0.648 | 0.646 | Moderate |
| PEG | 0.645 | 0.620 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare ETR 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.