Expand Energy Corporation (EXE)
Quantitative Summary
DeterministicAt 6.9x earnings — a 80% discount to the sector average of 34.8x — EXE is in the lower valuation range. Strong operational fundamentals (Piotroski 8/9) with Altman Z of 2.4. DCF fair value of $391 implies 300% upside from current prices based on model assumptions. Beneish M-Score of -2.13 exceeds the -2.22 academic threshold — earnings quality may warrant further review.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of Expand Energy Corporation present a paradoxical profile characterized by exceptional earnings quality metrics juxtaposed with modest capital efficiency. While the Piotroski F-Score of 8/9 and Beneish M-Score of -2.13 signal robust financial strength and low manipulation risk, the DuPont decomposition reveals that an ROE of 9.8% is driven primarily by high net margins (14.9%) rather than operational leverage or asset turnover; this efficiency on a small asset base results in a compressed ROIC-WACC spread of only +0.6%, indicating limited value creation relative to the cost of capital despite strong profitability factors like a 50.8% gross margin and significant insider net buying totaling $315,660 over ninety days.
Valuation metrics suggest a substantial disconnect between current market pricing and intrinsic worth derived from discounted cash flow analysis. Trading at a P/E multiple of 13.7x versus a sector average of 31.4x, the stock appears deeply undervalued relative to peers, with a DCF model implying fair value at $397 and potential upside exceeding 261%. However, this valuation premium is counterbalanced by an implied free cash flow growth rate of -0.2% over ten years, suggesting the market may be pricing in stagnation or that current earnings are not yet translating into sustainable reinvestable cash flows.
Risk-adjusted return profiles offer mixed signals regarding future performance drivers. Although the stock exhibits a positive Fama-French alpha of 0.71%, indicating outperformance relative to style factors, it carries conflicting factor exposures: a strong value tilt with an HML score of 0.681 contrasts sharply with a weak profitability signal (RMW) of -0.129. This divergence implies that while the asset is priced for low multiples and high distress avoidance given its Altman Z-Score of 2.7, it lacks the broad-based profitability momentum often required to sustain long-term alpha in a rising rate environment.
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 189% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 6% | 7.3% | 9.3% |
|---|---|---|---|
| 2% | $439 | $321 | $222 |
| 3% | $578 | $391 | $254 |
| 4% | $854 | $503 | $298 |
Center = base case. Green = >10% upside, Red = >10% downside vs $91.54.
Pre-computed DCF: WACC=7.3%, terminal growth 3%. Fair value $391 (+299.7%). Not investment advice.
Valuation Context
Currently trading 16% above its 5-year average P/E of 11.2x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedExpand Energy Corporation is currently trading at $100.89, a price point that requires comparison against its established moving averages to determine the prevailing trend direction and momentum status. Without specific average values provided in the data set, it remains unclear whether the stock is positioned above or below these key dynamic support levels, which typically serve as benchmarks for bullish or bearish market sentiment. The absence of Relative Strength Index figures further limits the ability to assess short-term velocity or potential overbought and oversold conditions based solely on this snapshot. In an energy sector context where volatility often dictates price action near round numbers like $100, the proximity to such a psychological barrier can influence trading behavior independent of fundamental metrics. Technical analysis generally relies on the convergence of multiple indicators to confirm trend strength; therefore, relying exclusively on the current share price offers an incomplete picture of market dynamics. Traders observing this asset would need to correlate the present level with historical moving averages and momentum oscillators to gauge if upward pressure is sustaining or if corrective movements are imminent. The data provided highlights a specific moment in time rather than a directional forecast, emphasizing that technical setups evolve rapidly as new price points emerge. Any assessment of whether the stock exhibits strong bullish characteristics or faces resistance would necessitate additional context regarding its relationship with long-term and short-term averages. Consequently, while the current valuation is noted at $100.89, interpreting this figure in isolation does not reveal sufficient information to definitively characterize the immediate
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
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 |
|---|---|---|
| 2026-05-14 | $0.5750 | 0.0% |
| 2026-03-05 | $0.5750 | 0.0% |
| 2025-11-13 | $0.5750 | -60.8% |
| 2025-08-14 | $1.4650 | +154.8% |
| 2025-05-15 | $0.5750 | 0.0% |
| 2025-03-11 | $0.5750 | 0.0% |
| 2024-11-14 | $0.5750 | 0.0% |
| 2024-08-15 | $0.5750 | -19.6% |
| 2024-05-15 | $0.7150 | +24.3% |
| 2024-03-06 | $0.5750 | 0.0% |
| 2023-11-15 | $0.5750 | 0.0% |
| 2023-08-16 | $0.5750 | -51.3% |
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 XOP or XLE, the fund manager is mechanically forced to buy or sell EXE shares regardless of Expand Energy Corporation's individual fundamentals. We estimate $4.1B of passive capital is structurally linked to EXE 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 Expand Energy Corporation to visualize passive redemption contagion across ETFs and collateral stocks.
If Expand Energy Corporation (EXE) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies EXXON MOBIL CORP (XOM) as the most exposed collateral stock, sharing 2 ETFs with EXE. 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.
EXE Ownership Dynamics
Passive funds hold 1 in every 6 EXE shares, reducing daily market volatility.
Expand Energy Corporation (EXE) exerts notable gravity on the passive index market, currently representing 2.3% of the XOP (XOP) and 1.3% of the State Street Energy Select Sector SPDR ETF (XLE). Across 29 tracked ETFs, approximately 41M 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 EXE Exposure
Float lock-up computed from 29 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
EXE 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 Expand Energy Corporation over the past year sits near $107.12 (11% of 252-day volume). The current price of $91.54 sits 14.5% below the POC — suggesting potential mean-reversion upside if institutional demand reasserts at this level.
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.
EXE Capital Efficiency
How efficiently does Expand Energy Corporation convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Expand Energy Corporation converts 30% of its EBITDA into free cash flow, a moderate conversion rate — significant EBITDA is consumed by capital expenditures, working capital changes, or interest payments. The 70% reinvestment rate signals aggressive capacity expansion. The positive ROIC-WACC spread of 0.5% confirms that reinvested capital creates 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 | 4 | $96.43 | $385.72 |
| 2026-05-07 | 2 | $96.93 | $193.86 |
| 2026-05-04 | 2 | $100.12 | $200.24 |
| 2026-04-16 | 425 | $96.05 | $40,821.25 |
| 2026-04-15 | 3 | $95.69 | $287.07 |
| 2026-04-14 | 695 | $97.78 | $67,957.1 |
| 2026-04-02 | 1,150 | $106.03 | $121,934.5 |
| 2026-03-25 | 23 | $109.69 | $2,522.87 |
| 2026-03-24 | 15 | $107.64 | $1,614.6 |
| 2026-03-23 | 600 | $107.32 | $64,392 |
| 2026-03-20 | 1 | $107.95 | $107.95 |
| 2026-03-05 | 4 | $105.88 | $423.52 |
| 2026-03-04 | 86,870 | $107.99 | $9.4M |
| 2026-03-03 | 6 | $108.49 | $650.94 |
| 2026-02-27 | 1,955 | $106.29 | $207,796.95 |
| 2026-02-26 | 1,958 | $106.05 | $207,645.9 |
| 2026-02-25 | 1,958 | $103.18 | $202,026.44 |
| 2026-02-23 | 1,108 | $108.06 | $119,730.48 |
| 2026-02-20 | 86 | $103.85 | $8,931.1 |
| 2026-02-11 | 25 | $102.21 | $2,555.25 |
| 2026-02-04 | 4 | $108.50 | $434 |
| 2026-01-22 | 5,500 | $109.50 | $602,250 |
| 2026-01-21 | 2,574 | $104.75 | $269,626.5 |
| 2026-01-20 | 23 | $99.88 | $2,297.24 |
| 2026-01-15 | 6,698 | $101.46 | $679,579.08 |
| 2026-01-14 | 96 | $102.98 | $9,886.08 |
| 2026-01-09 | 2 | $104.30 | $208.6 |
| 2026-01-07 | 13 | $105.43 | $1,370.59 |
| 2026-01-02 | 7 | $110.36 | $772.52 |
| 2025-12-29 | 4 | $109.49 | $437.96 |
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 | |
| EQT | 0.830 | 0.829 | High co-movement |
| CTRA | 0.534 | 0.550 | Moderate |
| KMI | 0.458 | 0.342 | Moderate |
| WMB | 0.429 | 0.292 | Moderate |
| LNG | 0.354 | 0.202 | Moderate |
| TRGP | 0.353 | 0.340 | Moderate |
| OKE | 0.349 | 0.320 | Moderate |
| EOG | 0.316 | 0.382 | Moderate |
| AROC | 0.313 | 0.289 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare EXE 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.