Expeditors International of Washington, Inc. (EXPD)
Quantitative Summary
DeterministicAt 25.5x earnings — a 43% discount to the sector average of 44.7x — EXPD is in the lower valuation range. Financial health metrics are strong: Piotroski 8/9, Altman Z 8.6 (above 3.0 safe zone threshold). DCF fair value of $69 implies 52% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedExpeditors International of Washington, Inc. demonstrates robust fundamental economics characterized by a substantial ROIC-WACC spread of +18.0%, indicating high capital efficiency relative to the cost of equity and debt. The DuPont decomposition reveals that this return on equity of 34.4% is primarily driven by exceptional asset turnover at 2.26x rather than leverage or margins, which sit at a modest 7.3%. This operational model is reinforced by strong financial health metrics, including a Piotroski F-Score of 8/9 and an Altman Z-Score of 8.7, while the Beneish M-Score of -2.55 suggests low earnings manipulation risk. However, revenue growth has moderated to 4.4% year-over-year, signaling that the high returns are sustained through efficiency rather than rapid top-line expansion.
Valuation analysis presents a divergence between market pricing and intrinsic value models. The stock currently trades at a P/E of 24.5x, which is significantly compressed relative to the sector average of 44.2x, suggesting the market may be discounting future prospects or penalizing slower growth expectations. Conversely, DCF modeling implies a fair value of $68 with an upside calculation showing -52.5%, indicating that current prices are substantially higher than the model's discounted cash flow output based on a 9.5% implied free cash flow growth rate over ten years. This discrepancy suggests the market is pricing in robust long-term execution despite the stock trading at a discount to historical and peer multiples, creating an environment where valuation models diverge from relative value metrics.
Risk factors are nuanced by factor exposure data showing positive contributions from both profitability (RMW: 0.419) and value (HML: 0.172), alongside a modest Fama-French alpha of 0.56%. Despite these favorable risk-adjusted return characteristics, insider activity over the last ninety days recorded $2,376,299 in net selling, which warrants attention as a counterweight to the strong fundamental scores and factor tilts. The synthesis of high profitability factors against significant insider outflows suggests that while the business model remains highly efficient, internal stakeholders may perceive specific near-term headwinds not fully captured by standard valuation multiples or growth assumptions.
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 4% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 9.3% | 11.3% | 13.3% |
|---|---|---|---|
| 2% | $80 | $64 | $55 |
| 3% | $88 | $69 | $58 |
| 4% | $99 | $75 | $61 |
Center = base case. Green = >10% upside, Red = >10% downside vs $157.87.
Pre-computed DCF: WACC=11.3%, terminal growth 3%. Fair value $69 (-52.0%). Not investment advice.
Valuation Context
Currently trading 29% above its 5-year average P/E of 18.7x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedExpeditors International of Washington, Inc. is currently trading at $158.42 within the Industrials sector. Without specific data regarding Simple Moving Average envelopes or defined support and resistance levels derived from historical price action in this prompt, a precise assessment of whether the current valuation sits near mean-reversion zones or extended deviations remains technically incomplete based solely on the provided figure. In the absence of these comparative metrics, it is impossible to determine if the stock exhibits characteristics typical of an overbought condition seeking correction or an oversold state anticipating recovery. The position relative to a theoretical moving average band cannot be established without knowing the specific timeframes and volatility parameters that define such envelopes for this asset class at this moment. Technical analysis relies heavily on the relationship between current pricing and dynamic trend lines, yet the necessary data points to calculate these relationships are not present here. Consequently, any discussion regarding mean-reversion potential must remain speculative rather than factual. The market price of $158.42 exists in a vacuum without context from recent average prices or volatility bands that would signal whether traders might expect a bounce back toward historical norms or continued momentum away from them. Until the missing envelope data is supplied, the technical setup regarding relative value and potential reversal patterns cannot be objectively synthesized. Readers are advised to consult full charting software with access to EXPD's historical price series to generate accurate moving average bands before forming conclusions about mean reversion. The current single-price snapshot does not provide sufficient
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 |
|---|---|---|
| 2026-06-01 | $0.8100 | +5.2% |
| 2025-12-01 | $0.7700 | 0.0% |
| 2025-06-02 | $0.7700 | +5.5% |
| 2024-12-02 | $0.7300 | 0.0% |
| 2024-06-03 | $0.7300 | +5.8% |
| 2023-11-30 | $0.6900 | 0.0% |
| 2023-05-31 | $0.6900 | +3.0% |
| 2022-11-30 | $0.6700 | 0.0% |
| 2022-05-31 | $0.6700 | +15.5% |
| 2021-11-30 | $0.5800 | 0.0% |
| 2021-05-28 | $0.5800 | +11.5% |
| 2020-11-30 | $0.5200 | 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 XTN or NOBL, the fund manager is mechanically forced to buy or sell EXPD shares regardless of Expeditors International of Washington, Inc.'s individual fundamentals. We estimate $3.1B of passive capital is structurally linked to EXPD 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 Expeditors International of Washington, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Expeditors International of Washington, Inc. (EXPD) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies CATERPILLAR INC (CAT) as the most exposed collateral stock, sharing 2 ETFs with EXPD. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 34 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
EXPD Ownership Dynamics
Passive funds hold 1 in every 6 EXPD shares, reducing daily market volatility.
Expeditors International of Washington, Inc. (EXPD) exerts notable gravity on the passive index market, currently representing 2.5% of the XTN (XTN) and 1.2% of the ProShares S&P 500 Dividend Aristocrats ETF (NOBL). Across 34 tracked ETFs, approximately 22M shares (16.7% 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 EXPD Exposure
Float lock-up computed from 34 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
EXPD 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 Expeditors International of Washington, Inc. over the past year sits near $119.45 (12% of 252-day volume). The current price of $157.87 trades 32.2% 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 (12% 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.
EXPD Capital Efficiency
How efficiently does Expeditors International of Washington, Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Expeditors International of Washington, Inc. converts 86% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. The positive ROIC-WACC spread of 18.2% 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 |
|---|---|---|---|
| 2026-05-04 | 1 | $147.23 | $147.23 |
| 2026-04-30 | 8 | $148.79 | $1,190.32 |
| 2026-04-28 | 2 | $148.10 | $296.2 |
| 2026-04-24 | 1 | $149.75 | $149.75 |
| 2026-04-15 | 3 | $144.91 | $434.73 |
| 2026-04-10 | 3,562 | $144.83 | $515,884.46 |
| 2026-04-08 | 2,681 | $144.53 | $387,484.93 |
| 2026-03-25 | 13 | $141.97 | $1,845.61 |
| 2026-03-23 | 1 | $146.35 | $146.35 |
| 2026-03-20 | 840 | $147.24 | $123,681.6 |
| 2026-03-16 | 4 | $142.55 | $570.2 |
| 2026-03-10 | 581 | $145.24 | $84,384.44 |
| 2026-02-20 | 3,055 | $150.70 | $460,388.5 |
| 2026-02-06 | 4 | $163.78 | $655.12 |
| 2026-01-30 | 340 | $161.50 | $54,910 |
| 2026-01-28 | 8 | $158.38 | $1,267.04 |
| 2026-01-27 | 6 | $158.84 | $953.04 |
| 2026-01-26 | 9 | $159.21 | $1,432.89 |
| 2026-01-23 | 45 | $160.80 | $7,236 |
| 2026-01-22 | 45 | $162.51 | $7,312.95 |
| 2026-01-21 | 45 | $159.12 | $7,160.4 |
| 2026-01-20 | 45 | $162.41 | $7,308.45 |
| 2026-01-16 | 56 | $163.76 | $9,170.56 |
| 2026-01-15 | 202 | $162.22 | $32,768.44 |
| 2026-01-14 | 126 | $160.69 | $20,246.94 |
| 2026-01-13 | 146 | $161.12 | $23,523.52 |
| 2026-01-12 | 26,962 | $158.89 | $4.3M |
| 2026-01-08 | 36,413 | $156.90 | $5.7M |
| 2026-01-06 | 26,657 | $154.40 | $4.1M |
| 2025-12-30 | 1,276 | $151.06 | $192,752.56 |
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 | |
| CHRW | 0.615 | 0.581 | Moderate |
| ODFL | 0.531 | 0.399 | Moderate |
| RXO | 0.509 | 0.447 | Moderate |
| DD | 0.464 | 0.394 | Moderate |
| JBHT | 0.447 | 0.291 | Moderate |
| PCAR | 0.445 | 0.341 | Moderate |
| SPG | 0.441 | 0.392 | Moderate |
| SWK | 0.440 | 0.272 | Moderate |
| J | 0.437 | 0.372 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare EXPD 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.