Globe Life Inc. (GL)
Quantitative Summary
DeterministicAt 10.6x earnings — a 45% discount to the sector average of 19.2x — GL is in the lower valuation range. Financial health is average: Piotroski 6/9, Altman Z 1.0. DCF fair value of $218 implies 48% upside from current prices based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of Globe Life Inc. present a distinct divergence between profitability efficiency and capital allocation quality, evidenced by an ROIC-WACC spread of -3.0%. While the DuPont decomposition reveals that equity generation is driven primarily by high leverage rather than operational efficiency—manifested in a 5.16x equity multiplier offsetting modest asset turnover—the Piotroski F-Score of 6/9 suggests reasonable financial strength despite an Altman Z-Score of 1.0, which flags elevated bankruptcy risk relative to peers. This structural tension indicates that current earnings are leveraged heavily against debt rather than generated from superior capital productivity, creating a fragile foundation for sustainable returns if leverage ratios tighten further.
Valuation metrics currently suggest significant compression relative to the broader financial services sector, with a P/E of 10.4x trading at roughly half the sector average of 18.3x. A DCF analysis implies substantial upside potential based on fair value assumptions; however, this valuation thesis relies entirely on an implied ten-year free cash flow growth rate of -6.1%, indicating that current pricing assumes a secular decline in cash generation rather than expansion. Consequently, the market appears to be discounting future profitability expectations aggressively, potentially pricing in stagnation or contraction absent any change in capital structure or margin dynamics.
Risk-adjusted performance data further complicates the investment case, as the stock exhibits negative Fama-French alpha of -6.64% annually and a Profitability Factor score near neutral territory at -0.005. Although the Value Factor tilt is pronounced with an HML coefficient of 0.680, suggesting alignment with value-oriented strategies, recent insider activity shows net selling totaling approximately $13.9 million over the last ninety days. This combination of negative risk premiums and active insider distribution alongside a low Altman Z-Score warrants careful scrutiny regarding downside protection before concluding that current valuation gaps represent an attractive entry point.
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 → | 6% | 7.3% | 9.3% |
|---|---|---|---|
| 2% | $247 | $181 | $126 |
| 3% | $322 | $218 | $144 |
| 4% | $473 | $279 | $167 |
Center = base case. Green = >10% upside, Red = >10% downside vs $151.05.
Pre-computed DCF: WACC=7.3%, terminal growth 3%. Fair value $218 (+48.0%). Not investment advice.
Valuation Context
Currently trading 3% below its 5-year average P/E of 10.7x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedGlobe Life Inc. is currently trading at $154.46, a position that requires contextualization against its moving average envelope to assess potential mean-reversion dynamics. Without specific deviation metrics or the location of recent price action relative to these statistical bands, it remains unclear whether the current valuation represents an extreme outlier or a stable equilibrium within the asset's historical volatility range. In financial services sectors where momentum often drives short-term pricing, determining if this level sits near the upper boundary of the envelope would suggest limited upside before a potential correction toward the mean. Conversely, positioning at the lower edge might indicate room for recovery back to average valuation levels. The absence of defined distance from key moving averages prevents a definitive assessment of overbought or oversold conditions based solely on this snapshot. Technical analysis relies heavily on the relationship between current price and its historical trend lines; if $154.46 is significantly detached from the central tendency, it implies heightened volatility risk as markets often seek to pull prices back toward established averages. However, without data confirming a squeeze or an expansion of the envelope parameters, any speculation regarding immediate reversal patterns remains theoretical. The current price point exists in isolation here, necessitating further observation of how subsequent trading sessions interact with these statistical boundaries before drawing conclusions about future directional bias or stability within the sector's broader context.
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 |
|---|---|---|
| 2026-04-02 | $0.3300 | +22.2% |
| 2026-01-05 | $0.2700 | 0.0% |
| 2025-10-03 | $0.2700 | 0.0% |
| 2025-07-03 | $0.2700 | 0.0% |
| 2025-04-03 | $0.2700 | +12.5% |
| 2025-01-06 | $0.2400 | 0.0% |
| 2024-10-04 | $0.2400 | 0.0% |
| 2024-07-05 | $0.2400 | 0.0% |
| 2024-04-04 | $0.2400 | +6.7% |
| 2024-01-04 | $0.2250 | 0.0% |
| 2023-10-05 | $0.2250 | 0.0% |
| 2023-07-03 | $0.2250 | 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 KIE or VFQY, the fund manager is mechanically forced to buy or sell GL shares regardless of Globe Life Inc.'s individual fundamentals. We estimate $1.6B of passive capital is structurally linked to GL 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 Globe Life Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Globe Life Inc. (GL) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies CINCINNATI FINANCIAL CORP (CINF) as the most exposed collateral stock, sharing 3 ETFs with GL. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 26 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
GL Ownership Dynamics
Passive funds hold 1 in every 7 GL shares, reducing daily market volatility.
Globe Life Inc. (GL) exerts measurable gravity on the passive index market, currently representing 2.0% of the KIE (KIE) and 0.5% of the VFQY (VFQY). Across 26 tracked ETFs, approximately 11M shares (13.9% 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 GL Exposure
Float lock-up computed from 26 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
GL 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 Globe Life Inc. over the past year sits near $140.22 (15% of 252-day volume). The current price of $151.05 trades 7.7% 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 (15% 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.
GL Capital Efficiency
How efficiently does Globe Life Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Globe Life Inc. converts 80% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. However, the ROIC-WACC spread is negative (-3.3%), 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 |
|---|---|---|---|
| 2026-05-13 | 35 | $154.91 | $5,421.85 |
| 2026-05-01 | 144 | $154.30 | $22,219.2 |
| 2026-04-29 | 224 | $152.67 | $34,198.08 |
| 2026-04-28 | 24 | $152.07 | $3,649.68 |
| 2026-04-27 | 39 | $152.56 | $5,949.84 |
| 2026-04-24 | 24 | $153.97 | $3,695.28 |
| 2026-04-15 | 3 | $148.20 | $444.6 |
| 2026-04-14 | 2,302 | $147.55 | $339,660.1 |
| 2026-04-09 | 433 | $147.85 | $64,019.05 |
| 2026-04-02 | 326 | $140.43 | $45,780.18 |
| 2026-03-25 | 8 | $138.58 | $1,108.64 |
| 2026-03-16 | 200 | $138.46 | $27,692 |
| 2026-03-10 | 227 | $142.01 | $32,236.27 |
| 2026-03-02 | 265 | $145.26 | $38,493.9 |
| 2026-02-27 | 255 | $146.08 | $37,250.4 |
| 2026-02-26 | 255 | $144.15 | $36,758.25 |
| 2026-02-23 | 43 | $144.39 | $6,208.77 |
| 2026-02-20 | 43 | $144.01 | $6,192.43 |
| 2026-02-18 | 43 | $145.91 | $6,274.13 |
| 2026-02-11 | 1,367 | $141.95 | $194,045.65 |
| 2026-02-06 | 255 | $146.95 | $37,472.25 |
| 2026-02-05 | 49,772 | $144.82 | $7.2M |
| 2026-02-02 | 109 | $140.22 | $15,283.98 |
| 2026-01-09 | 29,930 | $142.47 | $4.3M |
| 2026-01-02 | 6,352 | $139.86 | $888,390.72 |
| 2025-12-23 | 420 | $142.53 | $59,862.6 |
| 2025-12-22 | 357 | $139.64 | $49,851.48 |
| 2025-12-17 | 26,657 | $140.74 | $3.8M |
| 2025-12-12 | 116 | $139.04 | $16,128.64 |
| 2025-12-05 | 39 | $130.82 | $5,101.98 |
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 | |
| HIG | 0.679 | 0.709 | Moderate |
| CINF | 0.597 | 0.618 | Moderate |
| AFL | 0.588 | 0.614 | Moderate |
| TRV | 0.585 | 0.617 | Moderate |
| L | 0.575 | 0.599 | Moderate |
| MET | 0.528 | 0.564 | Moderate |
| VRTPX | 0.516 | 0.348 | Moderate |
| MMC | 0.508 | 0.501 | Moderate |
| WRB | 0.506 | 0.502 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare GL 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.