GLPI (GLPI)
Quantitative Summary
DeterministicFinancial health is average: Piotroski 6/9, Altman Z 1.5. DCF fair value of $30 implies 35% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe company exhibits a highly profitable margin profile with net margins at 51.7% and gross margins near 96.5%, yet this is driven by low asset turnover of just 0.12x rather than operational efficiency or leverage expansion, resulting in an ROE primarily fueled by equity multiplication. While the Piotroski F-Score of 6/9 suggests reasonable financial strength and a negative Beneish M-Score indicates limited earnings manipulation risk, the Altman Z-Score of 1.5 signals elevated bankruptcy distress relative to industry peers. Capital allocation efficiency remains constrained as the ROIC-WACC spread is minimal at +0.4%, implying that current returns barely exceed the cost of capital despite the robust top-line profitability metrics and modest revenue growth of 4.1% YoY.
Valuation analysis reveals a significant disconnect between market pricing and intrinsic value estimates, with the stock trading at a P/E multiple of 15.1x while a DCF model suggests a fair value $32 lower than current levels, representing an implied downside of approximately 27.6%. This valuation gap aligns with conservative long-term expectations for free cash flow growth, which are modeled at only 2.7% annually over the next decade. Although the stock displays a positive tilt toward the Value factor (HML) at 0.271, these fundamentals suggest that current pricing already reflects an optimistic view of future profitability relative to its historical discount rates and projected cash generation capabilities.
Risk-adjusted performance metrics further complicate the investment case; the annual Fama-French Alpha stands at -2.66%, indicating underperformance after adjusting for market risk factors over time. Furthermore, insider activity during the past 90 days shows $3,203,836 in net selling, which often precedes or accompanies periods of uncertainty regarding future guidance or capital needs. Combined with a negative Profitability Factor (RMW) score of -0.152 despite high reported margins, these signals suggest that the market may be pricing in potential deterioration in operational efficiency rather than sustainable margin expansion from current levels.
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% | 7.4% | 9.4% |
|---|---|---|---|
| 2% | $38 | $22 | $9 |
| 3% | $55 | $30 | $13 |
| 4% | $90 | $44 | $19 |
Center = base case. Green = >10% upside, Red = >10% downside vs $46.39.
Pre-computed DCF: WACC=7.4%, terminal growth 3%. Fair value $30 (-35.3%). Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedGLPI is currently trading at $47.22, a position that requires contextualization against its surrounding moving average envelope to assess relative value. Without specific upper and lower band parameters provided in the dataset, it remains impossible to definitively categorize this price point as statistically overbought or oversold within the mean-reversion framework. The current level sits at an ambiguous midpoint where historical volatility patterns would typically dictate whether a pullback toward support is imminent or if momentum might extend further upward before correction occurs. In terms of potential mean reversion, the technical setup suggests that any deviation from established averages must be evaluated against recent standard deviations to gauge probability. If $47.22 represents a significant stretch beyond the median trend line, historical data for similar assets often indicates a higher likelihood of price contraction back toward equilibrium rather than continued linear expansion. Conversely, if this price aligns closely with the centerline or lower boundary of the envelope, it could imply that downside pressure is diminished and stabilization near current levels may precede further appreciation. Ultimately, the relative-value proposition hinges on where $47.22 falls within the unseen range defined by recent average prices. Traders observing this setup must weigh whether the asset has exhausted its move away from the mean or if it retains sufficient momentum to test higher resistance zones before a corrective phase begins. The absence of explicit band boundaries prevents a conclusive determination of immediate overextension, leaving the interpretation open based on how future price action interacts with these implied
Quant Health Deep Dive
Profitability & Value Creation
⚠️ Dividend consumes >80% of FCF — sustainability risk.
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 |
|---|---|---|
| 2026-03-13 | $0.7800 | 0.0% |
| 2025-12-05 | $0.7800 | 0.0% |
| 2025-09-12 | $0.7800 | 0.0% |
| 2025-06-13 | $0.7800 | +2.6% |
| 2025-03-14 | $0.7600 | 0.0% |
| 2024-12-06 | $0.7600 | 0.0% |
| 2024-09-13 | $0.7600 | 0.0% |
| 2024-06-07 | $0.7600 | 0.0% |
| 2024-03-14 | $0.7600 | +4.1% |
| 2023-12-07 | $0.7300 | 0.0% |
| 2023-09-14 | $0.7300 | +1.4% |
| 2023-06-15 | $0.7200 | -25.8% |
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 VNQ or MDYV, the fund manager is mechanically forced to buy or sell GLPI shares regardless of GLPI's individual fundamentals. We estimate $1.3B of passive capital is structurally linked to GLPI 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 GLPI to visualize passive redemption contagion across ETFs and collateral stocks.
If GLPI (GLPI) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Vanguard Real Estate II Index Fund Institutional Plus Shares (VRTPX) as the most exposed collateral stock, sharing 1 ETFs with GLPI. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 14 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
GLPI Ownership Dynamics
Passive funds hold 1 in every 10 GLPI shares, reducing daily market volatility.
GLPI (GLPI) exerts measurable gravity on the passive index market, currently representing 0.7% of the Vanguard Real Estate Index Fund ETF Shares (VNQ) and 0.4% of the MDYV (MDYV). Across 14 tracked ETFs, approximately 28M shares (9.9% 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 GLPI Exposure
Float lock-up computed from 14 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
GLPI 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 GLPI over the past year sits near $44.17 (11% of 252-day volume). The current price of $46.39 trades 5.0% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target.
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.
GLPI Capital Efficiency
How efficiently does GLPI convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
GLPI converts 55% of its EBITDA into free cash flow, a healthy conversion rate indicating efficient capital management — the business generates substantial cash after reinvestment. The positive ROIC-WACC spread of 0.3% 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 |
|---|---|---|---|
| 2026-05-05 | 220 | $47.32 | $10,410.4 |
| 2026-05-01 | 748 | $48.46 | $36,248.08 |
| 2026-04-30 | 1,021 | $47.99 | $48,997.79 |
| 2026-04-29 | 97 | $48.02 | $4,657.94 |
| 2026-04-16 | 3,288 | $46.75 | $153,714 |
| 2026-03-19 | 8,193 | $46.98 | $384,907.14 |
| 2026-03-09 | 12,628 | $48.91 | $617,635.48 |
| 2026-03-06 | 15,217 | $49.36 | $751,111.12 |
| 2026-03-05 | 18,610 | $49.77 | $926,219.7 |
| 2026-03-04 | 2,482 | $49.59 | $123,082.38 |
| 2026-03-02 | 17,202 | $48.91 | $841,349.82 |
| 2026-02-27 | 490,275 | $48.61 | $23.8M |
| 2026-02-26 | 343,105 | $48.01 | $16.5M |
| 2026-02-24 | 32,073 | $47.86 | $1.5M |
| 2026-02-12 | 110,193 | $46.24 | $5.1M |
| 2026-02-09 | 2,467 | $45.32 | $111,804.44 |
| 2026-01-29 | 12 | $44.78 | $537.36 |
| 2025-10-31 | 600 | $42.74 | $25,644 |
| 2025-10-14 | 236 | $44.33 | $10,461.88 |
| 2025-10-10 | 68 | $44.91 | $3,053.88 |
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 | |
| VICI | 0.729 | 0.672 | High co-movement |
| VRTPX | 0.595 | 0.464 | Moderate |
| WPC | 0.529 | 0.403 | Moderate |
| ADC | 0.526 | 0.506 | Moderate |
| O | 0.512 | 0.427 | Moderate |
| DOC | 0.510 | 0.424 | Moderate |
| FRT | 0.484 | 0.510 | Moderate |
| REG | 0.446 | 0.416 | Moderate |
| AVB | 0.443 | 0.411 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare GLPI 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.