General Motors Company (GM)
Quantitative Summary
DeterministicGM trades at 30.4x earnings, roughly in line with its sector average of 35.0x. Financial health is average: Piotroski 5/9, Altman Z 1.2.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of the firm reveal a significant capital efficiency challenge, evidenced by an ROIC-WACC spread of -6.2%, indicating that current operations are destroying value relative to the cost of capital. This negative spread is driven primarily by low asset turnover and thin net margins rather than excessive leverage; while the equity multiplier sits at 4.45x supporting a DuPont ROE of 4.3%, the underlying margin compression limits growth potential, particularly as revenue contracts slightly year-over-year. Solvency metrics present a mixed picture: the Altman Z-Score of 1.2 flags elevated bankruptcy risk, yet the Beneish M-Score of -2.36 and Piotroski F-Score of 5/9 suggest earnings are likely transparent and the balance sheet remains structurally sound despite the cyclical pressure.
Valuation appears detached from current operational performance when compared to historical norms or sector peers, trading at a P/E multiple of 22.2x against a sector average of 57.0x, which implies the market is pricing in significantly higher future growth than recent trends justify. While implied free cash flow growth over ten years stands at 19.7%, this forward-looking metric contrasts sharply with the current contraction and low profitability factor scores, suggesting potential mean reversion risks rather than sustained acceleration. The disconnect between a robust value tilt (HML: 0.478) and strong alpha generation may reflect market recognition of deep undervaluation, though it also highlights the difficulty in reconciling past profitability strength with present-day margin constraints.
Risk factors are further illuminated by insider activity showing $38.7 million in net selling over ninety days, a signal that often precedes downside pressure or indicates management's view on near-term headwinds. Despite this internal skepticism and the low Z-Score warning of financial distress, the stock retains specific factor exposures to profitability (RMW: 0.416) and value strategies. The convergence of high insider selling, negative capital returns, and a sub-par Altman score creates a scenario where downside protection relies heavily on mean reversion in margins or asset efficiency improvements that have not yet materialized in the financial statements.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
Valuation Context
Currently trading 14% above its 5-year average P/E of 20.5x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedGeneral Motors Company is currently trading at $76.14, a level that requires contextualization against its moving averages to determine the prevailing trend direction and momentum strength. Without specific values for short-term or long-term average lines, it remains unclear whether the current price action signifies an uptrend where the stock trades above these benchmarks or a downtrend characterized by trading below them. The absence of this comparative data prevents a definitive assessment of whether recent price movements are supported by sustained buying pressure or represent a potential correction within a broader declining phase. Regarding short-term momentum, the Relative Strength Index (RSI) provides critical insight into the velocity and magnitude of recent price changes, though its specific reading is not provided in the available dataset. In isolation, this missing metric limits the ability to gauge if the asset is approaching overbought conditions suggesting potential exhaustion or oversold territory indicating a possible reversal. The current valuation sits within the Consumer Cyclical sector, where price sensitivity often correlates with macroeconomic indicators and consumer spending patterns rather than isolated technical signals alone. Consequently, any analysis of General Motors' immediate trajectory must account for these data gaps while recognizing that momentum strategies rely heavily on the precise relationship between spot prices and their exponential or simple moving averages. The current setup presents a neutral picture where definitive conclusions regarding trend strength or short-term impulse cannot be drawn without further quantitative inputs such as exact RSI levels, average price thresholds, or volume confirmation patterns to validate observed movements.
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 |
|---|---|---|
| 2026-03-06 | $0.1800 | +20.0% |
| 2025-12-05 | $0.1500 | 0.0% |
| 2025-09-05 | $0.1500 | 0.0% |
| 2025-06-06 | $0.1500 | +25.0% |
| 2025-03-07 | $0.1200 | 0.0% |
| 2024-12-06 | $0.1200 | 0.0% |
| 2024-09-06 | $0.1200 | 0.0% |
| 2024-06-07 | $0.1200 | 0.0% |
| 2024-02-29 | $0.1200 | +33.3% |
| 2023-11-30 | $0.0900 | 0.0% |
| 2023-08-31 | $0.0900 | 0.0% |
| 2023-06-01 | $0.0900 | 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 VLUE or XLY, the fund manager is mechanically forced to buy or sell GM shares regardless of General Motors Company's individual fundamentals. We estimate $9.6B of passive capital is structurally linked to GM 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 General Motors Company to visualize passive redemption contagion across ETFs and collateral stocks.
If General Motors Company (GM) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies AMAZON.COM INC (AMZN) as the most exposed collateral stock, sharing 1 ETFs with GM. 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.
GM Ownership Dynamics
Passive funds hold 1 in every 7 GM shares, reducing daily market volatility.
General Motors Company (GM) exerts measurable gravity on the passive index market, currently representing 3.2% of the VLUE (VLUE) and 1.6% of the State Street Consumer Discretionary Select Sector SPDR ETF (XLY). Across 27 tracked ETFs, approximately 127M shares (14.1% 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 GM Exposure
Float lock-up computed from 27 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
GM 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 General Motors Company over the past year sits near $82.28 (10% of 252-day volume). The current price of $81.73 sits 0.7% 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.
GM Capital Efficiency
How efficiently does General Motors Company convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
General Motors Company converts 10% of its EBITDA into free cash flow, a low conversion rate suggesting heavy reinvestment. This may indicate a growth phase (building capacity) or structural capital intensity. The 90% reinvestment rate signals aggressive capacity expansion. However, the ROIC-WACC spread is negative (-6.3%), 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 | 48 | $76.44 | $3,669.12 |
| 2026-05-11 | 600 | $78.80 | $47,280 |
| 2026-04-23 | 108 | $79.00 | $8,532 |
| 2026-04-20 | 1,800 | $81.32 | $146,376 |
| 2026-04-15 | 3,030 | $79.46 | $240,763.8 |
| 2026-04-14 | 576 | $76.83 | $44,254.08 |
| 2026-04-13 | 582 | $76.42 | $44,476.44 |
| 2026-04-09 | 318 | $76.74 | $24,403.32 |
| 2026-04-01 | 1,313 | $74.50 | $97,818.5 |
| 2026-03-31 | 181 | $72.76 | $13,169.56 |
| 2026-03-30 | 169 | $72.98 | $12,333.62 |
| 2026-03-26 | 89 | $76.61 | $6,818.29 |
| 2026-03-25 | 93 | $76.57 | $7,121.01 |
| 2026-03-23 | 200 | $72.81 | $14,562 |
| 2026-03-16 | 55 | $72.39 | $3,981.45 |
| 2026-03-06 | 2,500 | $76.20 | $190,500 |
| 2026-03-04 | 140,000 | $77.27 | $10.8M |
| 2026-02-27 | 74,248 | $80.79 | $6.0M |
| 2026-02-23 | 873 | $81.51 | $71,158.23 |
| 2026-02-17 | 63,285 | $81.08 | $5.1M |
| 2026-02-09 | 691 | $84.24 | $58,209.84 |
| 2026-02-02 | 1,000 | $84.00 | $84,000 |
| 2026-01-23 | 50 | $81.14 | $4,057 |
| 2026-01-21 | 5,738 | $77.81 | $446,473.78 |
| 2026-01-20 | 3,400 | $80.82 | $274,788 |
| 2026-01-14 | 110 | $83.24 | $9,156.4 |
| 2026-01-12 | 1,400 | $82.87 | $116,018 |
| 2026-01-06 | 866 | $83.15 | $72,007.9 |
| 2026-01-02 | 1,600 | $81.32 | $130,112 |
| 2025-12-30 | 316 | $82.93 | $26,205.88 |
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 | |
| F | 0.633 | 0.643 | Moderate |
| APTV | 0.510 | 0.473 | Moderate |
| CFG | 0.501 | 0.502 | Moderate |
| TFC | 0.482 | 0.462 | Moderate |
| USB | 0.464 | 0.483 | Moderate |
| HBAN | 0.461 | 0.424 | Moderate |
| SWK | 0.458 | 0.439 | Moderate |
| ALV | 0.458 | 0.472 | Moderate |
| MMM | 0.454 | 0.489 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare GM 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.