Alphabet Inc. (GOOG)
Quantitative Summary
DeterministicGOOG trades at 28.7x earnings, roughly in line with its sector average of 32.1x. Financial health is average: Piotroski 6/9, Altman Z 15.3. DCF fair value of $84 implies 74% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedAlphabet Inc. exhibits strong fundamental economics, as indicated by a robust ROIC-WACC spread of +14%, suggesting the company generates returns well above its cost of capital. The DuPont analysis further elucidates this strength through high net margins at 32.8% and an equity multiplier of 1.43x, reflecting efficient use of leverage without excessive risk. However, asset turnover stands relatively modest at 0.68x, implying that revenue generation could benefit from operational improvements or expansionary strategies. The Piotroski F-Score of 6/9 underscores solid financial health and profitability trends, while the Altman Z-Score of 14.7 indicates a very low risk of bankruptcy. Additionally, the Beneish M-Score of -2.63 suggests no significant earnings manipulation concerns.
From a valuation perspective, Alphabet's current P/E ratio stands slightly below its sector average at 27.2x compared to 27.3x for Communication Services. Despite this slight discount, the DCF fair value estimate implies an upside potential that is negative by -70.5%, suggesting market expectations may already be baked into the stock price. The implied FCF growth rate of 22.4% over ten years appears optimistic and could indicate a high bar for future performance to justify current valuations. Additionally, insider selling activity in recent months at $82 million suggests some executives might have concerns about near-term prospects or valuation 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 15% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 9.7% | 11.7% | 13.7% |
|---|---|---|---|
| 2% | $98 | $77 | $63 |
| 3% | $110 | $84 | $67 |
| 4% | $125 | $92 | $72 |
Center = base case. Green = >10% upside, Red = >10% downside vs $358.39.
Pre-computed DCF: WACC=11.7%, terminal growth 3%. Fair value $84 (-73.8%). Not investment advice.
Valuation Context
Currently trading 33% above its 5-year average P/E of 21.9x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedAt the current price of $384.90, Alphabet Inc. is trading within a context where institutional positioning can be inferred through specific technical alignments rather than direct directives. The proximity to key moving average crossovers suggests that larger market participants may be in the process of recalibrating their exposure or testing support levels, as these lines often act as dynamic reference points for trend validation. When volume trends accompany price movements near these averages, it frequently indicates that significant capital is either accumulating at current valuations or distributing after a recent run-up, signaling active interest from entities with substantial resources. The sector classification within Communication Services adds another layer to this institutional behavior analysis, implying that macroeconomic factors affecting media and technology conglomerates are likely influencing the decision-making of major funds. Price action hovering near these technical thresholds often reflects a balance between bullish momentum seeking confirmation and bearish pressure testing downside resilience. Observers should note how trading volume interacts with price fluctuations around these levels; high volume during consolidation phases can suggest that institutions are building positions quietly, while declining volume might indicate a lack of immediate aggressive interest from large players waiting for clearer directional signals before committing further capital.
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 |
|---|---|---|
| 2026-03-09 | $0.2100 | 0.0% |
| 2025-12-08 | $0.2100 | 0.0% |
| 2025-09-08 | $0.2100 | 0.0% |
| 2025-06-09 | $0.2100 | +5.0% |
| 2025-03-10 | $0.2000 | 0.0% |
| 2024-12-09 | $0.2000 | 0.0% |
| 2024-09-09 | $0.2000 | 0.0% |
| 2024-06-10 | $0.2000 | — |
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
10-K Risk Factor Expansion
Word count of Item 1A (Risk Factors) across annual filings. Rising counts often signal new regulatory, competitive, or operational risks.
Smart Money Flow
Institutional 13F filings from top hedge funds. Positions updated quarterly from SEC EDGAR.
| Fund | Quarter | Shares Change | % Change | Action |
|---|---|---|---|---|
| Renaissance Technologies | 2026-Q1 | +98,921 | +96.9% | Increased |
| Appaloosa Management | 2026-Q1 | -54,231 | -3.0% | Decreased |
| Bridgewater Associates | 2026-Q1 | +387,002 | +100.0% | New Position |
| Millennium Management | 2026-Q1 | -943,103 | -37.7% | Decreased |
| Point72 Asset Mgmt | 2026-Q1 | -300 | -5.7% | Decreased |
| Berkshire Hathaway | 2026-Q1 | +3,585,215 | +100.0% | New Position |
| Citadel Advisors | 2026-Q1 | -4,083,700 | -36.9% | Decreased |
| DE Shaw | 2026-Q1 | +226,172 | +133.0% | Increased |
| DE Shaw | 2025-Q4 | -330,638 | -66.0% | Decreased |
| Point72 Asset Mgmt | 2025-Q4 | +500 | +10.4% | Increased |
| Renaissance Technologies | 2025-Q4 | -1,617,921 | -94.1% | Decreased |
| Millennium Management | 2025-Q4 | -864,971 | -25.7% | Decreased |
Source: SEC 13F-HR filings. 13F data is delayed ~45 days after quarter end. Not investment advice.
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like VOX or XLC, the fund manager is mechanically forced to buy or sell GOOG shares regardless of Alphabet Inc.'s individual fundamentals. We estimate $197.5B of passive capital is structurally linked to GOOG 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 Alphabet Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Alphabet Inc. (GOOG) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies NVIDIA Corp (NVDA) as the most exposed collateral stock, sharing 3 ETFs with GOOG. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 43 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
GOOG Ownership Dynamics
Passive funds hold 1 in every 10 GOOG shares, reducing daily market volatility.
Alphabet Inc. (GOOG) exerts measurable gravity on the passive index market, currently representing 10.7% of the VOX (VOX) and 7.9% of the State Street Communication Services Select Sector SPDR ETF (XLC). Across 35 tracked ETFs, approximately 554M shares (10.2% 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 GOOG Exposure
Float lock-up computed from 35 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
GOOG 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 Alphabet Inc. over the past year sits near $313.88 (13% of 252-day volume). The current price of $358.39 trades 14.2% 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 (13% 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.
GOOG Capital Efficiency
How efficiently does Alphabet Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Alphabet Inc. converts 41% of its EBITDA into free cash flow, a healthy conversion rate indicating efficient capital management — the business generates substantial cash after reinvestment. The 59% reinvestment rate signals aggressive capacity expansion. The positive ROIC-WACC spread of 13.9% 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 |
|---|---|---|---|
| 2026-05-14 | 47,118 | $399.04 | $18.8M |
| 2026-05-13 | 431 | $383.82 | $165,426.42 |
| 2026-05-12 | 1 | $386.77 | $386.77 |
| 2026-05-11 | 3,756 | $397.05 | $1.5M |
| 2026-05-08 | 22,009 | $395.30 | $8.7M |
| 2026-05-07 | 1 | $395.14 | $395.14 |
| 2026-05-06 | 5,058 | $384.27 | $1.9M |
| 2026-05-05 | 1 | $379.64 | $379.64 |
| 2026-05-04 | 8,710 | $383.22 | $3.3M |
| 2026-05-01 | 4,146 | $381.94 | $1.6M |
| 2026-04-30 | 2 | $347.31 | $694.62 |
| 2026-04-27 | 3,943 | $342.32 | $1.3M |
| 2026-04-22 | 3,292 | $330.47 | $1.1M |
| 2026-04-20 | 15,700 | $339.40 | $5.3M |
| 2026-04-16 | 1 | $334.47 | $334.47 |
| 2026-04-13 | 11,248 | $315.72 | $3.6M |
| 2026-04-09 | 300 | $314.74 | $94,422 |
| 2026-04-08 | 677 | $303.93 | $205,760.61 |
| 2026-04-06 | 6,500 | $294.46 | $1.9M |
| 2026-03-31 | 1,415 | $273.14 | $386,493.1 |
| 2026-03-25 | 654 | $289.20 | $189,136.8 |
| 2026-03-24 | 25 | $299.02 | $7,475.5 |
| 2026-03-23 | 600 | $298.79 | $179,274 |
| 2026-03-05 | 6 | $303.45 | $1,820.7 |
| 2026-03-03 | 2 | $306.36 | $612.72 |
| 2026-03-02 | 100 | $311.43 | $31,143 |
| 2026-02-27 | 75 | $307.15 | $23,036.25 |
| 2026-02-25 | 7 | $310.92 | $2,176.44 |
| 2026-02-24 | 4,794 | $311.69 | $1.5M |
| 2026-02-23 | 10,431 | $314.90 | $3.3M |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Institutional Holdings (13F Filings)
Raw SEC 13F-HR filings from institutional investment managers. Shows exact share counts and portfolio values as reported to the SEC.
| Fund | Quarter | Shares | Value ($K) |
|---|---|---|---|
| Citadel Advisors | 2026-Q1 | 6,987,600 | $2,004,462,936K |
| Berkshire Hathaway | 2026-Q1 | 3,585,215 | $1,028,454,775K |
| Appaloosa Management | 2026-Q1 | 1,732,700 | $497,042,322K |
| Millennium Management | 2026-Q1 | 1,560,200 | $447,558,972K |
| DE Shaw | 2026-Q1 | 396,172 | $113,645,900K |
| Bridgewater Associates | 2026-Q1 | 387,002 | $111,015,394K |
| Renaissance Technologies | 2026-Q1 | 201,002 | $57,659,521K |
| Point72 Asset Mgmt | 2026-Q1 | 5,000 | $1,434,300K |
| Citadel Advisors | 2025-Q4 | 11,071,300 | $3,474,173,940K |
| Millennium Management | 2025-Q4 | 2,503,303 | $785,536,481K |
| Appaloosa Management | 2025-Q4 | 1,786,931 | $560,738,948K |
| DE Shaw | 2025-Q4 | 170,000 | $53,346,000K |
| Renaissance Technologies | 2025-Q4 | 102,081 | $32,033,315K |
| Point72 Asset Mgmt | 2025-Q4 | 5,300 | $1,663,140K |
| Citadel Advisors | 2025-Q3 | 9,905,700 | $2,412,533,235K |
Source: SEC 13F-HR filings. Values reported in thousands. 13F data is delayed ~45 days after quarter end.
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 | |
| GOOGL | 0.997 | 0.997 | High co-movement |
| TSM | 0.434 | 0.474 | Moderate |
| AMZN | 0.422 | 0.443 | Moderate |
| LRCX | 0.417 | 0.495 | Moderate |
| ASML | 0.396 | 0.458 | Moderate |
| AVGO | 0.396 | 0.516 | Moderate |
| USN070592100 | 0.395 | 0.456 | Moderate |
| MS | 0.375 | 0.377 | Moderate |
| AAPL | 0.374 | 0.358 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare GOOG 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.