JBLU (JBLU)
Quantitative Summary
DeterministicBelow-average fundamentals indicated by Piotroski score of 3/9.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Price Chart with Moving Averages
Quant Health Deep Dive
Profitability & Value Creation
Balance Sheet Health
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
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.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like XTN or SLYV, the fund manager is mechanically forced to buy or sell JBLU shares regardless of JBLU's individual fundamentals. We estimate $30M of passive capital is structurally linked to JBLU through 5 tracked ETFs. Passive flows have a limited but growing influence on JBLU's daily trading dynamics.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 5 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in JBLU to visualize passive redemption contagion across ETFs and collateral stocks.
If JBLU (JBLU) 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 1 ETFs with JBLU. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 5 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
JBLU Ownership Dynamics
Passive funds hold 1 in every 53 JBLU shares, reducing daily market volatility.
JBLU (JBLU) exerts measurable gravity on the passive index market, currently representing 3.0% of the XTN (XTN) and 0.2% of the SLYV (SLYV). Across 5 tracked ETFs, approximately 7M shares (1.9% 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 JBLU Exposure
Float lock-up computed from 5 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
JBLU 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 JBLU over the past year sits near $4.98 (10% of 252-day volume). The current price of $5.42 trades 8.7% 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.
JBLU Capital Efficiency
How efficiently does JBLU convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
JBLU converts -247% of its EBITDA into free cash flow, negative FCF conversion — the company is consuming cash faster than it generates EBITDA, which is unsustainable long-term. The 347% reinvestment rate signals aggressive capacity expansion.
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 |
|---|---|---|---|
| 2026-06-11 | 1,803 | $4.61 | $8,311.83 |
| 2026-06-09 | 5,438 | $4.76 | $25,884.88 |
| 2026-06-05 | 1,768 | $4.84 | $8,557.12 |
| 2026-06-02 | 5,159 | $5.15 | $26,568.85 |
| 2026-06-01 | 27,122 | $5.47 | $148,357.34 |
| 2026-05-27 | 748 | $5.28 | $3,949.44 |
| 2026-05-22 | 1,406,500 | $5.01 | $7.0M |
| 2026-05-20 | 226,151 | $4.38 | $990,541.38 |
| 2026-05-18 | 283,680 | $4.58 | $1.3M |
| 2026-05-15 | 46,844 | $4.88 | $228,598.72 |
| 2026-05-12 | 200 | $4.96 | $992 |
| 2026-05-11 | 100 | $5.11 | $511 |
| 2026-05-07 | 1,054,333 | $5.04 | $5.3M |
| 2026-05-06 | 1,505 | $4.84 | $7,284.2 |
| 2026-05-05 | 100 | $4.79 | $479 |
| 2026-04-30 | 20,743 | $4.84 | $100,396.12 |
| 2026-04-27 | 2,217 | $5.27 | $11,683.59 |
| 2026-04-24 | 651 | $5.25 | $3,417.75 |
| 2026-04-23 | 1,817 | $5.08 | $9,230.36 |
| 2026-04-20 | 100,078 | $5.87 | $587,457.86 |
| 2026-04-17 | 100 | $5.51 | $551 |
| 2026-04-16 | 104 | $5.66 | $588.64 |
| 2026-04-13 | 1,046 | $4.74 | $4,958.04 |
| 2026-04-10 | 9 | $4.93 | $44.37 |
| 2026-04-09 | 6,114 | $5.04 | $30,814.56 |
| 2026-04-06 | 18,331 | $4.52 | $82,856.12 |
| 2026-03-30 | 455 | $4.22 | $1,920.1 |
| 2026-03-26 | 1,803,123 | $4.75 | $8.6M |
| 2026-03-23 | 140,038 | $4.03 | $564,353.14 |
| 2026-03-20 | 333,015 | $4.11 | $1.4M |
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 |
|---|---|---|---|
| MGMXX | NaN | NaN | |
| WTGXX | NaN | NaN | |
| GVMXX | NaN | NaN | |
| AAL | 0.687 | 0.715 | Moderate |
| ALGT | 0.684 | 0.710 | Moderate |
| ALK | 0.679 | 0.713 | Moderate |
| DAL | 0.665 | 0.690 | Moderate |
| UAL | 0.649 | 0.665 | Moderate |
| SKYW | 0.612 | 0.658 | Moderate |
| LUV | 0.608 | 0.614 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare JBLU to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-07-17.
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.