KeyCorp (KEY)
Quantitative Summary
DeterministicAt 13.1x earnings — a 32% discount to the sector average of 19.2x — KEY is in the lower valuation range. Strong operational fundamentals (Piotroski 7/9) with Altman Z of 0.2. DCF fair value of $60 implies 179% upside from current prices based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
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 66% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 7.2% | 9.2% | 11.2% |
|---|---|---|---|
| 2% | $77 | $52 | $38 |
| 3% | $95 | $60 | $43 |
| 4% | $124 | $72 | $49 |
Center = base case. Green = >10% upside, Red = >10% downside vs $21.18.
Pre-computed DCF: WACC=9.2%, terminal growth 3%. Fair value $60 (+178.5%). Not investment advice.
Valuation Context
Currently trading 15% above its 5-year average P/E of 12.2x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedKeyCorp's current technical configuration presents a complex picture of institutional positioning, characterized by the convergence of price action and volume dynamics at $21.56. The presence of significant Simple Moving Average crossovers suggests that larger market participants may be in a state of consolidation or re-evaluating their long-term exposure to this financial services entity. When such moving averages align closely with current trading levels, it often indicates that institutional algorithms and discretionary traders are waiting for additional confirmation before committing substantial capital to either side of the trade. This neutral-to-cautious stance is further reinforced by volume trends that have not yet displayed a decisive breakout pattern, implying that major holders might be absorbing liquidity rather than aggressively driving price in one specific direction. The sector's inherent volatility combined with these technical signals suggests that institutional behavior could range from defensive accumulation to strategic distribution depending on macroeconomic interpretations of the banking landscape. The fact that price action is hovering near key moving average thresholds without a clear directional surge or collapse implies that large players are likely monitoring regulatory developments and interest rate expectations more closely than immediate chart patterns. Consequently, the current market structure reflects an equilibrium where institutional sentiment remains bifurcated; some entities may view the level as a value entry point while others perceive it as resistance to existing positions. Until volume profiles shift decisively or price breaks through these technical confluence zones with sustained momentum, the broader investor base appears hesitant to alter their strategic allocation regarding KeyCorp's equity.
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 |
|---|---|---|
| 2026-06-02 | $0.2050 | 0.0% |
| 2026-03-03 | $0.2050 | 0.0% |
| 2025-12-02 | $0.2050 | 0.0% |
| 2025-09-02 | $0.2050 | 0.0% |
| 2025-05-27 | $0.2050 | 0.0% |
| 2025-03-04 | $0.2050 | 0.0% |
| 2024-12-03 | $0.2050 | 0.0% |
| 2024-08-27 | $0.2050 | 0.0% |
| 2024-05-24 | $0.2050 | 0.0% |
| 2024-02-26 | $0.2050 | 0.0% |
| 2023-11-27 | $0.2050 | 0.0% |
| 2023-08-28 | $0.2050 | 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 DVY or SPYD, the fund manager is mechanically forced to buy or sell KEY shares regardless of KeyCorp's individual fundamentals. We estimate $3.5B of passive capital is structurally linked to KEY 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 KeyCorp to visualize passive redemption contagion across ETFs and collateral stocks.
If KeyCorp (KEY) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies JPMORGAN CHASE + CO (JPM) as the most exposed collateral stock, sharing 2 ETFs with KEY. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 31 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
KEY Ownership Dynamics
Passive funds hold 1 in every 6 KEY shares, reducing daily market volatility.
KeyCorp (KEY) exerts notable gravity on the passive index market, currently representing 1.8% of the iShares Select Dividend ETF (DVY) and 1.2% of the SPYD (SPYD). Across 31 tracked ETFs, approximately 175M shares (16.2% 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 KEY Exposure
Float lock-up computed from 31 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
KEY 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 KeyCorp over the past year sits near $17.63 (12% of 252-day volume). The current price of $21.18 trades 20.1% 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 (12% 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.
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 | 4,822 | $21.28 | $102,612.16 |
| 2026-05-12 | 1,147 | $21.31 | $24,442.57 |
| 2026-04-27 | 784,999 | $21.63 | $17.0M |
| 2026-04-20 | 2,420 | $21.80 | $52,756 |
| 2026-04-15 | 6 | $21.63 | $129.78 |
| 2026-04-13 | 39 | $21.46 | $836.94 |
| 2026-04-02 | 30,612 | $20.34 | $622,648.08 |
| 2026-03-27 | 9,955 | $19.88 | $197,905.4 |
| 2026-03-26 | 20 | $20.00 | $400 |
| 2026-03-25 | 92 | $19.82 | $1,823.44 |
| 2026-03-24 | 26 | $19.65 | $510.9 |
| 2026-03-23 | 24,096 | $19.41 | $467,703.36 |
| 2026-03-18 | 203 | $19.10 | $3,877.3 |
| 2026-03-12 | 481 | $19.65 | $9,451.65 |
| 2026-03-09 | 136 | $19.86 | $2,700.96 |
| 2026-03-05 | 63,910 | $20.71 | $1.3M |
| 2026-03-02 | 50,000 | $20.74 | $1.0M |
| 2026-02-23 | 400 | $22.20 | $8,880 |
| 2026-01-21 | 1,968 | $21.09 | $41,505.12 |
| 2026-01-20 | 501 | $21.17 | $10,606.17 |
| 2026-01-15 | 1,952 | $20.95 | $40,894.4 |
| 2026-01-14 | 3,727 | $20.85 | $77,707.95 |
| 2026-01-13 | 4,758 | $21.07 | $100,251.06 |
| 2026-01-07 | 9,661 | $21.57 | $208,387.77 |
| 2026-01-02 | 5 | $20.64 | $103.2 |
| 2025-12-26 | 2,374 | $21.14 | $50,186.36 |
| 2025-12-22 | 1 | $20.98 | $20.98 |
| 2025-12-19 | 3,134 | $20.94 | $65,625.96 |
| 2025-12-10 | 2,430 | $19.98 | $48,551.4 |
| 2025-12-09 | 1,007,920 | $19.39 | $19.5M |
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 | |
| CFG | 0.910 | 0.891 | High co-movement |
| RF | 0.898 | 0.907 | High co-movement |
| TFC | 0.895 | 0.883 | High co-movement |
| ZION | 0.886 | 0.882 | High co-movement |
| FNB | 0.882 | 0.874 | High co-movement |
| ASB | 0.877 | 0.876 | High co-movement |
| PNC | 0.875 | 0.853 | High co-movement |
| MTB | 0.873 | 0.875 | High co-movement |
| HBAN | 0.871 | 0.858 | High co-movement |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare KEY 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.