LyondellBasell Industries N.V. (LYB)
Quantitative Summary
DeterministicBelow-average fundamentals indicated by Piotroski score of 3/9.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of LyondellBasell currently reflect significant operational stress, evidenced by a negative ROIC-WACC spread and a deteriorating DuPont decomposition where weak net margins are the primary drag on returns despite healthy asset turnover. The company's financial health is further compromised by a shrinking Piotroski F-Score of 3/9 and accelerating revenue contraction, while the negative annualized Fama-French alpha suggests underperformance relative to its risk profile over time. Although the Beneish M-Score indicates low earnings manipulation risk and the value factor score implies alignment with value-oriented strategies, these positives are overshadowed by a robust profitability factor that appears disconnected from current reality given the reported losses. The net selling activity of approximately $26 million in insider flows during the recent quarter adds to the narrative of capital preservation rather than growth acceleration at this juncture.
Valuation metrics present a stark divergence between historical norms and sector benchmarks, with shares trading significantly below the basic materials sector average multiple despite an implied forward free cash flow growth rate exceeding 28% over ten years. This discrepancy suggests the market is pricing in substantial downside risk or structural headwinds that are not fully captured by long-term growth projections derived from analyst consensus models. The disconnect between current earnings and future cash flow expectations creates a wide valuation gap, where traditional multiples fail to reflect the potential mean reversion if operational efficiency improves or commodity cycles turn favorable.
The synthesis of these factors paints a picture of high uncertainty with asymmetric risks; while low manipulation scores and value factor alignment offer some defensive characteristics, the combination of negative returns on invested capital, shrinking revenues, and insider outflows points to ongoing fundamental deterioration that may limit near-term upside potential regardless of long-term growth assumptions.
Generated by LLM from quantitative data inputs. May contain inaccuracies. Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedLyondellBasell Industries N.V. is currently trading at $73.72 within the Basic Materials sector, presenting a snapshot of its recent price action for analysis. Without specific moving average data or Relative Strength Index readings provided in the input parameters, it remains impossible to definitively assert whether the current valuation sits above or below key trend lines or to gauge short-term momentum intensity through oscillator levels. The absence of these critical metrics prevents a conclusive determination regarding the immediate directionality of the stock's trajectory or the strength of its recent price movements relative to historical averages. In an ideal technical assessment, one would examine if the closing price maintains support above established moving averages to confirm an uptrend or faces resistance below them during a downtrend. Similarly, an RSI reading near overbought zones might suggest potential exhaustion in upward momentum, while levels approaching oversold conditions could indicate a temporary lack of selling pressure. However, since these specific values are not available for synthesis here, any interpretation regarding the robustness of the current trend or the immediacy of potential reversals would be speculative rather than data-driven. Consequently, observers must rely on external technical charts to fill this informational gap and form a complete picture of LYB's market stance. The existing price point alone does not reveal whether traders are accumulating positions based on bullish signals or distributing shares due to bearish indicators. A comprehensive evaluation requires integrating the missing momentum and trend data with fundamental factors unique to the Basic Materials industry to derive meaningful insights
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 |
|---|---|---|
| 2026-06-01 | $0.6900 | 0.0% |
| 2026-03-02 | $0.6900 | -49.6% |
| 2025-12-01 | $1.3700 | 0.0% |
| 2025-08-25 | $1.3700 | 0.0% |
| 2025-06-02 | $1.3700 | +2.2% |
| 2025-03-10 | $1.3400 | 0.0% |
| 2024-12-02 | $1.3400 | 0.0% |
| 2024-08-26 | $1.3400 | 0.0% |
| 2024-06-03 | $1.3400 | +7.2% |
| 2024-03-01 | $1.2500 | 0.0% |
| 2023-11-24 | $1.2500 | 0.0% |
| 2023-08-25 | $1.2500 | 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 XLB or SPYD, the fund manager is mechanically forced to buy or sell LYB shares regardless of LyondellBasell Industries N.V.'s individual fundamentals. We estimate $2.7B of passive capital is structurally linked to LYB 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 LyondellBasell Industries N.V. to visualize passive redemption contagion across ETFs and collateral stocks.
If LyondellBasell Industries N.V. (LYB) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Linde plc (LIN) as the most exposed collateral stock, sharing 1 ETFs with LYB. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 22 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
LYB Ownership Dynamics
Passive funds hold 1 in every 8 LYB shares, reducing daily market volatility.
LyondellBasell Industries N.V. (LYB) exerts measurable gravity on the passive index market, currently representing 2.3% of the State Street Materials Select Sector SPDR ETF (XLB) and 1.6% of the SPYD (SPYD). Across 22 tracked ETFs, approximately 40M shares (12.4% 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 LYB Exposure
Float lock-up computed from 22 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
LYB 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 LyondellBasell Industries N.V. over the past year sits near $43.23 (12% of 252-day volume). The current price of $67.31 trades 55.7% 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.
LYB Capital Efficiency
How efficiently does LyondellBasell Industries N.V. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
LyondellBasell Industries N.V. converts 33% of its EBITDA into free cash flow, a moderate conversion rate — significant EBITDA is consumed by capital expenditures, working capital changes, or interest payments. The 67% reinvestment rate signals aggressive capacity expansion. However, the ROIC-WACC spread is negative (-7.3%), 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 |
|---|---|---|---|
| 2026-05-07 | 2,559 | $73.48 | $188,035.32 |
| 2026-05-06 | 3,521 | $77.76 | $273,792.96 |
| 2026-04-21 | 115 | $68.58 | $7,886.7 |
| 2026-04-20 | 200 | $66.27 | $13,254 |
| 2026-04-16 | 4,071 | $73.13 | $297,712.23 |
| 2026-04-15 | 45 | $73.25 | $3,296.25 |
| 2026-04-14 | 121 | $75.51 | $9,136.71 |
| 2026-04-10 | 480 | $72.27 | $34,689.6 |
| 2026-04-09 | 45,471 | $74.22 | $3.4M |
| 2026-04-08 | 309 | $80.26 | $24,800.34 |
| 2026-04-07 | 3,138 | $78.62 | $246,709.56 |
| 2026-04-06 | 245 | $79.60 | $19,502 |
| 2026-03-25 | 481 | $76.01 | $36,560.81 |
| 2026-03-23 | 273,369 | $73.32 | $20.0M |
| 2026-03-20 | 20,457 | $74.57 | $1.5M |
| 2026-03-17 | 1,893 | $71.08 | $134,554.44 |
| 2026-03-16 | 1,303 | $72.30 | $94,206.9 |
| 2026-03-13 | 277,673 | $74.33 | $20.6M |
| 2026-03-12 | 434 | $67.37 | $29,238.58 |
| 2026-03-10 | 235,496 | $66.82 | $15.7M |
| 2026-03-04 | 5,682 | $58.21 | $330,749.22 |
| 2026-03-02 | 253 | $57.52 | $14,552.56 |
| 2026-02-25 | 24,469 | $58.32 | $1.4M |
| 2026-02-24 | 17,636 | $56.66 | $999,255.76 |
| 2026-02-23 | 44,241 | $56.67 | $2.5M |
| 2026-02-11 | 2,414 | $57.66 | $139,191.24 |
| 2026-02-09 | 89 | $55.10 | $4,903.9 |
| 2026-02-04 | 14,494 | $53.45 | $774,704.3 |
| 2026-01-29 | 827 | $50.47 | $41,738.69 |
| 2026-01-22 | 71,900 | $51.82 | $3.7M |
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 | |
| DOW | 0.874 | 0.858 | High co-movement |
| CE | 0.643 | 0.639 | Moderate |
| PSX | 0.578 | 0.571 | Moderate |
| MPC | 0.553 | 0.540 | Moderate |
| EMN | 0.551 | 0.401 | Moderate |
| DVN | 0.538 | 0.557 | Moderate |
| MUR | 0.522 | 0.522 | Moderate |
| EOG | 0.520 | 0.544 | Moderate |
| COP | 0.518 | 0.511 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare LYB 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.