Mondelez International, Inc. (MDLZ)
Quantitative Summary
DeterministicMDLZ trades at 30.3x earnings, roughly in line with its sector average of 32.6x. Financial health is average: Piotroski 5/9, Altman Z 2.3. DCF fair value of $32 implies 44% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedMondelez International presents a fundamental profile characterized by robust profitability metrics that mask underlying capital efficiency constraints. While the DuPont decomposition reveals an ROE of 9.5% driven primarily by high leverage (Equity Multiplier at 2.76x) rather than organic margin expansion or asset turnover, the negative ROIC-WACC spread of -0.8% indicates the firm is currently destroying value relative to its cost of capital. This inefficiency is corroborated by a Piotroski F-Score of 5/9 and an Altman Z-Score of 2.2, suggesting moderate financial distress risk despite a clean Beneish M-Score of -2.40 that points away from earnings manipulation. The company's ability to sustain revenue growth at 5.8% alongside a net margin of 6.4% demonstrates operational resilience in the consumer defensive sector, yet the capital allocation strategy fails to generate returns above the hurdle rate.
Valuation analysis suggests the market is pricing in aggressive future performance that may not align with current fundamentals or intrinsic value estimates. The stock trades at a P/E multiple of 30.4x, which sits slightly below the sector average of 31.2x but remains elevated relative to its own historical trajectory and the lack of excess returns on invested capital. A DCF model implies a fair value significantly lower than current market levels, corresponding to an estimated downside of -31.1% based on assumed long-term free cash flow growth of just 7.0%. This valuation gap highlights that investors are currently bidding up shares anticipating growth rates that the company has not yet demonstrated through its capital efficiency metrics or ROIC performance.
Risk factors further complicate the investment thesis, as evidenced by negative risk-adjusted returns and specific insider behavior. The annual Fama-French alpha of -8.70% indicates the stock has underperformed relative to a standard market model over time, while the Profitability Factor (RMW) score of 0.140 confirms that profitability is currently acting as a positive differentiator against peers. However, this fundamental strength is counterbalanced by recent insider activity showing $186,000 in net selling over the last ninety days, which often signals management caution regarding near-term prospects or valuation levels. Collectively, these data points suggest a company with stable cash flows and strong profit margins that faces significant challenges in capital efficiency and relative outperformance.
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 6% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 6% | 7.2% | 9.2% |
|---|---|---|---|
| 2% | $36 | $26 | $16 |
| 3% | $49 | $32 | $19 |
| 4% | $74 | $42 | $23 |
Center = base case. Green = >10% upside, Red = >10% downside vs $61.07.
Pre-computed DCF: WACC=7.2%, terminal growth 3%. Fair value $32 (-44.4%). Not investment advice.
Valuation Context
Currently trading 37% below its 5-year average P/E of 49.8x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedMondelez International's current positioning at $59.00 within the consumer defensive sector presents a technical landscape where price action must be weighed against inherent volatility risks. The absence of specific volume or trend indicators in this snapshot necessitates viewing the share price as a static point rather than a confirmed momentum signal, highlighting that recent movements may lack the structural support typically associated with sustainable gains. Without visible confirmation of strong buying pressure or established uptrend channels, any upward trajectory remains susceptible to sharp corrections driven by broader market fluctuations specific to consumer staples. The fundamental backdrop of the sector often provides a floor against extreme downside, yet this protection does not eliminate the fragility that can emerge when technical momentum diverges from underlying earnings stability. At these levels, risk dynamics suggest caution regarding aggressive positioning, as the lack of corroborating data on drawdown history or volatility compression makes it difficult to distinguish between a genuine reversal and a temporary consolidation phase. Market participants should observe how price reacts to minor catalysts; if the stock fails to hold key psychological thresholds with increasing volume, the current level may represent an area where downside risk begins to outweigh any potential upside momentum. Ultimately, the technical picture remains ambiguous without additional context on moving averages or relative strength indicators, implying that future performance will heavily depend on whether the price can establish a new equilibrium above $59.00 amidst sector-wide headwinds. The interplay between defensive characteristics and current market sentiment suggests that while the asset offers stability in certain conditions, its
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 |
|---|---|---|
| 2026-03-31 | $0.5000 | 0.0% |
| 2025-12-31 | $0.5000 | 0.0% |
| 2025-09-30 | $0.5000 | +6.4% |
| 2025-06-30 | $0.4700 | 0.0% |
| 2025-03-31 | $0.4700 | 0.0% |
| 2024-12-31 | $0.4700 | 0.0% |
| 2024-09-30 | $0.4700 | +10.6% |
| 2024-06-28 | $0.4250 | 0.0% |
| 2024-03-27 | $0.4250 | 0.0% |
| 2023-12-28 | $0.4250 | 0.0% |
| 2023-09-28 | $0.4250 | +10.4% |
| 2023-06-29 | $0.3850 | 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 XLP or IYK, the fund manager is mechanically forced to buy or sell MDLZ shares regardless of Mondelez International, Inc.'s individual fundamentals. We estimate $11.5B of passive capital is structurally linked to MDLZ 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 Mondelez International, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Mondelez International, Inc. (MDLZ) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Walmart Inc. (WMT) as the most exposed collateral stock, sharing 1 ETFs with MDLZ. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 33 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
MDLZ Ownership Dynamics
Passive funds hold 1 in every 6 MDLZ shares, reducing daily market volatility.
Mondelez International, Inc. (MDLZ) exerts notable gravity on the passive index market, currently representing 4.9% of the State Street Consumer Staples Select Sector SPDR ETF (XLP) and 3.5% of the IYK (IYK). Across 32 tracked ETFs, approximately 202M shares (15.7% 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 MDLZ Exposure
Float lock-up computed from 32 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
MDLZ 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 Mondelez International, Inc. over the past year sits near $61.04 (14% of 252-day volume). The current price of $61.07 trades 0.0% 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 (14% 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.
MDLZ Capital Efficiency
How efficiently does Mondelez International, Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Mondelez International, Inc. converts 65% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. However, the ROIC-WACC spread is negative (-1.5%), 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 |
|---|---|---|---|
| 2026-05-11 | 4 | $61.55 | $246.2 |
| 2026-05-08 | 806 | $61.31 | $49,415.86 |
| 2026-05-07 | 578 | $61.87 | $35,760.86 |
| 2026-05-05 | 5 | $61.38 | $306.9 |
| 2026-05-04 | 50,916 | $61.37 | $3.1M |
| 2026-05-01 | 4,021 | $61.44 | $247,050.24 |
| 2026-04-30 | 1,407 | $61.04 | $85,883.28 |
| 2026-04-28 | 7,667 | $57.42 | $440,239.14 |
| 2026-04-27 | 8,518 | $57.61 | $490,721.98 |
| 2026-04-24 | 4 | $57.71 | $230.84 |
| 2026-04-22 | 40 | $56.13 | $2,245.2 |
| 2026-04-21 | 1,221 | $57.31 | $69,975.51 |
| 2026-04-20 | 800 | $57.25 | $45,800 |
| 2026-04-17 | 1 | $57.07 | $57.07 |
| 2026-04-15 | 9 | $57.84 | $520.56 |
| 2026-04-10 | 3,421 | $59.09 | $202,146.89 |
| 2026-04-07 | 101 | $58.38 | $5,896.38 |
| 2026-04-06 | 69 | $57.54 | $3,970.26 |
| 2026-03-31 | 7,802 | $58.25 | $454,466.5 |
| 2026-03-30 | 141,753 | $58.27 | $8.3M |
| 2026-03-27 | 898 | $57.58 | $51,706.84 |
| 2026-03-25 | 129 | $57.18 | $7,376.22 |
| 2026-03-24 | 26,170 | $56.86 | $1.5M |
| 2026-03-23 | 79,305 | $56.21 | $4.5M |
| 2026-03-20 | 821 | $56.49 | $46,378.29 |
| 2026-03-18 | 2,223 | $57.94 | $128,800.62 |
| 2026-03-16 | 6,801 | $54.89 | $373,306.89 |
| 2026-03-10 | 166,606 | $58.17 | $9.7M |
| 2026-03-09 | 18,226 | $58.40 | $1.1M |
| 2026-03-05 | 170 | $58.69 | $9,977.3 |
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 | |
| GIS | 0.616 | 0.604 | Moderate |
| CAG | 0.575 | 0.631 | Moderate |
| CL | 0.549 | 0.590 | Moderate |
| KHC | 0.540 | 0.604 | Moderate |
| PG | 0.534 | 0.523 | Moderate |
| PEP | 0.515 | 0.494 | Moderate |
| KO | 0.508 | 0.535 | Moderate |
| CPB | 0.500 | 0.508 | Moderate |
| HSY | 0.492 | 0.459 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare MDLZ 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.