MOD (MOD)
Quantitative Summary
DeterministicFinancial health metrics are strong: Piotroski 8/9, Altman Z 10.4 (above 3.0 safe zone threshold). DCF fair value of $41 implies 84% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe company demonstrates robust fundamental quality with a Piotroski F-Score of 8/9 and an Altman Z-Score of 10.4, signaling strong financial health and low distress risk while the Beneish M-Score of -2.54 suggests earnings are unlikely to be manipulated. However, capital allocation efficiency is constrained by a ROIC-WACC spread of only +1.3%, indicating that returns on invested capital barely exceed the cost of financing despite healthy gross margins near 25%. This narrow economic moat contrasts sharply with revenue growth of just 7.3% and net margins compressing to 7.1%, suggesting the high valuation may rely more on leverage or asset turnover than organic margin expansion, as the DuPont components do not currently support a superior return profile relative to capital costs.
Valuation metrics present a significant divergence between current market pricing and intrinsic value models. The stock trades at a P/E of 131.2x, which is 358% above its five-year average and implies an extraordinary growth trajectory that the DCF model does not support; specifically, the fair value calculation yields a discount of approximately -84%. This massive gap suggests the market is pricing in an implied free cash flow compound annual growth rate of 42.4% over the next decade—a figure that appears inconsistent with current profitability levels and historical performance trends.
No specific risk factor deltas or insider activity data were provided to further contextualize this valuation disconnect, leaving the investment case dependent entirely on whether future earnings acceleration can justify the extreme multiple expansion embedded in today's price versus a DCF-based anchor of $41 per share.
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 7% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 12.8% | 14.8% | 16.8% |
|---|---|---|---|
| 2% | $48 | $39 | $32 |
| 3% | $52 | $41 | $34 |
| 4% | $57 | $45 | $36 |
Center = base case. Green = >10% upside, Red = >10% downside vs $306.89.
Pre-computed DCF: WACC=14.8%, terminal growth 3%. Fair value $41 (-83.9%). Not investment advice.
Price Chart with Moving Averages
Technical Setup
AI GeneratedAt $241.46, MOD trades in a specific context relative to its moving average envelope that warrants observation regarding potential mean-reversion dynamics. The current price level sits distinct from the immediate trend lines defined by the short-term and long-term SMAs, creating a measurable gap between market sentiment and historical averages. When pricing action diverges significantly from these central tendency indicators, it often signals an accumulation of volatility that markets historically tend to correct toward over time. This separation suggests the asset may be testing the boundaries established by its recent structural support or resistance zones derived from those average lines. The positioning implies a scenario where statistical probability might favor a return toward the mean if momentum wanes or if external factors shift sentiment back in line with longer-term valuations. Traders monitoring this setup would likely watch for price action that closes within the bounds of the envelope, as such movement typically precedes stabilization after an extended excursion. Conversely, sustained distance from these averages could indicate continued directional pressure, but the mere existence of a defined boundary often invites speculation on reversal patterns rather than continuation. The technical picture here is one of potential equilibrium restoration, where the current deviation offers data points for analyzing future convergence without dictating specific directional outcomes.
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.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2008-11-19 | $0.1000 | 0.0% |
| 2008-08-20 | $0.1000 | 0.0% |
| 2008-06-04 | $0.1000 | -42.9% |
| 2008-02-13 | $0.1750 | 0.0% |
| 2007-11-19 | $0.1750 | 0.0% |
| 2007-08-21 | $0.1750 | 0.0% |
| 2007-05-23 | $0.1750 | 0.0% |
| 2007-02-13 | $0.1750 | 0.0% |
| 2006-11-14 | $0.1750 | 0.0% |
| 2006-08-15 | $0.1750 | 0.0% |
| 2006-05-25 | $0.1750 | 0.0% |
| 2006-02-14 | $0.1750 | 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.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like XHB or IWO, the fund manager is mechanically forced to buy or sell MOD shares regardless of MOD's individual fundamentals. We estimate $855M of passive capital is structurally linked to MOD through 8 tracked ETFs. Passive flows have a limited but growing influence on MOD's daily trading dynamics.
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 MOD to visualize passive redemption contagion across ETFs and collateral stocks.
If MOD (MOD) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies TOPBUILD CORP (BLD) as the most exposed collateral stock, sharing 1 ETFs with MOD. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 10 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
MOD Ownership Dynamics
Passive funds hold 1 in every 17 MOD shares, reducing daily market volatility.
MOD (MOD) exerts measurable gravity on the passive index market, currently representing 4.4% of the XHB (XHB) and 0.8% of the IWO (IWO). Across 8 tracked ETFs, approximately 3M shares (5.9% 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 MOD Exposure
Float lock-up computed from 8 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
MOD 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 MOD over the past year sits near $139.75 (17% of 252-day volume). The current price of $306.89 trades 119.6% 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 (17% 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.
MOD Capital Efficiency
How efficiently does MOD convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
MOD converts 36% 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 64% reinvestment rate signals aggressive capacity expansion. The positive ROIC-WACC spread of 1.3% 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 | 66,363 | $279.20 | $18.5M |
| 2026-05-04 | 29 | $266.83 | $7,738.07 |
| 2026-04-30 | 6,952 | $233.39 | $1.6M |
| 2026-04-27 | 1 | $251.70 | $251.7 |
| 2026-04-21 | 735 | $251.50 | $184,852.5 |
| 2026-04-20 | 100 | $243.71 | $24,371 |
| 2026-04-16 | 27,865 | $238.14 | $6.6M |
| 2026-04-15 | 45,768 | $253.66 | $11.6M |
| 2026-04-06 | 2,948 | $219.32 | $646,555.36 |
| 2026-03-27 | 136 | $215.81 | $29,350.16 |
| 2026-03-26 | 859 | $232.89 | $200,052.51 |
| 2026-03-23 | 4,061 | $196.55 | $798,189.55 |
| 2026-03-10 | 1,671 | $201.07 | $335,987.97 |
| 2026-03-09 | 7,215 | $187.29 | $1.4M |
| 2026-03-05 | 17 | $209.93 | $3,568.81 |
| 2026-02-23 | 406 | $226.36 | $91,902.16 |
| 2026-02-19 | 47 | $217.53 | $10,223.91 |
| 2026-02-17 | 4,520 | $216.50 | $978,580 |
| 2026-02-12 | 9 | $219.50 | $1,975.5 |
| 2026-02-05 | 505 | $199.53 | $100,762.65 |
| 2026-02-03 | 3 | $196.07 | $588.21 |
| 2026-01-30 | 1,003 | $176.72 | $177,250.16 |
| 2026-01-23 | 18 | $147.52 | $2,655.36 |
| 2026-01-20 | 1,283 | $136.88 | $175,617.04 |
| 2026-01-16 | 174 | $131.86 | $22,943.64 |
| 2025-12-26 | 1,268 | $137.59 | $174,464.12 |
| 2025-12-22 | 3,220 | $136.16 | $438,435.2 |
| 2025-12-12 | 1,861 | $165.19 | $307,418.59 |
| 2025-11-26 | 3,229 | $155.79 | $503,045.91 |
| 2025-11-25 | 3,229 | $151.65 | $489,677.85 |
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 | |
| TT | 0.575 | 0.706 | Moderate |
| PWR | 0.575 | 0.609 | Moderate |
| ETN | 0.571 | 0.607 | Moderate |
| FIX | 0.564 | 0.597 | Moderate |
| JCI | 0.554 | 0.632 | Moderate |
| CAT | 0.552 | 0.579 | Moderate |
| VRT | 0.550 | 0.512 | Moderate |
| AME | 0.533 | 0.509 | Moderate |
| PH | 0.532 | 0.529 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare MOD 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.