MUR (MUR)
Quantitative Summary
DeterministicFinancial health is average: Piotroski 4/9, Altman Z 2.0. DCF fair value of $11 implies 73% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe capital allocation efficiency and earnings power of MUR appear structurally compromised, as indicated by a ROIC-WACC spread that is effectively non-existent given the 2.5% return on invested capital. The DuPont decomposition reveals an ROE driven primarily by low asset turnover (0.27x) rather than operational leverage or margin expansion; while net margins sit at 3.9%, this is insufficient to offset the sluggish revenue contraction of -10.9% year-over-year, resulting in a total return on equity of merely 2.0%. Fundamental quality metrics further underscore these concerns: a Piotroski F-Score of 4/9 suggests deteriorating financial health relative to peers, and although the Beneish M-Score of -2.53 technically flags low manipulation risk, it does not negate the operational reality of shrinking top-line growth paired with thin profitability.
Valuation metrics present a significant divergence between current market pricing and intrinsic value estimates. The stock trades at 53.9x forward earnings, which implies substantial future growth expectations that are currently unsupported by recent performance data showing double-digit revenue declines. In contrast, the DCF model calculates a fair value of $8, suggesting the market is overpaying for an asset with limited capital efficiency and negative momentum. This wide gap between the current multiple and the discounted cash flow estimate indicates that investors are pricing in a recovery scenario that has not yet materialized in the financial statements.
Insider activity adds another layer of caution to the risk-reward profile, as $1.89 million in net selling over the last 90 days signals confidence issues among management or major shareholders amidst the revenue headwinds. While the low Beneish score mitigates concerns regarding aggressive accounting manipulation, the combination of shrinking revenues, weak capital returns, and significant insider outflows creates a scenario where downside protection is limited unless fundamental drivers such as asset turnover or margin expansion reverse sharply in upcoming quarters.
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 -11% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 6% | 7.6% | 9.6% |
|---|---|---|---|
| 2% | $14 | $8 | $5 |
| 3% | $19 | $11 | $6 |
| 4% | $29 | $14 | $7 |
Center = base case. Green = >10% upside, Red = >10% downside vs $37.96.
Pre-computed DCF: WACC=7.6%, terminal growth 3%. Fair value $11 (-72.9%). Not investment advice.
Price Chart with Moving Averages
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 |
|---|---|---|
| 2026-05-18 | $0.3500 | 0.0% |
| 2026-02-17 | $0.3500 | +7.7% |
| 2025-11-17 | $0.3250 | 0.0% |
| 2025-08-18 | $0.3250 | 0.0% |
| 2025-05-16 | $0.3250 | 0.0% |
| 2025-02-18 | $0.3250 | +8.3% |
| 2024-11-18 | $0.3000 | 0.0% |
| 2024-08-19 | $0.3000 | 0.0% |
| 2024-05-17 | $0.3000 | 0.0% |
| 2024-02-16 | $0.3000 | +9.1% |
| 2023-11-10 | $0.2750 | 0.0% |
| 2023-08-11 | $0.2750 | 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 XOP or MDYV, the fund manager is mechanically forced to buy or sell MUR shares regardless of MUR's individual fundamentals. We estimate $503M of passive capital is structurally linked to MUR through 8 tracked ETFs. Passive flows have a limited but growing influence on MUR'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 MUR to visualize passive redemption contagion across ETFs and collateral stocks.
If MUR (MUR) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Exxon Mobil Corp. (XOM) as the most exposed collateral stock, sharing 1 ETFs with MUR. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 11 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
MUR Ownership Dynamics
Passive funds hold 1 in every 11 MUR shares, reducing daily market volatility.
MUR (MUR) exerts measurable gravity on the passive index market, currently representing 2.8% of the XOP (XOP) and 0.3% of the MDYV (MDYV). Across 11 tracked ETFs, approximately 13M shares (9.2% 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 MUR Exposure
Float lock-up computed from 11 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
MUR 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 MUR over the past year sits near $31.16 (10% of 252-day volume). The current price of $37.96 trades 21.8% 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.
MUR Capital Efficiency
How efficiently does MUR convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
MUR converts 16% of its EBITDA into free cash flow, a low conversion rate suggesting heavy reinvestment. This may indicate a growth phase (building capacity) or structural capital intensity. The 84% reinvestment rate signals aggressive capacity expansion. However, the ROIC-WACC spread is negative (-5.1%), 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 |
|---|---|---|---|
| 2026-05-12 | 101 | $37.62 | $3,799.62 |
| 2026-05-04 | 193 | $40.73 | $7,860.89 |
| 2026-05-01 | 653 | $41.76 | $27,269.28 |
| 2026-04-20 | 6,740 | $36.87 | $248,503.8 |
| 2026-04-08 | 4,503 | $42.74 | $192,458.22 |
| 2026-04-07 | 4,525 | $41.68 | $188,602 |
| 2026-04-02 | 55 | $39.55 | $2,175.25 |
| 2026-03-25 | 411 | $38.62 | $15,872.82 |
| 2026-03-23 | 51,579 | $38.73 | $2.0M |
| 2026-03-18 | 45,422 | $36.79 | $1.7M |
| 2026-03-16 | 85,999 | $36.81 | $3.2M |
| 2026-03-13 | 13,359 | $34.72 | $463,824.48 |
| 2026-03-10 | 30,437 | $33.66 | $1.0M |
| 2026-03-09 | 29,228 | $34.55 | $1.0M |
| 2026-03-04 | 41 | $34.87 | $1,429.67 |
| 2026-03-02 | 383 | $33.15 | $12,696.45 |
| 2026-02-26 | 111 | $31.51 | $3,497.61 |
| 2026-02-20 | 10,876 | $34.06 | $370,436.56 |
| 2026-02-18 | 117 | $31.94 | $3,736.98 |
| 2026-02-12 | 14,568 | $34.24 | $498,808.32 |
| 2026-02-09 | 12,881 | $32.11 | $413,608.91 |
| 2026-02-05 | 441 | $31.70 | $13,979.7 |
| 2026-02-03 | 194 | $29.61 | $5,744.34 |
| 2026-02-02 | 4,154 | $30.09 | $124,993.86 |
| 2026-01-30 | 4,172 | $31.08 | $129,665.76 |
| 2026-01-21 | 335,052 | $30.40 | $10.2M |
| 2026-01-20 | 64 | $33.92 | $2,170.88 |
| 2026-01-14 | 496,134 | $33.27 | $16.5M |
| 2025-12-30 | 1,323 | $31.52 | $41,700.96 |
| 2025-12-22 | 21,094 | $31.58 | $666,148.52 |
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 | |
| APA | 0.813 | 0.796 | High co-movement |
| FANG | 0.790 | 0.750 | High co-movement |
| COP | 0.789 | 0.728 | High co-movement |
| DVN | 0.767 | 0.702 | High co-movement |
| OXY | 0.754 | 0.700 | High co-movement |
| PTEN | 0.728 | 0.619 | High co-movement |
| EOG | 0.723 | 0.636 | High co-movement |
| XOM | 0.676 | 0.589 | Moderate |
| SU | 0.672 | 0.603 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare MUR 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.