Nu Holdings Ltd. (NU)
Quantitative Summary
DeterministicNU trades at 20.2x earnings, roughly in line with its sector average of 19.2x. Financial health is average: Piotroski 4/9, Altman Z 0.9. DCF fair value of $23 implies 51% 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 28% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 9.6% | 11.6% | 13.6% |
|---|---|---|---|
| 2% | $26 | $21 | $18 |
| 3% | $29 | $23 | $19 |
| 4% | $32 | $25 | $20 |
Center = base case. Green = >10% upside, Red = >10% downside vs $11.93.
Pre-computed DCF: WACC=11.6%, terminal growth 3%. Fair value $23 (+50.9%). Not investment advice.
Valuation Context
Currently trading 51% above its 5-year average P/E of 17.1x.
Price Chart with Moving Averages
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.
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 EWZ or SPEM, the fund manager is mechanically forced to buy or sell NU shares regardless of Nu Holdings Ltd.'s individual fundamentals. We estimate $1.0B of passive capital is structurally linked to NU 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 Nu Holdings Ltd. to visualize passive redemption contagion across ETFs and collateral stocks.
If Nu Holdings Ltd. (NU) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies NVIDIA Corp. (NVDA) as the most exposed collateral stock, sharing 2 ETFs with NU. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 8 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
NU Ownership Dynamics
Passive funds hold 1 in every 264 NU shares, reducing daily market volatility.
Nu Holdings Ltd. (NU) exerts measurable gravity on the passive index market, currently representing 8.7% of the EWZ (EWZ) and 0.4% of the SPEM (SPEM). Across 7 tracked ETFs, approximately 15M shares (0.4% 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 NU Exposure
Float lock-up computed from 7 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
NU 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 Nu Holdings Ltd. over the past year sits near $13.51 (9% of 252-day volume). The current price of $11.93 sits 11.7% below the POC — suggesting potential mean-reversion upside if institutional demand reasserts at this level.
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 |
|---|---|---|---|
| 2026-04-21 | 5,909 | $15.10 | $89,225.9 |
| 2026-04-13 | 822 | $14.96 | $12,297.12 |
| 2026-04-10 | 822 | $14.87 | $12,223.14 |
| 2026-04-02 | 841 | $14.44 | $12,144.04 |
| 2026-03-26 | 100 | $14.32 | $1,432 |
| 2026-03-23 | 9,219 | $13.94 | $128,512.86 |
| 2026-03-20 | 94 | $14.16 | $1,331.04 |
| 2026-03-18 | 514 | $14.25 | $7,324.5 |
| 2026-03-17 | 326 | $14.27 | $4,652.02 |
| 2026-03-11 | 1,709 | $14.88 | $25,429.92 |
| 2026-02-27 | 42,621 | $15.06 | $641,872.26 |
| 2026-02-23 | 1,302 | $17.53 | $22,824.06 |
| 2026-02-09 | 52 | $17.40 | $904.8 |
| 2026-01-30 | 9,658 | $18.76 | $181,184.08 |
| 2026-01-21 | 5,001 | $16.97 | $84,866.97 |
| 2026-01-08 | 88 | $17.50 | $1,540 |
| 2025-12-22 | 958 | $16.34 | $15,653.72 |
| 2025-12-12 | 84 | $16.82 | $1,412.88 |
| 2025-12-04 | 5,000 | $17.44 | $87,200 |
| 2025-12-03 | 5,000 | $17.61 | $88,050 |
| 2025-12-02 | 5,000 | $17.48 | $87,400 |
| 2025-11-24 | 10,886 | $15.89 | $172,978.54 |
| 2025-11-21 | 1,298 | $15.32 | $19,885.36 |
| 2025-11-20 | 72,023 | $15.66 | $1.1M |
| 2025-11-19 | 64,900 | $15.32 | $994,268 |
| 2025-11-12 | 860 | $16.39 | $14,095.4 |
| 2025-11-10 | 2,179 | $15.87 | $34,580.73 |
| 2025-11-04 | 1,442 | $16.13 | $23,259.46 |
| 2025-11-03 | 742 | $16.11 | $11,953.62 |
| 2025-10-29 | 457 | $15.93 | $7,280.01 |
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 | |
| SOFI | 0.465 | 0.497 | Moderate |
| RY | 0.437 | 0.552 | Moderate |
| HOOD | 0.416 | 0.451 | Moderate |
| GS | 0.403 | 0.434 | Moderate |
| ASML | 0.402 | 0.521 | Moderate |
| USN070592100 | 0.401 | 0.519 | Moderate |
| C | 0.397 | 0.433 | Moderate |
| KKR | 0.390 | 0.362 | Moderate |
| TSM | 0.388 | 0.447 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare NU 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.