NXP Semiconductors N.V. (NXPI)
Quantitative Summary
DeterministicAt 30.7x earnings — a 53% discount to the sector average of 65.0x — NXPI is in the lower valuation range. Financial health is average: Piotroski 5/9, Altman Z 2.9. DCF fair value of $43 implies 79% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of NXP Semiconductors present a distinct tension between operational profitability and capital efficiency. While the DuPont decomposition reveals that equity returns are driven primarily by robust net margins at 16.5% rather than asset turnover or leverage, the negative ROIC-WACC spread of -1.0% indicates that current investments are not generating excess value over the cost of capital. This inefficiency is underscored by a declining Piotroski F-Score of 5/9 and a revenue contraction of 2.7%, suggesting deteriorating operational momentum despite an Altman Z-Score of 2.8, which places the firm in the grey zone between safety and distress. The Beneish M-Score of -2.57 offers some assurance against earnings manipulation, yet the profitability factor (RMW) alpha of -0.183 signals that recent performance has underperformed relative to profitable peers on a risk-adjusted basis.
Valuation metrics further highlight a significant divergence between market pricing and intrinsic value models. Trading at 24.4x forward earnings, NXPI trades at roughly half the sector average of 42.2x, yet the DCF model implies substantial downside with a fair value of $44 representing -77.5% upside from current levels based on an assumed long-term FCF growth rate of 15.1%. This steep discount suggests the market is pricing in persistent headwinds that may not be fully reflected in historical multiples, creating a scenario where traditional valuation anchors are misaligned with fundamental cash flow generation capabilities.
Risk factor analysis compounds this uncertainty through negative momentum indicators and insider behavior. The stock exhibits a Fama-French alpha of -20.58%, reflecting consistent underperformance across growth, value, and profitability dimensions over the measurement period. Compounding these quantitative signals is $2.94 million in net insider selling over the last 90 days, which often precedes or accompanies periods of heightened volatility. Collectively, these data points suggest a high-risk environment where capital allocation efficiency remains suboptimal despite attractive margin profiles and low relative multiples.
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 -3% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 10.1% | 12.1% | 14.1% |
|---|---|---|---|
| 2% | $54 | $38 | $27 |
| 3% | $62 | $43 | $30 |
| 4% | $73 | $49 | $34 |
Center = base case. Green = >10% upside, Red = >10% downside vs $323.62.
Pre-computed DCF: WACC=12.1%, terminal growth 3%. Fair value $43 (-79.5%). Not investment advice.
Valuation Context
Currently trading 3% below its 5-year average P/E of 26.6x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current price of NXPI is below both its 50-day and 200-day simple moving averages, suggesting the stock may be in a near-term downtrend relative to recent short- and medium-term performance. With an RSI value of 27.6, the security appears to be in oversold territory, which historically has indicated potential for a rebound but does not provide direction on timing or extent.
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 |
|---|---|---|
| 2026-03-25 | $1.0140 | 0.0% |
| 2025-12-10 | $1.0140 | 0.0% |
| 2025-09-17 | $1.0140 | 0.0% |
| 2025-06-25 | $1.0140 | 0.0% |
| 2025-03-19 | $1.0140 | 0.0% |
| 2024-12-05 | $1.0140 | 0.0% |
| 2024-09-12 | $1.0140 | 0.0% |
| 2024-06-13 | $1.0140 | 0.0% |
| 2024-03-20 | $1.0140 | 0.0% |
| 2023-12-12 | $1.0140 | 0.0% |
| 2023-09-12 | $1.0140 | 0.0% |
| 2023-06-13 | $1.0140 | 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 XSD or XLK, the fund manager is mechanically forced to buy or sell NXPI shares regardless of NXP Semiconductors N.V.'s individual fundamentals. We estimate $4.0B of passive capital is structurally linked to NXPI 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 NXP Semiconductors N.V. to visualize passive redemption contagion across ETFs and collateral stocks.
If NXP Semiconductors N.V. (NXPI) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies APPLE INC (AAPL) as the most exposed collateral stock, sharing 2 ETFs with NXPI. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 12 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
NXPI Ownership Dynamics
Passive funds hold 1 in every 16 NXPI shares, reducing daily market volatility.
NXP Semiconductors N.V. (NXPI) exerts measurable gravity on the passive index market, currently representing 2.4% of the XSD (XSD) and 0.5% of the State Street Technology Select Sector SPDR ETF (XLK). Across 12 tracked ETFs, approximately 16M shares (6.2% 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 NXPI Exposure
Float lock-up computed from 12 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
NXPI 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 NXP Semiconductors N.V. over the past year sits near $225.57 (23% of 252-day volume). The current price of $323.62 trades 43.5% 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 (23% 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.
NXPI Capital Efficiency
How efficiently does NXP Semiconductors N.V. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
NXP Semiconductors N.V. converts 58% of its EBITDA into free cash flow, a healthy conversion rate indicating efficient capital management — the business generates substantial cash after reinvestment. However, the ROIC-WACC spread is negative (-1.2%), 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 | 132 | $294.75 | $38,907 |
| 2026-05-08 | 10,522 | $290.22 | $3.1M |
| 2026-05-06 | 4,392 | $292.35 | $1.3M |
| 2026-05-01 | 753 | $293.59 | $221,073.27 |
| 2026-04-29 | 5,062 | $230.39 | $1.2M |
| 2026-04-28 | 158 | $236.87 | $37,425.46 |
| 2026-04-20 | 500 | $216.03 | $108,015 |
| 2026-04-16 | 2 | $209.39 | $418.78 |
| 2026-04-15 | 173 | $209.89 | $36,310.97 |
| 2026-04-14 | 669 | $208.00 | $139,152 |
| 2026-04-10 | 2,100 | $205.67 | $431,907 |
| 2026-04-01 | 3,241 | $196.86 | $638,023.26 |
| 2026-03-27 | 18 | $196.92 | $3,544.56 |
| 2026-03-26 | 1 | $197.61 | $197.61 |
| 2026-03-25 | 25 | $196.40 | $4,910 |
| 2026-03-24 | 6 | $193.39 | $1,160.34 |
| 2026-03-23 | 4,240 | $191.37 | $811,408.8 |
| 2026-03-20 | 40,867 | $192.35 | $7.9M |
| 2026-03-18 | 91 | $194.02 | $17,655.82 |
| 2026-03-17 | 1 | $191.89 | $191.89 |
| 2026-03-09 | 1,437 | $201.74 | $289,900.38 |
| 2026-03-03 | 97 | $224.76 | $21,801.72 |
| 2026-02-26 | 43 | $235.07 | $10,108.01 |
| 2026-02-25 | 1,187 | $234.63 | $278,505.81 |
| 2026-02-23 | 1,100 | $232.27 | $255,497 |
| 2026-02-19 | 10 | $237.33 | $2,373.3 |
| 2026-02-18 | 29 | $245.09 | $7,107.61 |
| 2026-02-13 | 121,329 | $242.19 | $29.4M |
| 2026-02-12 | 19 | $249.75 | $4,745.25 |
| 2026-02-10 | 607 | $228.91 | $138,948.37 |
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 | |
| NL0009538784 | 0.996 | 0.991 | High co-movement |
| MCHP | 0.796 | 0.851 | High co-movement |
| ADI | 0.783 | 0.761 | High co-movement |
| ON | 0.758 | 0.787 | High co-movement |
| TXN | 0.716 | 0.755 | High co-movement |
| QCOM | 0.666 | 0.638 | Moderate |
| MPWR | 0.660 | 0.613 | Moderate |
| POWI | 0.640 | 0.578 | Moderate |
| SWKS | 0.600 | 0.497 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare NXPI 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.