Prudential Financial, Inc. (PRU)
Quantitative Summary
DeterministicAt 10.4x earnings — a 46% discount to the sector average of 19.2x — PRU is in the lower valuation range. Financial health is average: Piotroski 6/9, Altman Z 0.2.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Valuation Context
Currently trading 47% below its 5-year average P/E of 18.4x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe 50-day moving average of PRU stands at $105.51, above its 200-day moving average at $103.58, indicating a short-term price level that is currently below these longer-term averages, suggesting the stock may be in a corrective phase within an ongoing broader uptrend or consolidation period. With the Relative Strength Index (RSI) at 29.9, PRU is positioned well into oversold territory, which historically could signal potential near-term bullish reversals but also reflects recent downward price pressure on the security.
Quant Health Deep Dive
Profitability & Value Creation
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 |
|---|---|---|
| 2026-05-26 | $1.4000 | 0.0% |
| 2026-02-17 | $1.4000 | +3.7% |
| 2025-11-18 | $1.3500 | 0.0% |
| 2025-08-19 | $1.3500 | 0.0% |
| 2025-05-20 | $1.3500 | 0.0% |
| 2025-02-18 | $1.3500 | +3.8% |
| 2024-11-19 | $1.3000 | 0.0% |
| 2024-08-20 | $1.3000 | 0.0% |
| 2024-05-20 | $1.3000 | 0.0% |
| 2024-02-16 | $1.3000 | +4.0% |
| 2023-11-20 | $1.2500 | 0.0% |
| 2023-08-21 | $1.2500 | 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 KIE or DVY, the fund manager is mechanically forced to buy or sell PRU shares regardless of Prudential Financial, Inc.'s individual fundamentals. We estimate $6.5B of passive capital is structurally linked to PRU 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 Prudential Financial, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Prudential Financial, Inc. (PRU) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies BERKSHIRE HATHAWAY INC CL B (BRK.B) as the most exposed collateral stock, sharing 1 ETFs with PRU. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 40 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
PRU Ownership Dynamics
Passive funds hold 1 in every 2 PRU shares, reducing daily market volatility.
Prudential Financial, Inc. (PRU) exerts significant gravity on the passive index market, currently representing 1.9% of the KIE (KIE) and 1.4% of the iShares Select Dividend ETF (DVY). Across 40 tracked ETFs, approximately 139M shares (40.2% of float) are held by passive funds and rarely trade on the open market. This high passive lock-up reduces the effective active float, which can amplify daily price volatility and momentum signals.
ETFs with Highest PRU Exposure
Float lock-up computed from 40 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
PRU 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 Prudential Financial, Inc. over the past year sits near $100.42 (16% of 252-day volume). The current price of $102.72 trades 2.3% 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 (16% 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.
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 | 1,232 | $102.38 | $126,132.16 |
| 2026-05-11 | 847 | $100.81 | $85,386.07 |
| 2026-05-08 | 2,667 | $99.44 | $265,206.48 |
| 2026-05-04 | 4 | $98.62 | $394.48 |
| 2026-04-28 | 9,789 | $95.59 | $935,730.51 |
| 2026-04-20 | 779 | $101.65 | $79,185.35 |
| 2026-04-15 | 3 | $98.76 | $296.28 |
| 2026-04-09 | 60 | $96.65 | $5,799 |
| 2026-04-07 | 10 | $97.82 | $978.2 |
| 2026-03-25 | 35 | $94.80 | $3,318 |
| 2026-03-23 | 6,621 | $93.03 | $615,951.63 |
| 2026-03-18 | 2,071 | $94.49 | $195,688.79 |
| 2026-03-17 | 104 | $93.22 | $9,694.88 |
| 2026-02-26 | 2,327 | $100.86 | $234,701.22 |
| 2026-02-19 | 4,344 | $104.33 | $453,209.52 |
| 2026-02-18 | 61 | $103.27 | $6,299.47 |
| 2026-02-13 | 30 | $104.15 | $3,124.5 |
| 2026-02-12 | 4,612 | $105.26 | $485,459.12 |
| 2026-02-11 | 2,648 | $103.33 | $273,617.84 |
| 2026-02-06 | 851 | $99.82 | $84,946.82 |
| 2026-01-30 | 459 | $109.87 | $50,430.33 |
| 2026-01-20 | 440 | $111.69 | $49,143.6 |
| 2026-01-15 | 21 | $117.71 | $2,471.91 |
| 2025-12-31 | 76 | $113.69 | $8,640.44 |
| 2025-12-15 | 169 | $116.96 | $19,766.24 |
| 2025-11-14 | 1 | $107.85 | $107.85 |
| 2025-11-06 | 1 | $104.43 | $104.43 |
| 2025-11-04 | 6,111 | $104.63 | $639,393.93 |
| 2025-10-24 | 36 | $101.76 | $3,663.36 |
| 2025-10-21 | 31,774 | $101.52 | $3.2M |
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 | |
| MET | 0.811 | 0.730 | High co-movement |
| RF | 0.688 | 0.631 | Moderate |
| MTB | 0.681 | 0.592 | Moderate |
| KEY | 0.681 | 0.582 | Moderate |
| CFG | 0.679 | 0.581 | Moderate |
| ASB | 0.677 | 0.623 | Moderate |
| TFC | 0.668 | 0.557 | Moderate |
| FNB | 0.663 | 0.564 | Moderate |
| ONB | 0.659 | 0.586 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare PRU 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.