Qorvo, Inc. (QRVO)
Quantitative Summary
DeterministicAt 28.6x earnings — a 56% discount to the sector average of 65.0x — QRVO is in the lower valuation range. Strong operational fundamentals (Piotroski 8/9) with Altman Z of 2.7. DCF fair value of $40 implies 50% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of Qorvo, Inc. reveal a significant erosion in capital efficiency, characterized by an ROIC-WACC spread of -9.3%, indicating that the company is currently destroying value relative to its cost of capital. This negative spread stems from a DuPont-decomposed Return on Equity of merely 1.6%, driven primarily by thin net margins of 1.5% and low asset turnover, despite maintaining healthy gross margins at 41.3%. While the Piotroski F-Score of 8/9 suggests strong operational stability and financial health, this is counterbalanced by an Altman Z-Score of 2.7, which flags a zone of potential distress, alongside a net revenue contraction of -1.3% year-over-year that underscores current headwinds in the semiconductor cycle.
Valuation metrics present a stark divergence between market pricing and intrinsic value models. The stock trades at a P/E ratio of 22.0x, significantly below the sector average of 58.2x, yet this discount is largely justified by a DCF-derived fair value of $39, implying nearly -49.3% downside from current levels based on an assumed ten-year free cash flow growth rate of only 6.9%. This compressed valuation multiple reflects market skepticism regarding the sustainability of profitability in a shrinking revenue environment rather than pure undervaluation.
Risk factor analysis further complicates the risk-reward profile, as evidenced by a negative Fama-French alpha of -10.09% annually and a Value Factor (HML) score of -0.475, confirming that recent performance has been driven more by growth expectations than value characteristics despite the low P/E. Although the Profitability Factor (RMW) remains positive at 0.347 due to robust underlying margins, this is offset by substantial insider selling activity totaling $2.49 million over the past ninety days. The combination of negative alpha, declining revenue, and elevated leverage concerns suggests that while the balance sheet appears structurally sound per Beneish metrics, capital allocation efficiency remains a critical constraint on future returns.
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 -1% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 9.4% | 11.4% | 13.4% |
|---|---|---|---|
| 2% | $47 | $36 | $29 |
| 3% | $53 | $40 | $31 |
| 4% | $61 | $44 | $34 |
Center = base case. Green = >10% upside, Red = >10% downside vs $102.74.
Pre-computed DCF: WACC=11.5%, terminal growth 3%. Fair value $40 (-50.5%). Not investment advice.
Valuation Context
Currently trading 81% below its 5-year average P/E of 118.5x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedQuanterion Solutions (QRVO) is currently trading below both its 50-day and 200-day moving averages, indicating recent weakness in the stock. The RSI reading of 40.5 suggests that momentum has been declining but remains neutral to slightly oversold territory, hinting at potential near-term stabilization or a bounce back.
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.
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 SLYG, the fund manager is mechanically forced to buy or sell QRVO shares regardless of Qorvo, Inc.'s individual fundamentals. We estimate $642M of passive capital is structurally linked to QRVO through 8 tracked ETFs. Passive flows have a limited but growing influence on QRVO'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 Qorvo, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Qorvo, Inc. (QRVO) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies MAXLINEAR INC (MXL) as the most exposed collateral stock, sharing 4 ETFs with QRVO. 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.
QRVO Ownership Dynamics
Passive funds hold 1 in every 12 QRVO shares, reducing daily market volatility.
Qorvo, Inc. (QRVO) exerts measurable gravity on the passive index market, currently representing 2.0% of the XSD (XSD) and 0.6% of the SLYG (SLYG). Across 10 tracked ETFs, approximately 8M shares (8.7% 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 QRVO Exposure
Float lock-up computed from 10 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
QRVO 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 Qorvo, Inc. over the past year sits near $89.53 (12% of 252-day volume). The current price of $102.74 trades 14.8% 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.
QRVO Capital Efficiency
How efficiently does Qorvo, Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Qorvo, Inc. converts 110% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. However, the ROIC-WACC spread is negative (-9.2%), 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 |
|---|---|---|---|
| 2026-05-07 | 1,875 | $88.94 | $166,762.5 |
| 2026-05-04 | 124 | $93.50 | $11,594 |
| 2026-05-01 | 2,562 | $94.22 | $241,391.64 |
| 2026-04-22 | 1 | $83.09 | $83.09 |
| 2026-04-14 | 52 | $79.77 | $4,148.04 |
| 2026-04-10 | 21,916 | $79.83 | $1.7M |
| 2026-03-23 | 37 | $78.16 | $2,891.92 |
| 2026-02-06 | 12,375 | $82.72 | $1.0M |
| 2026-02-03 | 915 | $79.82 | $73,035.3 |
| 2026-01-29 | 296 | $77.18 | $22,845.28 |
| 2026-01-27 | 236 | $82.50 | $19,470 |
| 2026-01-23 | 958 | $81.59 | $78,163.22 |
| 2026-01-07 | 54,100 | $88.12 | $4.8M |
| 2025-12-22 | 11,920 | $85.63 | $1.0M |
| 2025-11-26 | 281 | $84.45 | $23,730.45 |
| 2025-11-07 | 12 | $87.12 | $1,045.44 |
| 2025-11-05 | 846 | $87.54 | $74,058.84 |
| 2025-10-29 | 900 | $97.42 | $87,678 |
| 2025-10-20 | 400 | $92.13 | $36,852 |
| 2025-10-14 | 29 | $87.92 | $2,549.68 |
| 2025-10-09 | 1,365 | $91.53 | $124,938.45 |
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 | |
| SWKS | 0.865 | 0.958 | High co-movement |
| CRUS | 0.584 | 0.553 | Moderate |
| NXPI | 0.568 | 0.496 | Moderate |
| NL0009538784 | 0.565 | 0.489 | Moderate |
| ADI | 0.553 | 0.502 | Moderate |
| MCHP | 0.546 | 0.492 | Moderate |
| ON | 0.546 | 0.550 | Moderate |
| QCOM | 0.529 | 0.469 | Moderate |
| MPWR | 0.528 | 0.473 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare QRVO 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.