R (R)
Quantitative Summary
DeterministicStrong operational fundamentals (Piotroski 8/9) with Altman Z of 1.5.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe company exhibits a robust Piotroski F-Score of 8 and a strong Beneish M-Score of -3.06, signaling high fundamental quality with minimal earnings manipulation risk despite flat revenue growth of -0.2%. However, the DuPont decomposition reveals that the 16.4% ROE is primarily driven by significant financial leverage (5.37x equity multiplier) rather than operational efficiency or pricing power, as evidenced by a modest net margin of 3.9% and an asset turnover ratio of only 0.77x. This leveraged structure supports the current ROIC-WACC spread but introduces sensitivity to capital structure changes; while profitability metrics appear stable based on historical scores, the reliance on debt magnification limits organic growth potential compared to peers with higher margin expansion or asset efficiency.
Valuation currently sits at a 16.6x P/E multiple, which requires context against sector averages and historical norms not explicitly provided in the dataset, though it implies moderate pricing relative to earnings. A DCF analysis suggests an intrinsic fair value of $128 per share; if current market price diverges from this benchmark, the gap reflects varying assumptions regarding future growth rates or terminal values inherent in the model's inputs. The market appears to be pricing in a specific trajectory that balances these modest margins against the company's demonstrated stability and low distress risk indicated by the Beneish score.
Significant insider activity over the last 90 days shows $39,627,359 in net selling, creating a notable divergence between institutional confidence metrics like the high F-Score and management skin-in-the-game behavior. This heavy outflow suggests insiders may perceive limited upside or anticipate near-term headwinds not fully captured by current valuation models. While the fundamental quality scores remain strong, the combination of leveraged ROE drivers and substantial insider disposition warrants a cautious assessment of future risk/reward dynamics before drawing definitive conclusions on price direction.
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.
Sensitivity Matrix
| TG ↓ / WACC → | 6% | 7.4% | 9.4% |
|---|---|---|---|
| 2% | $172 | $82 | $14 |
| 3% | $270 | $128 | $35 |
| 4% | $466 | $202 | $65 |
Center = base case. Green = >10% upside, Red = >10% downside vs $258.06.
Pre-computed DCF: WACC=7.4%, terminal growth 3%. Fair value $128 (+0.0%). Not investment advice.
Price Chart with Moving Averages
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 |
|---|---|---|
| 2026-05-18 | $0.9100 | 0.0% |
| 2026-02-17 | $0.9100 | 0.0% |
| 2025-11-17 | $0.9100 | 0.0% |
| 2025-08-18 | $0.9100 | +12.3% |
| 2025-05-19 | $0.8100 | 0.0% |
| 2025-02-18 | $0.8100 | 0.0% |
| 2024-11-18 | $0.8100 | 0.0% |
| 2024-08-19 | $0.8100 | +14.1% |
| 2024-05-17 | $0.7100 | 0.0% |
| 2024-02-16 | $0.7100 | 0.0% |
| 2023-11-17 | $0.7100 | 0.0% |
| 2023-08-18 | $0.7100 | +14.5% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
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 XTN or MDYV, the fund manager is mechanically forced to buy or sell R shares regardless of R's individual fundamentals. We estimate $774M of passive capital is structurally linked to R through 8 tracked ETFs. Passive flows have a limited but growing influence on R'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 R to visualize passive redemption contagion across ETFs and collateral stocks.
If R (R) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies RXO INC (RXO) as the most exposed collateral stock, sharing 1 ETFs with R. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 18 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
R Ownership Dynamics
Passive funds hold 1 in every 12 R shares, reducing daily market volatility.
R (R) exerts measurable gravity on the passive index market, currently representing 2.8% of the XTN (XTN) and 0.6% of the MDYV (MDYV). Across 18 tracked ETFs, approximately 3M shares (8.4% 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 R Exposure
Float lock-up computed from 18 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
R 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 R over the past year sits near $167.83 (14% of 252-day volume). The current price of $258.06 trades 53.8% 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 (14% 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.
R Capital Efficiency
How efficiently does R convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
R converts 14% 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 86% reinvestment rate signals aggressive capacity expansion. However, the ROIC-WACC spread is negative (-1.1%), 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 |
|---|---|---|---|
| 2026-05-05 | 49 | $232.97 | $11,415.53 |
| 2026-04-15 | 694 | $219.83 | $152,562.02 |
| 2026-03-26 | 210 | $203.64 | $42,764.4 |
| 2026-03-23 | 5 | $191.78 | $958.9 |
| 2026-03-13 | 305 | $187.00 | $57,035 |
| 2026-03-12 | 305 | $194.56 | $59,340.8 |
| 2026-03-02 | 12 | $221.56 | $2,658.72 |
| 2026-02-27 | 12 | $223.13 | $2,677.56 |
| 2026-02-26 | 12 | $220.92 | $2,651.04 |
| 2026-02-17 | 71 | $213.77 | $15,177.67 |
| 2026-02-09 | 1,292 | $217.50 | $281,010 |
| 2026-01-30 | 26 | $192.42 | $5,002.92 |
| 2026-01-21 | 13 | $188.00 | $2,444 |
| 2025-12-30 | 131 | $194.17 | $25,436.27 |
| 2025-12-24 | 11,143 | $197.00 | $2.2M |
| 2025-12-23 | 650 | $195.18 | $126,867 |
| 2025-12-18 | 2 | $188.49 | $376.98 |
| 2025-12-16 | 31 | $190.64 | $5,909.84 |
| 2025-11-26 | 30 | $172.38 | $5,171.4 |
| 2025-11-24 | 11 | $168.25 | $1,850.75 |
| 2025-11-17 | 344 | $170.49 | $58,648.56 |
| 2025-11-14 | 344 | $169.30 | $58,239.2 |
| 2025-11-12 | 11,713 | $170.25 | $2.0M |
| 2025-10-29 | 1 | $168.93 | $168.93 |
| 2025-10-24 | 29,021 | $160.20 | $4.6M |
| 2025-10-16 | 3 | $182.30 | $546.9 |
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.
Compare R 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.