Ross Stores, Inc. (ROST)
Quantitative Summary
DeterministicROST trades at 32.5x earnings, roughly in line with its sector average of 35.7x. Financial health is average: Piotroski 6/9, Altman Z 7.5. DCF fair value of $246 suggests 5% upside 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 8% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 8.2% | 10.2% | 12.2% |
|---|---|---|---|
| 2% | $297 | $222 | $177 |
| 3% | $345 | $246 | $191 |
| 4% | $415 | $278 | $208 |
Center = base case. Green = >10% upside, Red = >10% downside vs $233.46.
Pre-computed DCF: WACC=10.2%, terminal growth 3%. Fair value $246 (+5.5%). Not investment advice.
Valuation Context
Currently trading 19% above its 5-year average P/E of 27.2x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe stock of Ross Stores (ROST) is currently trading above both its 50-day and 200-day simple moving averages, indicating a strong upward trend with bullish momentum supported by the RSI staying in overbought territory at 66.4, suggesting that short-term prices are outpacing longer-term averages but could be due for some correction or consolidation.
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
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 |
|---|---|---|
| 2026-06-09 | $0.4450 | 0.0% |
| 2026-03-13 | $0.4450 | +9.9% |
| 2025-12-09 | $0.4050 | 0.0% |
| 2025-09-09 | $0.4050 | 0.0% |
| 2025-06-10 | $0.4050 | 0.0% |
| 2025-03-18 | $0.4050 | +10.1% |
| 2024-12-10 | $0.3680 | 0.0% |
| 2024-09-10 | $0.3680 | 0.0% |
| 2024-06-11 | $0.3680 | 0.0% |
| 2024-03-14 | $0.3680 | +9.9% |
| 2023-12-04 | $0.3350 | 0.0% |
| 2023-09-01 | $0.3350 | 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 RDVY or XLY, the fund manager is mechanically forced to buy or sell ROST shares regardless of Ross Stores, Inc.'s individual fundamentals. We estimate $11.5B of passive capital is structurally linked to ROST 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 Ross Stores, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Ross Stores, Inc. (ROST) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies AMAZON.COM INC (AMZN) as the most exposed collateral stock, sharing 1 ETFs with ROST. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 35 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
ROST Ownership Dynamics
Passive funds hold 1 in every 6 ROST shares, reducing daily market volatility.
Ross Stores, Inc. (ROST) exerts notable gravity on the passive index market, currently representing 2.0% of the RDVY (RDVY) and 1.9% of the State Street Consumer Discretionary Select Sector SPDR ETF (XLY). Across 35 tracked ETFs, approximately 53M shares (16.5% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.
ETFs with Highest ROST Exposure
Float lock-up computed from 35 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
ROST 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 Ross Stores, Inc. over the past year sits near $148.25 (14% of 252-day volume). The current price of $233.46 trades 57.5% 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 (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.
ROST Capital Efficiency
How efficiently does Ross Stores, Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Ross Stores, Inc. converts 65% of its EBITDA into free cash flow, an exceptional conversion rate indicating an asset-light business model with minimal capital reinvestment drag. The positive ROIC-WACC spread of 11.0% confirms that reinvested capital creates 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 |
|---|---|---|---|
| 2026-06-12 | 15 | $239.11 | $3,586.65 |
| 2026-06-09 | 1 | $227.42 | $227.42 |
| 2026-06-05 | 3 | $233.06 | $699.18 |
| 2026-06-03 | 2 | $223.82 | $447.64 |
| 2026-05-29 | 2 | $227.20 | $454.4 |
| 2026-05-26 | 98 | $234.81 | $23,011.38 |
| 2026-05-22 | 93,503 | $217.19 | $20.3M |
| 2026-05-20 | 2 | $212.68 | $425.36 |
| 2026-05-14 | 2 | $211.76 | $423.52 |
| 2026-05-11 | 2 | $225.81 | $451.62 |
| 2026-05-07 | 2 | $228.91 | $457.82 |
| 2026-05-04 | 21 | $228.84 | $4,805.64 |
| 2026-05-01 | 2 | $227.79 | $455.58 |
| 2026-04-16 | 2 | $224.15 | $448.3 |
| 2026-04-15 | 3 | $223.29 | $669.87 |
| 2026-04-14 | 34 | $220.95 | $7,512.3 |
| 2026-04-10 | 37 | $224.91 | $8,321.67 |
| 2026-04-09 | 106,439 | $224.47 | $23.9M |
| 2026-04-01 | 4 | $216.63 | $866.52 |
| 2026-03-30 | 4,223 | $211.69 | $893,966.87 |
| 2026-03-27 | 4,379 | $214.30 | $938,419.7 |
| 2026-03-26 | 4,356 | $216.03 | $941,026.68 |
| 2026-03-25 | 350 | $215.80 | $75,530 |
| 2026-03-24 | 15,133 | $213.09 | $3.2M |
| 2026-03-23 | 14,733 | $211.19 | $3.1M |
| 2026-03-06 | 117,748 | $214.83 | $25.3M |
| 2026-03-02 | 732 | $205.64 | $150,528.48 |
| 2026-02-26 | 12,815 | $201.53 | $2.6M |
| 2026-02-23 | 1,079 | $201.45 | $217,364.55 |
| 2026-02-09 | 42 | $190.74 | $8,011.08 |
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 |
|---|---|---|---|
| MGMXX | NaN | NaN | |
| WTGXX | NaN | NaN | |
| GVMXX | NaN | NaN | |
| TJX | 0.577 | 0.628 | Moderate |
| HD | 0.354 | 0.295 | Moderate |
| DRI | 0.346 | 0.352 | Moderate |
| WSM | 0.344 | 0.226 | Moderate |
| PHM | 0.343 | 0.266 | Moderate |
| SKY | 0.342 | 0.342 | Moderate |
| LOW | 0.333 | 0.272 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare ROST to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-07-17.
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.