SoFi Technologies, Inc. (SOFI)
Quantitative Summary
DeterministicSOFI trades at 40.5x earnings — a 111% premium to its sector average of 19.2x — without a dominant ROIC-WACC spread. Below-average fundamentals indicated by Piotroski score of 2/9; Altman Z of 0.4 falls in the academic distress zone.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Valuation Context
Currently trading 52% above its 5-year average P/E of 27.3x.
Price Chart with Moving Averages
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.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like ARKF or VBK, the fund manager is mechanically forced to buy or sell SOFI shares regardless of SoFi Technologies, Inc.'s individual fundamentals. We estimate $1.6B of passive capital is structurally linked to SOFI 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 SoFi Technologies, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If SoFi Technologies, Inc. (SOFI) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies SHOPIFY INC - CLASS A (SHOP) as the most exposed collateral stock, sharing 2 ETFs with SOFI. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 13 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
SOFI Ownership Dynamics
Passive funds hold 1 in every 12 SOFI shares, reducing daily market volatility.
SoFi Technologies, Inc. (SOFI) exerts measurable gravity on the passive index market, currently representing 3.5% of the ARKF (ARKF) and 0.6% of the VBK (VBK). Across 14 tracked ETFs, approximately 108M 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 SOFI Exposure
Float lock-up computed from 14 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
SOFI 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 SoFi Technologies, Inc. over the past year sits near $26.35 (10% of 252-day volume). The current price of $17.74 sits 32.7% below the POC — suggesting potential mean-reversion upside if institutional demand reasserts at this level.
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 | 83,495 | $15.31 | $1.3M |
| 2026-05-13 | 13,873 | $15.90 | $220,580.7 |
| 2026-05-12 | 32,077 | $16.26 | $521,572.02 |
| 2026-05-11 | 105 | $15.75 | $1,653.75 |
| 2026-05-08 | 1,397 | $16.00 | $22,352 |
| 2026-05-04 | 43,893 | $16.43 | $721,161.99 |
| 2026-05-01 | 2,246,403 | $16.10 | $36.2M |
| 2026-04-30 | 2,448,140 | $15.53 | $38.0M |
| 2026-04-27 | 12,578 | $18.44 | $231,938.32 |
| 2026-04-22 | 459,123 | $18.83 | $8.6M |
| 2026-04-21 | 12,448 | $19.50 | $242,736 |
| 2026-04-20 | 11,078 | $19.43 | $215,245.54 |
| 2026-04-17 | 220 | $19.03 | $4,186.6 |
| 2026-04-15 | 174 | $17.91 | $3,116.34 |
| 2026-04-13 | 2,200 | $16.22 | $35,684 |
| 2026-04-10 | 2,621 | $16.27 | $42,643.67 |
| 2026-04-06 | 2,350 | $15.85 | $37,247.5 |
| 2026-04-02 | 2,217 | $15.63 | $34,651.71 |
| 2026-03-30 | 32,897 | $15.23 | $501,021.31 |
| 2026-03-27 | 43,092 | $15.87 | $683,870.04 |
| 2026-03-25 | 32,761 | $16.70 | $547,108.7 |
| 2026-03-23 | 35 | $16.90 | $591.5 |
| 2026-03-19 | 65,067 | $17.18 | $1.1M |
| 2026-03-18 | 567 | $17.37 | $9,848.79 |
| 2026-03-17 | 266 | $17.63 | $4,689.58 |
| 2026-03-12 | 300 | $18.53 | $5,559 |
| 2026-03-10 | 196,719 | $18.79 | $3.7M |
| 2026-03-09 | 42,277 | $18.90 | $799,035.3 |
| 2026-03-02 | 275,716 | $17.76 | $4.9M |
| 2026-02-23 | 58,531 | $19.02 | $1.1M |
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 | |
| HOOD | 0.583 | 0.700 | Moderate |
| COIN | 0.538 | 0.625 | Moderate |
| GS | 0.533 | 0.509 | Moderate |
| CVNA | 0.525 | 0.573 | Moderate |
| MS | 0.509 | 0.514 | Moderate |
| C | 0.509 | 0.543 | Moderate |
| TRMB | 0.507 | 0.524 | Moderate |
| COF | 0.499 | 0.459 | Moderate |
| BK | 0.499 | 0.518 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare SOFI 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.