Suncor Energy Inc. (SU)
Quantitative Summary
DeterministicAt 16.4x earnings — a 53% discount to the sector average of 34.8x — SU is in the lower valuation range. Strong operational fundamentals (Piotroski 7/9) with Altman Z of 2.3. DCF fair value of $77 suggests 19% upside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe capital allocation efficiency presents a nuanced picture where the 8.6% return on invested capital falls slightly below the estimated cost of equity at 8.9%, resulting in a negligible negative spread that suggests marginally value-destructive operations over time. Despite this, earnings power is supported by robust profitability metrics; an 11.3% net margin and 41.4% gross margin indicate strong pricing discipline, which partially offsets the declining revenue trajectory of -4.6%. The DuPont decomposition reveals that the current 13.1% ROE is driven primarily by leverage (Equity Multiplier of 1.99x) rather than operational efficiency or asset turnover (0.58x), implying that earnings are sensitive to balance sheet expansion risks. Creditworthiness and financial integrity appear solid, evidenced by a Piotroski F-Score of 7/9 signaling strong fundamentals and an Altman Z-Score of 2.3 indicating low distress probability, while the Beneish M-Score of -2.88 suggests earnings are highly unlikely to be manipulated.
Valuation metrics reflect market skepticism regarding growth prospects despite reasonable entry multiples. The current P/E ratio of 18.9x sits below historical norms and likely trades at a discount relative to sector peers given the negative revenue momentum, yet it remains elevated for a company generating sub-cost-of-capital returns on new investments. A DCF analysis anchors fair value at $66, implying that current market pricing may be disconnected from intrinsic value assumptions dependent on future growth rates exceeding those currently realized in the top line. The divergence between the high multiple and negative revenue trend suggests the market is potentially pricing in a recovery or restructuring scenario not yet reflected in earnings per share.
Significant insider activity provides a counterweight to fundamental concerns, with $401 million in net buying over the last 90 days indicating substantial confidence from those closest to operations. This heavy institutional positioning contrasts sharply with the weak revenue growth and inefficient capital deployment, creating a risk/reward dynamic where downside protection is offered by strong credit metrics and insider conviction, while upside remains contingent on reversing the negative sales trajectory or improving ROIC generation relative to WACC.
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 -5% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 6.1% | 8.1% | 10.1% |
|---|---|---|---|
| 2% | $100 | $66 | $49 |
| 3% | $128 | $77 | $55 |
| 4% | $182 | $93 | $62 |
Center = base case. Green = >10% upside, Red = >10% downside vs $65.31.
Pre-computed DCF: WACC=8.1%, terminal growth 3%. Fair value $77 (+18.7%). Not investment advice.
Valuation Context
Currently trading 137% above its 5-year average P/E of 7.8x.
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 |
|---|---|---|
| 2026-03-04 | $0.4390 | +5.8% |
| 2025-06-04 | $0.4150 | +5.6% |
| 2025-03-04 | $0.3930 | -3.2% |
| 2024-12-03 | $0.4060 | +1.0% |
| 2024-09-04 | $0.4020 | +0.5% |
| 2024-06-04 | $0.4000 | -0.2% |
| 2024-03-01 | $0.4010 | 0.0% |
| 2023-11-30 | $0.4010 | +4.4% |
| 2023-08-31 | $0.3840 | -0.8% |
| 2023-06-02 | $0.3870 | +1.3% |
| 2023-03-02 | $0.3820 | -1.3% |
| 2022-12-01 | $0.3870 | +8.1% |
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.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like VIGI or VGK, the fund manager is mechanically forced to buy or sell SU shares regardless of Suncor Energy Inc.'s individual fundamentals. We estimate $3.0B of passive capital is structurally linked to SU 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 Suncor Energy Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Suncor Energy Inc. (SU) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Novartis AG (NOVN) as the most exposed collateral stock, sharing 4 ETFs with SU. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 9 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
SU Ownership Dynamics
Passive funds hold 1 in every 31 SU shares, reducing daily market volatility.
Suncor Energy Inc. (SU) exerts measurable gravity on the passive index market, currently representing 3.1% of the VIGI (VIGI) and 1.1% of the VGK (VGK). Across 9 tracked ETFs, approximately 38M shares (3.2% 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 SU Exposure
Float lock-up computed from 9 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
SU 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 Suncor Energy Inc. over the past year sits near $39.72 (15% of 252-day volume). The current price of $65.31 trades 64.4% 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 (15% 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.
SU Capital Efficiency
How efficiently does Suncor Energy Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Suncor Energy Inc. converts 44% of its EBITDA into free cash flow, a healthy conversion rate indicating efficient capital management — the business generates substantial cash after reinvestment. The 56% reinvestment rate signals aggressive capacity expansion. The positive ROIC-WACC spread of 0.5% 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 |
|---|---|---|---|
| 2026-05-08 | 43,576 | $63.74 | $2.8M |
| 2026-05-07 | 47 | $64.32 | $3,023.04 |
| 2026-05-06 | 2,877 | $69.65 | $200,383.05 |
| 2026-05-04 | 800 | $67.55 | $54,040 |
| 2026-04-30 | 4,096 | $67.07 | $274,718.72 |
| 2026-04-20 | 200 | $61.16 | $12,232 |
| 2026-04-15 | 2,448 | $63.56 | $155,594.88 |
| 2026-04-14 | 136,119 | $64.84 | $8.8M |
| 2026-04-13 | 44,768 | $64.43 | $2.9M |
| 2026-04-09 | 32,129 | $64.54 | $2.1M |
| 2026-04-07 | 9,293 | $66.08 | $614,081.44 |
| 2026-04-06 | 165 | $65.90 | $10,873.5 |
| 2026-04-02 | 42,017 | $64.94 | $2.7M |
| 2026-04-01 | 15,113 | $66.11 | $999,120.43 |
| 2026-03-30 | 100 | $66.66 | $6,666 |
| 2026-03-25 | 5,062 | $64.11 | $324,524.82 |
| 2026-03-24 | 1,522 | $63.19 | $96,175.18 |
| 2026-03-23 | 4,600 | $63.71 | $293,066 |
| 2026-03-20 | 15 | $63.32 | $949.8 |
| 2026-03-18 | 6,846 | $61.32 | $419,796.72 |
| 2026-03-17 | 38,465 | $60.62 | $2.3M |
| 2026-03-16 | 4,499 | $59.59 | $268,095.41 |
| 2026-03-12 | 15 | $58.27 | $874.05 |
| 2026-03-11 | 27,549 | $57.28 | $1.6M |
| 2026-03-10 | 8,033 | $57.40 | $461,094.2 |
| 2026-03-09 | 100 | $56.84 | $5,684 |
| 2026-03-06 | 29,819 | $57.61 | $1.7M |
| 2026-03-05 | 27,980 | $57.34 | $1.6M |
| 2026-03-04 | 94,603 | $57.14 | $5.4M |
| 2026-03-03 | 37,325 | $57.78 | $2.2M |
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 | |
| EOG | 0.705 | 0.614 | High co-movement |
| DVN | 0.689 | 0.611 | Moderate |
| OXY | 0.680 | 0.611 | Moderate |
| FANG | 0.677 | 0.567 | Moderate |
| MUR | 0.672 | 0.603 | Moderate |
| COP | 0.664 | 0.551 | Moderate |
| SHEL | 0.657 | 0.580 | Moderate |
| XOM | 0.650 | 0.555 | Moderate |
| APA | 0.632 | 0.539 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare SU 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.