Truist Financial Corporation (TFC)
Quantitative Summary
DeterministicAt 11.9x earnings — a 38% discount to the sector average of 19.2x — TFC is in the lower valuation range. Financial health is average: Piotroski 6/9, Altman Z 0.2.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Valuation Context
Currently trading 27% above its 5-year average P/E of 10.3x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe stock is trading below its 50-day moving average but above the 200-day moving average, indicating a short-term downtrend within an overall sideways to slightly bullish longer-term trend. The RSI at 26.8 suggests that near-term momentum is weak and leaning towards oversold conditions.
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.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-05-08 | $0.5200 | 0.0% |
| 2026-02-13 | $0.5200 | 0.0% |
| 2025-11-14 | $0.5200 | 0.0% |
| 2025-08-08 | $0.5200 | 0.0% |
| 2025-05-09 | $0.5200 | 0.0% |
| 2025-02-14 | $0.5200 | 0.0% |
| 2024-11-08 | $0.5200 | 0.0% |
| 2024-08-09 | $0.5200 | 0.0% |
| 2024-05-09 | $0.5200 | 0.0% |
| 2024-02-08 | $0.5200 | 0.0% |
| 2023-11-09 | $0.5200 | 0.0% |
| 2023-08-10 | $0.5200 | 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 DVY or KRE, the fund manager is mechanically forced to buy or sell TFC shares regardless of Truist Financial Corporation's individual fundamentals. We estimate $7.6B of passive capital is structurally linked to TFC 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 Truist Financial Corporation to visualize passive redemption contagion across ETFs and collateral stocks.
If Truist Financial Corporation (TFC) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies JPMORGAN CHASE + CO (JPM) as the most exposed collateral stock, sharing 2 ETFs with TFC. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 31 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
TFC Ownership Dynamics
Passive funds hold 1 in every 8 TFC shares, reducing daily market volatility.
Truist Financial Corporation (TFC) exerts measurable gravity on the passive index market, currently representing 1.5% of the iShares Select Dividend ETF (DVY) and 1.4% of the KRE (KRE). Across 31 tracked ETFs, approximately 159M shares (12.8% 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 TFC Exposure
Float lock-up computed from 31 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
TFC 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 Truist Financial Corporation over the past year sits near $44.23 (14% of 252-day volume). The current price of $48.12 trades 8.8% 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.
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 | 246 | $49.74 | $12,236.04 |
| 2026-05-01 | 76 | $51.50 | $3,914 |
| 2026-04-22 | 348 | $51.07 | $17,772.36 |
| 2026-04-15 | 72,110 | $49.53 | $3.6M |
| 2026-04-07 | 40,775 | $47.64 | $1.9M |
| 2026-03-25 | 127 | $45.32 | $5,755.64 |
| 2026-03-24 | 9 | $44.86 | $403.74 |
| 2026-03-23 | 78 | $44.16 | $3,444.48 |
| 2026-03-19 | 118,909 | $43.85 | $5.2M |
| 2026-03-04 | 1 | $49.30 | $49.3 |
| 2026-02-26 | 20,835 | $50.57 | $1.1M |
| 2026-02-09 | 67,118 | $55.81 | $3.7M |
| 2026-01-27 | 298,561 | $50.19 | $15.0M |
| 2026-01-23 | 70,118 | $50.30 | $3.5M |
| 2026-01-22 | 19,900 | $50.02 | $995,398 |
| 2026-01-21 | 52,575 | $49.14 | $2.6M |
| 2026-01-20 | 85,028 | $49.99 | $4.3M |
| 2026-01-15 | 727,490 | $49.83 | $36.3M |
| 2026-01-02 | 2,094 | $49.21 | $103,045.74 |
| 2025-12-31 | 2,480 | $49.56 | $122,908.8 |
| 2025-12-30 | 2,000 | $50.02 | $100,040 |
| 2025-12-29 | 2,002 | $50.61 | $101,321.22 |
| 2025-12-26 | 3,755 | $50.74 | $190,528.7 |
| 2025-12-24 | 2,094 | $50.49 | $105,726.06 |
| 2025-12-23 | 2,093 | $50.56 | $105,822.08 |
| 2025-12-22 | 67,365 | $50.08 | $3.4M |
| 2025-12-19 | 1,604 | $49.94 | $80,103.76 |
| 2025-12-18 | 881 | $50.15 | $44,182.15 |
| 2025-12-17 | 982 | $49.71 | $48,815.22 |
| 2025-12-16 | 61,356 | $49.74 | $3.1M |
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 | |
| CFG | 0.905 | 0.879 | High co-movement |
| KEY | 0.895 | 0.883 | High co-movement |
| FNB | 0.876 | 0.887 | High co-movement |
| RF | 0.869 | 0.895 | High co-movement |
| MTB | 0.868 | 0.862 | High co-movement |
| ZION | 0.863 | 0.868 | High co-movement |
| FITB | 0.863 | 0.846 | High co-movement |
| PNC | 0.863 | 0.816 | High co-movement |
| USB | 0.859 | 0.853 | High co-movement |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare TFC 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.