Tesla, Inc. (TSLA)
Quantitative Summary
DeterministicTSLA trades at 399.8x earnings — a 1044% premium to its sector average of 35.0x — without a dominant ROIC-WACC spread. Financial health is average: Piotroski 5/9, Altman Z 15.8. DCF fair value of $16 implies 95% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of the business reveal a significant disconnect between capital efficiency and profitability generation. Capital allocation is currently destructive, evidenced by an ROIC-WACC spread of -12.1%, indicating that returns on invested capital fall substantially short of the cost of equity. This weakness permeates the DuPont decomposition, where a net margin of 4.0% combined with modest asset turnover of 0.69x drives ROE to just 4.6%. While balance sheet leverage remains conservative at an equity multiplier of 1.66x, the quality signals are mixed; the company maintains a robust Altman Z-Score of 18.1 and a low Beneish M-Score of -2.88 suggesting limited earnings manipulation risk, yet it struggles with revenue contraction of -2.9% year-over-year and a middling Piotroski F-Score of 5/9.
Valuation metrics suggest the market is pricing in aggressive future growth that current fundamentals do not support. The trading multiple of 333.9x represents an extreme premium, sitting 88% above its five-year average and vastly exceeding the sector median of 57.0x. A discounted cash flow analysis implies a fair value significantly lower than current prices, with upside calculated at -95.6%. This divergence stems from the market's assumption of sustained free cash flow growth averaging 50.0% over the next decade, an expectation that appears disconnected from the recent revenue decline and weak profitability factor score of -0.248. The stock exhibits a pronounced tilt toward the Growth factor rather than Value, with an HML load of -0.198.
Risk-adjusted performance data further complicates the investment thesis by highlighting consistent underperformance relative to standard risk factors. The annual Fama-French alpha stands at -2.46%, indicating that returns have failed to compensate adequately for systematic risks taken over time. This negative momentum is reinforced by substantial insider activity, with net selling of approximately $38 million observed in the last 90 days. Collectively, these indicators point to a company trading on speculative growth expectations while grappling with deteriorating operational metrics and capital destruction.
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 -3% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 14.4% | 16.4% | 18.4% |
|---|---|---|---|
| 2% | $18 | $16 | $14 |
| 3% | $19 | $16 | $14 |
| 4% | $20 | $17 | $15 |
Center = base case. Green = >10% upside, Red = >10% downside vs $423.74.
Pre-computed DCF: WACC=16.4%, terminal growth 3%. Fair value $16 (-95.4%). Not investment advice.
Valuation Context
Currently trading 82% above its 5-year average P/E of 177.2x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedTesla's stock is currently trading below its 50-day moving average but above the 200-day moving average, suggesting a near-term downtrend relative to recent prices. The RSI reading of 44.4 indicates that momentum may be weakening as it sits in neutral territory, neither overbought nor oversold.
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.
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
SEC Filings & Material Events
Full financial overview
Significant news
Significant news
Significant news
Latest earnings
10-K Risk Factor Expansion
Word count of Item 1A (Risk Factors) across annual filings. Rising counts often signal new regulatory, competitive, or operational risks.
Smart Money Flow
Institutional 13F filings from top hedge funds. Positions updated quarterly from SEC EDGAR.
| Fund | Quarter | Shares Change | % Change | Action |
|---|---|---|---|---|
| Bridgewater Associates | 2026-Q1 | +2,017 | +100.0% | New Position |
| Soros Fund Management | 2026-Q1 | -3,568 | -6.3% | Decreased |
| Two Sigma Investments | 2026-Q1 | +9,000 | +9.7% | Increased |
| DE Shaw | 2026-Q1 | -1,022,500 | -39.6% | Decreased |
| Millennium Management | 2026-Q1 | -1,338,797 | -46.0% | Decreased |
| Point72 Asset Mgmt | 2026-Q1 | +147,000 | +195.5% | Increased |
| Citadel Advisors | 2026-Q1 | -6,697,700 | -20.9% | Decreased |
| Renaissance Technologies | 2026-Q1 | -1,150,832 | -84.5% | Decreased |
| Two Sigma Investments | 2025-Q4 | +73,400 | +368.8% | Increased |
| Citadel Advisors | 2025-Q4 | -1,455,800 | -4.3% | Decreased |
| Point72 Asset Mgmt | 2025-Q4 | -48,500 | -39.2% | Decreased |
| Renaissance Technologies | 2025-Q4 | +937,632 | +220.9% | Increased |
Source: SEC 13F-HR filings. 13F data is delayed ~45 days after quarter end. Not investment advice.
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like XLY or VCR, the fund manager is mechanically forced to buy or sell TSLA shares regardless of Tesla, Inc.'s individual fundamentals. We estimate $139.8B of passive capital is structurally linked to TSLA 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 Tesla, Inc. to visualize passive redemption contagion across ETFs and collateral stocks.
If Tesla, Inc. (TSLA) 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 4 ETFs with TSLA. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 38 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
TSLA Ownership Dynamics
Passive funds hold 1 in every 10 TSLA shares, reducing daily market volatility.
Tesla, Inc. (TSLA) exerts measurable gravity on the passive index market, currently representing 19.6% of the State Street Consumer Discretionary Select Sector SPDR ETF (XLY) and 15.8% of the VCR (VCR). Across 32 tracked ETFs, approximately 360M shares (9.6% 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 TSLA Exposure
Float lock-up computed from 32 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
TSLA 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 Tesla, Inc. over the past year sits near $436.78 (12% of 252-day volume). The current price of $423.74 sits 3.0% 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.
TSLA Capital Efficiency
How efficiently does Tesla, Inc. convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Tesla, Inc. converts 53% of its EBITDA into free cash flow, a healthy conversion rate indicating efficient capital management — the business generates substantial cash after reinvestment. However, the ROIC-WACC spread is negative (-12.3%), 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 |
|---|---|---|---|
| 2026-05-14 | 2,101 | $445.27 | $935,512.27 |
| 2026-05-13 | 26 | $433.45 | $11,269.7 |
| 2026-05-12 | 3,700 | $445.00 | $1.6M |
| 2026-05-11 | 53,495 | $428.35 | $22.9M |
| 2026-05-08 | 14,434 | $411.79 | $5.9M |
| 2026-05-07 | 101 | $398.73 | $40,271.73 |
| 2026-05-05 | 645 | $392.51 | $253,168.95 |
| 2026-05-04 | 30,142 | $390.82 | $11.8M |
| 2026-05-01 | 4,127 | $381.63 | $1.6M |
| 2026-04-30 | 36 | $372.80 | $13,420.8 |
| 2026-04-29 | 1,629 | $376.02 | $612,536.58 |
| 2026-04-28 | 400 | $378.67 | $151,468 |
| 2026-04-27 | 1 | $376.30 | $376.3 |
| 2026-04-23 | 1 | $387.51 | $387.51 |
| 2026-04-21 | 1 | $392.50 | $392.5 |
| 2026-04-20 | 8,606 | $400.62 | $3.4M |
| 2026-04-17 | 5 | $388.90 | $1,944.5 |
| 2026-04-16 | 10,424 | $391.95 | $4.1M |
| 2026-04-15 | 1,956 | $364.20 | $712,375.2 |
| 2026-04-14 | 24,552 | $352.42 | $8.7M |
| 2026-04-13 | 1,130 | $348.95 | $394,313.5 |
| 2026-04-10 | 8,110 | $345.62 | $2.8M |
| 2026-04-08 | 1 | $346.65 | $346.65 |
| 2026-04-07 | 4,886 | $352.82 | $1.7M |
| 2026-04-06 | 4,960 | $360.59 | $1.8M |
| 2026-04-02 | 5,215 | $381.26 | $2.0M |
| 2026-04-01 | 386 | $371.75 | $143,495.5 |
| 2026-03-31 | 2,788 | $355.28 | $990,520.64 |
| 2026-03-27 | 2 | $372.11 | $744.22 |
| 2026-03-26 | 10,024 | $385.95 | $3.9M |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Institutional Holdings (13F Filings)
Raw SEC 13F-HR filings from institutional investment managers. Shows exact share counts and portfolio values as reported to the SEC.
| Fund | Quarter | Shares | Value ($K) |
|---|---|---|---|
| Citadel Advisors | 2026-Q1 | 25,395,700 | $9,440,851,475K |
| Millennium Management | 2026-Q1 | 1,572,603 | $584,615,165K |
| DE Shaw | 2026-Q1 | 1,561,000 | $580,301,750K |
| Point72 Asset Mgmt | 2026-Q1 | 222,200 | $82,602,850K |
| Renaissance Technologies | 2026-Q1 | 211,290 | $78,547,058K |
| Two Sigma Investments | 2026-Q1 | 102,300 | $38,030,025K |
| Soros Fund Management | 2026-Q1 | 53,093 | $19,737,323K |
| Bridgewater Associates | 2026-Q1 | 2,017 | $749,820K |
| Citadel Advisors | 2025-Q4 | 32,093,400 | $14,433,043,848K |
| Millennium Management | 2025-Q4 | 2,911,400 | $1,309,314,808K |
| DE Shaw | 2025-Q4 | 2,583,500 | $1,161,851,620K |
| Renaissance Technologies | 2025-Q4 | 1,362,122 | $612,583,061K |
| Two Sigma Investments | 2025-Q4 | 93,300 | $41,958,876K |
| Point72 Asset Mgmt | 2025-Q4 | 75,200 | $33,818,944K |
| Soros Fund Management | 2025-Q4 | 56,661 | $25,481,585K |
Source: SEC 13F-HR filings. Values reported in thousands. 13F data is delayed ~45 days after quarter end.
SEC Comment Letters
SEC correspondence with the company regarding their filings. Comment letters often flag disclosure deficiencies, accounting concerns, or material omissions.
Source: SEC EDGAR correspondence. Comment letters are public records of SEC staff review of company filings.
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 | |
| NVDA | 0.437 | 0.511 | Moderate |
| PLTR | 0.429 | 0.497 | Moderate |
| SHOP | 0.409 | 0.432 | Moderate |
| TSM | 0.405 | 0.464 | Moderate |
| SOFI | 0.401 | 0.523 | Moderate |
| ACHR | 0.396 | 0.399 | Moderate |
| QCOM | 0.395 | 0.419 | Moderate |
| ARKB | 0.386 | 0.439 | Moderate |
| LRCX | 0.385 | 0.385 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare TSLA 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.