Exxon Mobil Corporation (XOM)
Quantitative Summary
DeterministicXOM trades at 24.5x earnings, roughly in line with its sector average of 34.8x. Financial health is average: Piotroski 5/9, Altman Z 4.6. DCF fair value of $41 implies 73% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Algorithmic Teardown
AI-GeneratedThe fundamental economics of this energy giant present a mixed profile characterized by capital efficiency that barely clears the hurdle rate. While the ROIC-WACC spread sits at +1.8%, indicating modest value creation above cost of capital, the DuPont decomposition reveals that an equity multiplier of 1.68x is driving returns rather than operational leverage or pricing power; this reliance on financial leverage masks underlying margin compression as revenue contracts by 4.5% year-over-year despite a healthy net margin of 8.9%. Credit and earnings quality metrics offer some reassurance, with an Altman Z-Score of 4.7 signaling low bankruptcy risk and a Beneish M-Score of -2.73 suggesting transparent accounting, though the Piotroski F-Score of 5/9 reflects neutral financial strength without significant deterioration or improvement relative to peers.
Valuation metrics currently suggest significant downside pressure from a discounted cash flow perspective. The stock trades at a forward P/E multiple exactly in line with its sector average of 24.0x, yet the DCF model implies a fair value $51 per share, corresponding to an implied upside of -70.1%. This substantial discount likely reflects market skepticism regarding the sustainability of the assumed 12.9% ten-year free cash flow growth rate against a backdrop of declining top-line revenue. While profitability factors remain robust with an RMW tilt, the valuation gap indicates that current pricing may be overly punitive relative to historical earnings power if future commodity cycles do not support the projected cash flows.
Risk-adjusted performance data reveals notable divergence between standard risk models and factor-based alpha generation. The Fama-French annualized alpha of 14.94% combined with a strong value tilt (HML: 0.966) suggests the stock has historically outperformed when adjusted for size, value, and profitability characteristics, yet recent insider activity shows $1.7 million in net selling over the last ninety days. This internal disposition contrasts sharply with the positive alpha signal, potentially signaling management's view on near-term liquidity or capital allocation priorities that warrant closer observation alongside the broader valuation compression.
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% | 7.8% | 9.8% |
|---|---|---|---|
| 2% | $52 | $35 | $26 |
| 3% | $67 | $41 | $29 |
| 4% | $97 | $51 | $33 |
Center = base case. Green = >10% upside, Red = >10% downside vs $149.56.
Pre-computed DCF: WACC=7.8%, terminal growth 3%. Fair value $41 (-72.9%). Not investment advice.
Valuation Context
Currently trading 36% below its 5-year average P/E of 35.4x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedExxonMobil (XOM) is trading above both its 50-day and 200-day moving averages, currently at $153.01, indicating recent strength relative to longer-term trends. The RSI reading of 60.7 suggests that the stock has moderate upward momentum but may be approaching levels where caution might be warranted as it edges into overbought territory.
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 |
|---|---|---|
| 2026-05-15 | $1.0300 | 0.0% |
| 2026-02-12 | $1.0300 | 0.0% |
| 2025-11-14 | $1.0300 | +4.0% |
| 2025-08-15 | $0.9900 | 0.0% |
| 2025-05-15 | $0.9900 | 0.0% |
| 2025-02-12 | $0.9900 | 0.0% |
| 2024-11-14 | $0.9900 | +4.2% |
| 2024-08-15 | $0.9500 | 0.0% |
| 2024-05-14 | $0.9500 | 0.0% |
| 2024-02-13 | $0.9500 | 0.0% |
| 2023-11-14 | $0.9500 | +4.4% |
| 2023-08-15 | $0.9100 | 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
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 |
|---|---|---|---|---|
| Citadel Advisors | 2026-Q1 | +2,266,876 | +61.9% | Increased |
| Two Sigma Investments | 2026-Q1 | -61,600 | -39.4% | Decreased |
| Point72 Asset Mgmt | 2026-Q1 | +297,600 | +204.5% | Increased |
| Renaissance Technologies | 2026-Q1 | +1,580 | +100.0% | New Position |
| DE Shaw | 2026-Q1 | -238,437 | -25.3% | Decreased |
| Millennium Management | 2026-Q1 | +3,749,750 | +443.5% | Increased |
| Point72 Asset Mgmt | 2025-Q4 | +78,800 | +118.1% | Increased |
| Renaissance Technologies | 2025-Q4 | -1,865 | -100.0% | Exited |
| Citadel Advisors | 2025-Q4 | +75,800 | +2.1% | Increased |
| Bridgewater Associates | 2025-Q4 | -22,199 | -100.0% | Exited |
| Two Sigma Investments | 2025-Q4 | +112,500 | +255.7% | Increased |
| DE Shaw | 2025-Q4 | -293,004 | -23.7% | Decreased |
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 XLE or IYE, the fund manager is mechanically forced to buy or sell XOM shares regardless of Exxon Mobil Corporation's individual fundamentals. We estimate $86.1B of passive capital is structurally linked to XOM 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 Exxon Mobil Corporation to visualize passive redemption contagion across ETFs and collateral stocks.
If Exxon Mobil Corporation (XOM) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Chevron Corp (CVX) as the most exposed collateral stock, sharing 3 ETFs with XOM. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 40 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
XOM Ownership Dynamics
Passive funds hold 1 in every 7 XOM shares, reducing daily market volatility.
Exxon Mobil Corporation (XOM) exerts measurable gravity on the passive index market, currently representing 22.5% of the State Street Energy Select Sector SPDR ETF (XLE) and 21.7% of the IYE (IYE). Across 35 tracked ETFs, approximately 570M shares (13.7% 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 XOM Exposure
Float lock-up computed from 35 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
XOM 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 Exxon Mobil Corporation over the past year sits near $112.75 (15% of 252-day volume). The current price of $149.56 trades 32.6% 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.
XOM Capital Efficiency
How efficiently does Exxon Mobil Corporation convert operating profits into free cash? The FCF Conversion ratio measures the gap between accounting earnings and real cash generation.
Exxon Mobil Corporation converts 35% of its EBITDA into free cash flow, a moderate conversion rate — significant EBITDA is consumed by capital expenditures, working capital changes, or interest payments. The 65% reinvestment rate signals aggressive capacity expansion. The positive ROIC-WACC spread of 1.0% 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 |
|---|---|---|---|
| 2026-05-12 | 106 | $149.68 | $15,866.08 |
| 2026-05-11 | 10 | $144.57 | $1,445.7 |
| 2026-05-07 | 672 | $148.69 | $99,919.68 |
| 2026-05-06 | 16,149 | $154.88 | $2.5M |
| 2026-05-05 | 35,020 | $153.69 | $5.4M |
| 2026-05-04 | 1,571 | $152.75 | $239,970.25 |
| 2026-05-01 | 1,122 | $154.33 | $173,158.26 |
| 2026-04-30 | 1,064 | $154.67 | $164,568.88 |
| 2026-04-29 | 311 | $150.56 | $46,824.16 |
| 2026-04-27 | 1,502 | $148.91 | $223,662.82 |
| 2026-04-23 | 1,252 | $149.50 | $187,174 |
| 2026-04-22 | 14,924 | $148.36 | $2.2M |
| 2026-04-21 | 403 | $147.68 | $59,515.04 |
| 2026-04-20 | 208,040 | $146.44 | $30.5M |
| 2026-04-17 | 3,867 | $151.98 | $587,706.66 |
| 2026-04-16 | 552 | $149.01 | $82,253.52 |
| 2026-04-15 | 2,000 | $149.24 | $298,480 |
| 2026-04-10 | 2,505 | $155.04 | $388,375.2 |
| 2026-04-07 | 2,203 | $163.37 | $359,904.11 |
| 2026-04-06 | 1,101 | $160.69 | $176,919.69 |
| 2026-03-30 | 700 | $170.99 | $119,693 |
| 2026-03-26 | 476 | $163.26 | $77,711.76 |
| 2026-03-25 | 18,253 | $165.38 | $3.0M |
| 2026-03-24 | 117,168 | $161.13 | $18.9M |
| 2026-03-23 | 20,293 | $159.67 | $3.2M |
| 2026-03-20 | 28,709 | $158.16 | $4.5M |
| 2026-03-19 | 50,700 | $157.59 | $8.0M |
| 2026-03-16 | 101,100 | $156.12 | $15.8M |
| 2026-03-13 | 35,258 | $153.53 | $5.4M |
| 2026-03-12 | 30,688 | $151.58 | $4.7M |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Institutional Holdings (13F Filings)
Raw SEC 13F-HR filings from institutional investment managers. Shows exact share counts and portfolio values as reported to the SEC.
| Fund | Quarter | Shares | Value ($K) |
|---|---|---|---|
| Citadel Advisors | 2026-Q1 | 5,928,000 | $1,005,744,480K |
| Millennium Management | 2026-Q1 | 4,595,300 | $779,638,598K |
| DE Shaw | 2026-Q1 | 705,100 | $119,627,266K |
| Point72 Asset Mgmt | 2026-Q1 | 443,100 | $75,176,346K |
| Two Sigma Investments | 2026-Q1 | 94,900 | $16,100,734K |
| Renaissance Technologies | 2026-Q1 | 1,580 | $266,165K |
| Citadel Advisors | 2025-Q4 | 3,661,124 | $440,579,662K |
| DE Shaw | 2025-Q4 | 943,537 | $113,545,243K |
| Millennium Management | 2025-Q4 | 845,550 | $101,753,487K |
| Two Sigma Investments | 2025-Q4 | 156,500 | $18,833,210K |
| Point72 Asset Mgmt | 2025-Q4 | 145,500 | $17,509,470K |
| Citadel Advisors | 2025-Q3 | 3,585,324 | $404,245,281K |
| Millennium Management | 2025-Q3 | 2,050,800 | $231,227,700K |
| DE Shaw | 2025-Q3 | 1,236,541 | $139,419,998K |
| Point72 Asset Mgmt | 2025-Q3 | 66,700 | $7,520,425K |
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 | |
| CVX | 0.828 | 0.816 | High co-movement |
| COP | 0.804 | 0.761 | High co-movement |
| EOG | 0.757 | 0.705 | High co-movement |
| DVN | 0.738 | 0.692 | High co-movement |
| FANG | 0.724 | 0.679 | High co-movement |
| OXY | 0.700 | 0.654 | Moderate |
| APA | 0.693 | 0.668 | Moderate |
| SHEL | 0.677 | 0.623 | Moderate |
| MUR | 0.676 | 0.589 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare XOM 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.