Commonwealth Bank (Australia) Performance
| CBAPI Preferred Stock | 102.44 0.03 0.03% |
Commonwealth Bank has a performance score of 3 on a scale of 0 to 100. The firm shows a Beta (market volatility) of -0.066, which signifies not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Commonwealth Bank are expected to decrease at a much lower rate. During the bear market, Commonwealth Bank is likely to outperform the market. Commonwealth Bank right now shows a risk of 0.24%. Please confirm Commonwealth Bank total risk alpha, expected short fall, market facilitation index, as well as the relationship between the value at risk and daily balance of power , to decide if Commonwealth Bank will be following its price patterns.
Risk-Adjusted Performance
Soft
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in Commonwealth Bank of are ranked lower than 3 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, Commonwealth Bank is not utilizing all of its potentials. The newest stock price disturbance, may contribute to short-term losses for the investors. ...more
| Begin Period Cash Flow | 87.4 B | |
| End Period Cash Flow | 119.4 B | |
| Dividend Yield | 0.0212 | |
| Free Cash Flow | 22.3 B |
Commonwealth |
Commonwealth Bank Relative Risk vs. Return Landscape
If you would invest 10,186 in Commonwealth Bank of on November 3, 2025 and sell it today you would earn a total of 58.00 from holding Commonwealth Bank of or generate 0.57% return on investment over 90 days. Commonwealth Bank of is generating 0.0094% of daily returns and assumes 0.2438% volatility on return distribution over the 90 days horizon. Simply put, 2% of preferred stocks are less volatile than Commonwealth, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Commonwealth Bank Target Price Odds to finish over Current Price
The tendency of Commonwealth Preferred Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to move above the current price in 90 days |
| 102.44 | 90 days | 102.44 | about 15.87 |
Based on a normal probability distribution, the odds of Commonwealth Bank to move above the current price in 90 days from now is about 15.87 (This Commonwealth Bank of probability density function shows the probability of Commonwealth Preferred Stock to fall within a particular range of prices over 90 days) .
Assuming the 90 days trading horizon Commonwealth Bank of has a beta of -0.066 suggesting as returns on the benchmark increase, returns on holding Commonwealth Bank are expected to decrease at a much lower rate. During a bear market, however, Commonwealth Bank of is likely to outperform the market. Additionally Commonwealth Bank of has an alpha of 0.0018, implying that it can generate a 0.001753 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Commonwealth Bank Price Density |
| Price |
Predictive Modules for Commonwealth Bank
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Commonwealth Bank. Regardless of method or technology, however, to accurately forecast the preferred stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the preferred stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Commonwealth Bank Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Commonwealth Bank is not an exception. The market had few large corrections towards the Commonwealth Bank's value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Commonwealth Bank of, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Commonwealth Bank within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0 | |
β | Beta against Dow Jones | -0.07 | |
σ | Overall volatility | 0.32 | |
Ir | Information ratio | -0.15 |
Commonwealth Bank Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Commonwealth Preferred Stock often depends not only on the future outlook of the current and potential Commonwealth Bank's investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Commonwealth Bank's indicators that are reflective of the short sentiment are summarized in the table below.
| Common Stock Shares Outstanding | 1.7 B | |
| Dividend Yield | 0.0212 |
Commonwealth Bank Fundamentals Growth
Commonwealth Preferred Stock prices reflect investors' perceptions of the future prospects and financial health of Commonwealth Bank, and Commonwealth Bank fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Commonwealth Preferred Stock performance.
| Return On Equity | 13.14 | ||||
| Shares Outstanding | 1.69 B | ||||
| Cash Flow From Operations | 23.24 B | ||||
| Total Asset | 1.22 T | ||||
| Retained Earnings | 36.83 B | ||||
About Commonwealth Bank Performance
By analyzing Commonwealth Bank's fundamental ratios, stakeholders can gain valuable insights into Commonwealth Bank's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Commonwealth Bank has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Commonwealth Bank has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Things to note about Commonwealth Bank performance evaluation
Checking the ongoing alerts about Commonwealth Bank for important developments is a great way to find new opportunities for your next move. Preferred Stock alerts and notifications screener for Commonwealth Bank help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Commonwealth Bank's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Commonwealth Bank's preferred stock performance include:- Analyzing Commonwealth Bank's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Commonwealth Bank's stock is overvalued or undervalued compared to its peers.
- Examining Commonwealth Bank's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Commonwealth Bank's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Commonwealth Bank's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Commonwealth Bank's preferred stock. These opinions can provide insight into Commonwealth Bank's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Commonwealth Preferred Stock analysis
When running Commonwealth Bank's price analysis, check to measure Commonwealth Bank's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Commonwealth Bank is operating at the current time. Most of Commonwealth Bank's value examination focuses on studying past and present price action to predict the probability of Commonwealth Bank's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Commonwealth Bank's price. Additionally, you may evaluate how the addition of Commonwealth Bank to your portfolios can decrease your overall portfolio volatility.
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