Commonwealth Bank (Australia) Performance
| CBAPM Stock | 104.95 0.01 0.01% |
The firm shows a Beta (market volatility) of -0.024, 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 0.31%. 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
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Over the last 90 days Commonwealth Bank of has generated negative risk-adjusted returns adding no value to investors with long positions. 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
Ex Dividend Date 2024-06-06 |
1 | CBA earnings edge past expectations on higher home loan volumes - Reuters | 11/12/2024 |
2 | Commonwealth Bank CEOs Shareholding Update - TipRanks | 12/03/2024 |
Commonwealth |
Commonwealth Bank Relative Risk vs. Return Landscape
If you would invest 10,498 in Commonwealth Bank of on October 22, 2024 and sell it today you would lose (3.00) from holding Commonwealth Bank of or give up 0.03% of portfolio value over 90 days. Commonwealth Bank of is generating negative expected returns and assumes 0.3086% volatility on return distribution over the 90 days horizon. Simply put, 2% of 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 Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Commonwealth Bank's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Commonwealth Bank of, and traders can use it to determine the average amount a Commonwealth Bank's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0
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| Negative Returns | CBAPM |
Estimated Market Risk
| 0.31 actual daily | 2 98% of assets are more volatile |
Expected Return
| 0.0 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.0 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Commonwealth Bank is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Commonwealth Bank by adding Commonwealth Bank to a well-diversified portfolio.
Commonwealth Bank Fundamentals Growth
Commonwealth 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 Stock performance.
| Return On Equity | 0.13 | ||||
| Return On Asset | 0.0078 | ||||
| Profit Margin | 0.37 % | ||||
| Operating Margin | 0.57 % | ||||
| Current Valuation | 356.06 B | ||||
| Revenue | 26.13 B | ||||
| Total Debt | 1.18 T | ||||
| Total Asset | 1.25 T | ||||
| Retained Earnings | 39.8 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.
Commonwealth Bank is entity of Australia. It is traded as Stock on AU exchange.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. 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.| Commonwealth Bank generated a negative expected return over the last 90 days |
- 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 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 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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