Canadian Imperial Bank Stock Piotroski F Score

CM Stock  CAD 90.42  0.28  0.31%   
This module uses fundamental data of Canadian Imperial to approximate its Piotroski F score. Canadian Imperial F Score is determined by combining nine binary scores representing 3 distinct fundamental categories of Canadian Imperial Bank. These three categories are profitability, efficiency, and funding. Some research analysts and sophisticated value traders use Piotroski F Score to find opportunities outside of the conventional market and financial statement analysis.They believe that some of the new information about Canadian Imperial financial position does not get reflected in the current market share price suggesting a possibility of arbitrage. Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Canadian Imperial Bank. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in estimate.
  
At this time, Canadian Imperial's Debt To Equity is very stable compared to the past year. As of the 29th of November 2024, Interest Debt Per Share is likely to grow to 233.97, while Short and Long Term Debt is likely to drop about 45 B. At this time, Canadian Imperial's EV To Sales is very stable compared to the past year. As of the 29th of November 2024, Free Cash Flow Per Share is likely to grow to 11.50, while Dividend Yield is likely to drop 0.04.
At this time, it appears that Canadian Imperial's Piotroski F Score is Inapplicable. Although some professional money managers and academia have recently criticized Piotroski F-Score model, we still consider it an effective method of predicting the state of the financial strength of any organization that is not predisposed to accounting gimmicks and manipulations. Using this score on the criteria to originate an efficient long-term portfolio can help investors filter out the purely speculative stocks or equities playing fundamental games by manipulating their earnings..
6.0
Piotroski F Score - Inapplicable
Current Return On Assets

Positive

Focus
Change in Return on Assets

Increased

Focus
Cash Flow Return on Assets

Positive

Focus
Current Quality of Earnings (accrual)

Improving

Focus
Asset Turnover Growth

Increase

Focus
Current Ratio Change

Decrease

Focus
Long Term Debt Over Assets Change

Higher Leverage

Focus
Change In Outstending Shares

Decrease

Focus
Change in Gross Margin

No Change

Focus

Canadian Imperial Piotroski F Score Drivers

The critical factor to consider when applying the Piotroski F Score to Canadian Imperial is to make sure Canadian is not a subject of accounting manipulations and runs a healthy internal audit department. So, if Canadian Imperial's auditors report directly to the board (not management), the managers will be reluctant to manipulate simply due to the fear of punishment. On the other hand, the auditors will be free to investigate the ledgers properly because they know that the board has their back. Below are the main accounts that are used in the Piotroski F Score model. By analyzing the historical trends of the mains drivers, investors can determine if Canadian Imperial's financial numbers are properly reported.
Current ValueLast YearChange From Last Year 10 Year Trend
Return On Assets0.0050.0046
Significantly Up
Slightly volatile
Asset Turnover0.03560.0251
Significantly Up
Slightly volatile
Gross Profit Margin0.820.98
Fairly Down
Pretty Stable
Total Current Liabilities636.3 B606 B
Sufficiently Up
Slightly volatile
Non Current Liabilities Total477.6 B454.9 B
Sufficiently Up
Slightly volatile
Total Assets1.2 T1.1 T
Sufficiently Up
Slightly volatile
Total Current Assets62 B85 B
Way Down
Slightly volatile

Canadian Imperial Bank F Score Driver Matrix

One of the toughest challenges investors face today is learning how to quickly synthesize historical financial statements and information provided by the company, SEC reporting, and various external parties in order to project the various growth rates. Understanding the correlation between Canadian Imperial's different financial indicators related to revenue, expenses, operating profit, and net earnings helps investors identify and prioritize their investing strategies towards Canadian Imperial in a much-optimized way.

About Canadian Imperial Piotroski F Score

F-Score is one of many stock grading techniques developed by Joseph Piotroski, a professor of accounting at the Stanford University Graduate School of Business. It was published in 2002 under the paper titled Value Investing: The Use of Historical Financial Statement Information to Separate Winners from Losers. Piotroski F Score is based on binary analysis strategy in which stocks are given one point for passing 9 very simple fundamental tests, and zero point otherwise. According to Mr. Piotroski's analysis, his F-Score binary model can help to predict the performance of low price-to-book stocks.

Book Value Per Share

54.92

At this time, Canadian Imperial's Book Value Per Share is very stable compared to the past year.

Canadian Imperial ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Canadian Imperial's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Canadian Imperial's managers, analysts, and investors.
Environment Score
Governance Score
Social Score

About Canadian Imperial Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Canadian Imperial Bank's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Canadian Imperial using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Canadian Imperial Bank based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.

Pair Trading with Canadian Imperial

One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Canadian Imperial position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Canadian Imperial will appreciate offsetting losses from the drop in the long position's value.

Moving together with Canadian Stock

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Moving against Canadian Stock

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The ability to find closely correlated positions to Canadian Imperial could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Canadian Imperial when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Canadian Imperial - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Canadian Imperial Bank to buy it.
The correlation of Canadian Imperial is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Canadian Imperial moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Canadian Imperial Bank moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Canadian Imperial can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.
Pair CorrelationCorrelation Matching
When determining whether Canadian Imperial Bank is a strong investment it is important to analyze Canadian Imperial's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Canadian Imperial's future performance. For an informed investment choice regarding Canadian Stock, refer to the following important reports:
Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Canadian Imperial Bank. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in estimate.
You can also try the Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.
Please note, there is a significant difference between Canadian Imperial's value and its price as these two are different measures arrived at by different means. Investors typically determine if Canadian Imperial is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Canadian Imperial's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.