Commonwealth Bank (Australia) Performance
| CBA Stock | 145.60 0.33 0.23% |
The firm shows a Beta (market volatility) of 0.3, which signifies not very significant fluctuations relative to the market. As returns on the market increase, Commonwealth Bank's returns are expected to increase less than the market. However, during the bear market, the loss of holding Commonwealth Bank is expected to be smaller as well. At this point, Commonwealth Bank has a negative expected return of -0.0671%. Please make sure to confirm Commonwealth Bank's jensen alpha, treynor ratio, value at risk, as well as the relationship between the total risk alpha and maximum drawdown , to decide if Commonwealth Bank performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Commonwealth Bank has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, Commonwealth Bank is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
Forward Dividend Yield 0.0309 | Payout Ratio 0.0175 | Last Split Factor 1:1 | Forward Dividend Rate 4.5 | Ex Dividend Date 2025-02-19 |
1 | Super the key to untangling CBA share price puzzle JPMorgan - The Australian Financial Review | 01/06/2025 |
2 | Banking Stocks Soar Find Out Why Investors Are Loving Them - Jomfruland.net | 01/21/2025 |
3 | Commonwealth Bank of Australia Announces New Dividend - TipRanks | 02/11/2025 |
4 | Im getting nervous about the CBA share price - MSN | 02/27/2025 |
5 | CBA completes divestment of remaining shareholding in VIB - CommBank | 03/05/2025 |
6 | 10,000 invested in CBA shares 12 months ago is now - The Motley Fool Australia | 03/14/2025 |
| Begin Period Cash Flow | 107.2 B |
Commonwealth |
Commonwealth Bank Relative Risk vs. Return Landscape
If you would invest 15,254 in Commonwealth Bank on December 23, 2024 and sell it today you would lose (694.00) from holding Commonwealth Bank or give up 4.55% of portfolio value over 90 days. Commonwealth Bank is producing return of less than zero assuming 1.2701% volatility of returns over the 90 days investment horizon. Simply put, 11% of all stocks have less volatile historical return distribution than Commonwealth Bank, 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, 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 = -0.0529
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | CBA |
Estimated Market Risk
| 1.27 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.07 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.05 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 | 0.0076 | |||
| Profit Margin | 0.37 % | |||
| Operating Margin | 0.56 % | |||
| Current Valuation | 440.4 B | |||
| Shares Outstanding | 1.67 B | |||
| Price To Book | 3.23 X | |||
| Price To Sales | 9.11 X | |||
| Revenue | 27.31 B | |||
| Gross Profit | 26.73 B | |||
| EBITDA | (62 M) | |||
| Net Income | 9.48 B | |||
| Total Debt | 249.35 B | |||
| Book Value Per Share | 45.01 X | |||
| Cash Flow From Operations | 8.91 B | |||
| Earnings Per Share | 5.84 X | |||
| Total Asset | 1.25 T | |||
| Retained Earnings | 41.6 B | |||
About Commonwealth Bank Performance
Assessing Commonwealth Bank's fundamental ratios provides investors with valuable insights into Commonwealth Bank's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Commonwealth Bank is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
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 | |
| Latest headline from news.google.com: 10,000 invested in CBA shares 12 months ago is now - The Motley Fool Australia |
- 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.
Additional 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.