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CBA

Commonwealth Bank of Australia
Chart
174.03 AUD
Latest Week 2026-07-24
Financial ServicesBanks - DiversifiedMEGA
Snapshot 2026-07-19 · 1.3w · Fresh
0.03
OS Score
8.0%
Value
9.0%
Quality
15.0%
Momentum
2/9
F-Score
0.085
QV
StrategiesValueQualityMomentumCompositeInteractionsFactor AnalysisTrendsFundamentals
Strategy Eligibility
1 of 23 passing
★
OS Composite
✗
↗
Trending Value
✗
◆
Quality × Value
✗
🏛
Cornerstone Value
✗
🌿
Cornerstone Growth
✗
💎
Deep Value
✗
◇
VC2 Cheapest
✗
📐
EBITDA/EV
✗
◐
Veiled Value
✗
▣
Piotroski Bargains
✗
🔬
Quality Compounders
✗
📈
Consistent Earners
✗
🌱
GARP
✗
🔄
Shareholder Yield
2.9%
💰
High Yield
✗
🚀
Momentum Leaders
✗
◉
Market Leaders
✗
◎
Tiny Titans
✗
🔍
Small Cap Value
✗
🛡
Low Volatility
✗
🏷
Sector Cheapest
✗
🧠
Capital Allocators
✗
⚡
Risk-Adj Momentum
✗
V
Value Analysis
Cheapness relative to fundamentals
8.0%ile
P/E
28.4×
P/S
10.0×
P/B
3.7×
FCF Yield
-0.006
SH Yield
0.029
Relative Strength Across Value Dimensions
Multiples & Yields — Decomposition
VC1 (5-Factor)
93.00000000
/100 — 1=cheapest
VC2 (Trending Value)
91.00000000
/100
VC3 (Buyback)
91.00000000
/100
Negative FCF yield (-0.6%) — the business is currently cash-consumptive. VC2 score of 91.00000000/100 — expensive across all six composite measures.
Q
Quality Analysis
Profitability, efficiency, balance sheet & earnings quality
9.0%ile
ROE
0.131
ROA
0.007
Net Margin
0.353
F-Score
2/9
Quality Radar — Relative Strength
Profitability & Leverage Breakdown
Rev Growth
0.043
Earn Growth
0.077
Accruals
0.008
lower=better
5yr Consist
No
F-Score of 2/9 flags fundamental deterioration — multiple signals are weakening.
M
Momentum & Risk
Price trend, volatility regime, risk-adjusted returns
15.0%ile
6M Return
12.8%
12M Return
-3.1%
12-1 Mom
-8.4%
Risk-Adj
-0.34
Vol 252d
25.0%
Vol 60d
60.1%
↑ Expanding
Max DD 12M
-15.1%
Return Comparison — 6M / 12M / 12-1
Volatility Regime — 60d vs 252d
Near-term vol (60%) is expanding vs long-term (25%) — risk is increasing.
OS
Composite & Factor Heatmap
All factors at a glance
0.03
Pillar Balance — Value / Quality / Momentum
Factor Heatmap — green=strong, red=weak
▦
Sector Context
Financial Services · 159 peers
Sector Value %ile
5.6%
Sector Quality %ile
6.9%
P/E z-score
0.00
P/B z-score
-0.09
Sector Avg OS
54.1%
Ticker vs Sector Averages
Relative Valuation Z-Score
Top Sector Peers (By OS)
SymbolNameOSValueQualityMomentum
HLI Helia Group Limited 99.0% 96.0% 96.0% 92.0%
TWR Tower Limited 99.0% 98.0% 95.0% 88.0%
SVR Solvar Limited 98.0% 96.0% 96.0% 85.0%
ACQ Acorn Capital Investment Fund Limited 97.0% 92.0% 88.0% 89.0%
BFL BSP Financial Group Limited 97.0% 95.0% 89.0% 83.0%
KSL Kina Securities Limited 97.0% 96.0% 85.0% 83.0%
PNC Pioneer Credit Limited 97.0% 88.0% 91.0% 93.0%
HGH Heartland Group Holdings Limited 96.0% 89.0% 84.0% 94.0%
Factor Interactions
Volatility Expanding
60-day vol (60%) significantly exceeds 252-day (25%). Near-term risk is elevated.
⚖
Factor Analysis
Comprehensive factor intelligence — strengths, weaknesses & cross-factor profile
Value
D
38.5% avg (5 factors)
Quality
C
49.5% avg (4 factors)
Momentum
D
30.5% avg (4 factors)
Risk
A
75.0% avg (1 factors)
Momentum is weak, suggesting the market isn't yet buying this thesis. Patience required.
▲ Top Strengths — highest scoring factors
▼ Key Weaknesses — lowest scoring factors
Score Trends7 snapshots
Factor Persistence7 snapshots
FactorCurrentStreakTrendSpark
OS Composite0.030—7—
Value %ile0.080—7—
Quality %ile0.090—7—
Momentum %ile0.150—7—
F-Score2.000—7—
Confidence0.553—0—
Volatility0.250—0—
Value Lens2021-07-20 → 2026-07-19
P/E Ratio
Earnings Yield
Value FactorsCheapness relative to fundamentals — lower multiples = cheaper
P/E Ratio
28.39
Price / Sales
10.02
Price / Book
3.72
FCF Yield
-0.6%
Sales Yield (1/P·S)
0.0708
Shareholder Yield
Div + net buyback / mktcap
2.9%
Quality FactorsProfitability, efficiency, and balance sheet strength
Return on Equity
13.1%
Return on Assets
0.7%
Net Margin
35.3%
Accruals Ratio
(NI-OCF)/Assets — lower=better
0.008
MomentumPrice trend strength over different horizons
6M Return
12.8%
12M Return
-3.1%
12-1 Momentum
Jegadeesh-Titman (skip recent month)
-8.4%
Risk-Adjusted Momentum
Mom 12-1 ÷ Vol
-0.34
Growth & StabilityEarnings trajectory, consistency, and capital allocation
Revenue Growth (YoY)
4.3%
Earnings Growth (YoY)
7.7%
5yr Consistent
EPS up every year for 5 years
No
Piotroski F-Score
2
Dividend Yield
2.9%
Buyback Yield
0.1%
O'Shaughnessy CompositesValue Composites (WWOWS 4th Ed) — 1=cheapest, 100=most expensive
VC1 (5-factor)
P/E+P/S+P/B+P/CF+EBITDA/EV
93
VC2 (6-factor)
VC1 + Shareholder Yield — used for Trending Value
91
VC3 (6-factor)
VC1 + Buyback Yield — no dividend preference
91
Capital Allocation & AlphaAlpha within factors — quality of management decisions
Veiled Value
Expensive by P/B, cheap by everything else
No
Market Leader
Above-avg mcap+revenue, non-utility
No
All Stocks Universe
Market cap > $200M
Yes
Tiny Titan
Micro-cap, low P/S, positive momentum
No
Annual Fundamentals
Revenue
Net Income
FCF
Net Margin
Show all
Op Income
OCF
CapEx
Equity