Bank of America

BAC NEUTRAL MEDIUM EQUITY DEMO

$190.67 -2.06% 1-day change from the stored snapshot · 28 hours ago

DEMO DATASET last stored bar 2026-10-23 · scores computed 2026-10-23 17:35:22 · every figure below is read from these rows, nothing is computed in the browser

Price · stored daily bars

126 bars ending 2026-10-23 · demo data

Indicators are computed from the same stored closes the score used; the forecast fan is drawn from qm_predictions, not from a live model call. how this is drawn

Open$195.40

Day range$197.91 / $187.86

Prev close$194.67

Volume4.71M

RVOL 30d1.37×session volume over stored 30-day average

Avg $ volume$663M

Market cap$148B

HV2025.3% ann.

Beta0.42

RSI(14)46.0

ATR %3.41%

Max drawdown-41.0%

52-week rangefrom $174.35 to $301.32

52-week low / high$174.35 / $301.32

From 52w high-36.7%

Liquiditynot storeddays of average volume to fill 1% of float

Forecast

Stored scenarios from the last pipeline run. The model that wrote them is named on each row; no forecast is generated when you look at this page.

Horizon	Ref	Bull high	Base range	Bear low	P10 → P90	P(up)	Confidence	Risk
1D 2026-10-23 17:35:22	190.67	194.48 +2.0%	189.72 → 192.58 -0.5% … +1.0%	186.86 -2.0%	187.81 → 193.53	52.0%	68 760 bars, blended vol 25%, score 56, coverage 100%%	LOW HV 25.5% ann. · 760 bars
5D 2026-10-23 17:35:22	190.67	196.39 +3.0%	188.76 → 194.48 -1.0% … +2.0%	184.95 -3.0%	186.86 → 196.39	53.0%	68 760 bars, blended vol 25%, score 56, coverage 100%%	LOW HV 25.5% ann. · 760 bars
1M 2026-10-23 17:35:22	190.67	204.02 +7.0%	186.86 → 196.39 -2.0% … +3.0%	179.23 -6.0%	181.14 → 202.11	53.0%	68 760 bars, blended vol 25%, score 56, coverage 100%%	LOW HV 25.5% ann. · 760 bars
3M 2026-10-23 17:35:22	190.67	213.55 +12.0%	182.09 → 202.11 -4.5% … +6.0%	170.65 -10.5%	176.37 → 207.83	53.0%	68 760 bars, blended vol 25%, score 56, coverage 100%%	LOW HV 25.5% ann. · 760 bars
6M 2026-10-23 17:35:22	190.67	224.99 +18.0%	179.23 → 204.97 -6.0% … +7.5%	162.07 -15.0%	167.79 → 216.41	53.0%	68 760 bars, blended vol 25%, score 56, coverage 100%%	LOW HV 25.5% ann. · 760 bars
12M 2026-10-23 17:35:22	190.67	238.34 +25.0%	176.37 → 209.74 -7.5% … +10.0%	147.77 -22.5%	157.30 → 228.80	53.0%	68 760 bars, blended vol 25%, score 56, coverage 100%%	MEDIUM HV 25.5% ann. · 760 bars

Bull case

If RSI mid-range — room to extend, fundamentals scoring above the coverage median, a volatility-compressed setup resolving upward would accelerate the move, the upside path is the 80–95th percentile band shown here.

band +1.0% … +2.0% · 190.67 – 190.67

Base case

mildly positive

band -0.5% … +1.0% · 190.67 – 190.67

Bear case

Downside triggers: momentum is fading. Treat the 5–20th percentile band as the stress case for sizing, not as a worst case.

band -2.0% … -1.0% · 190.67 – 190.67

Catalysts the model is watching

Earnings report 2026-10-23 (after close)
Street target implies 8.4%

Key risks & invalidation

Historic drawdown deeper than 41%
Binary event: 2026-10-23

Model assumptions

Realised volatility stays near its recent level (blended 25.5% annualised).
The scoring tilt persists over the window; no structural break (fraud, delisting, forced guidance cut).
Returns are approximated as lognormal; fat tails are handled by widening, not by point forecasts.
Index regime assumed: sideways.
Close below the 229.35 support band or the strategy stop.
Earnings or regulatory headline that changes forward estimates by more than the modelled window σ.
Volatility expanding beyond 41% annualised invalidates position sizing.
Loss of the fundamental pillars used in the score (guidance cut, covenant breach, auditor change).

Reference price 190.67 at 2026-10-23 17:35:22 · regime at generation sideways · data demo · freshness 0s. These bands are conditional distributions from stored inputs, not advice or a promise about outcomes.

Fundamentals

Latest stored period · FY2026 · filed 2026-12-31

snapshot JSON

Revenue$117BYoY +0.2%

EPS (TTM)24.36growth +1.3%

Net income$18.9B

Free cash flow$14.1Bmargin 16.5%

Gross margin31.4%

Operating margin18.3%

ROE71.9%

ROIC11.4%

Debt / equity1.39

Current ratio2.13

Interest cover22.66×

Net debt$21.0B

P/E7.70×

P/E forward7.61×

PEG6.45

P/S · P/B · EV/EBITDA1.25 · 5.54 · 5.31

Dividend yield4.72%payout 34%

Buyback yield2.00%

Profit margin16.2%

Cash$33.3B

Stored periods (raw rows, newest first)

Period	Revenue	Revenue YoY	EPS	Gross margin	Op margin	FCF margin	ROE	Filed
FY2026 FY	$117B	+0.2%	24.36	31.4%	18.3%	16.5%	71.9%	2026-12-31
FY2025 FY	$116B	+2.0%	24.28	30.9%	17.4%	15.9%	48.6%	2025-12-31
FY2024 FY	$113B	+0.9%	23.71	37.9%	16.3%	15.6%	56.2%	2024-12-31
FY2023 FY	$111B	+2.2%	23.24	31.7%	16.3%	13.0%	72.7%	2023-12-31
Q4 2026 Q	$27.8B	+2.2%	5.81	31.7%	16.3%	13.0%	72.7%	2026-07-01

Earnings and estimates

Next stored report 2026-12-10 · 0 day(s) away

Implied move8.0%from the stored option chain

EPS estimate6.58

Revenue estimate$29.1B

Consensus index51.6stored on 0–100 in the snapshot; higher = more constructive

% buy ratingsnot storednull on this row — the snapshot job did not store it

Target upsidenot stored

Gap risk0.46%median overnight gap

Time of dayamc

Report	EPS est	EPS actual	Surprise	Rev est	Rev actual	Guidance	Source
2026-12-10	6.58	not stored	not stored	$29.1B	not stored	none	synthetic_demo
2026-10-23	6.58	not stored	not stored	$29.1B	not stored	none	synthetic_demo
2026-07-19	6.05	6.16	+1.8%	$29.1B	$28.5B	maintain	synthetic_demo
2026-06-01	5.93	6.90	+16.4%	$29.1B	$29.2B	raise	synthetic_demo
2026-04-14	5.82	5.61	-3.6%	$29.1B	$29.1B	maintain	synthetic_demo
2026-02-25	5.78	5.79	+0.1%	$29.1B	$27.9B	maintain	synthetic_demo
2026-01-08	6.47	7.15	+10.6%	$29.1B	$28.3B	raise	synthetic_demo
2025-11-21	6.55	6.81	+3.9%	$29.1B	$28.7B	lower	synthetic_demo

As of	Horizon	EPS avg	EPS high	EPS low	Revenue	Analysts	90d revisions
2026-10-23	FY1	26.06	26.28	26.01	$118B	17	6 / 0
2026-10-23	FY2	28.74	31.43	25.94	$128B	24	4 / 7
2026-10-23	Q1	6.67	8.00	6.45	$31.8B	25	9 / 4
2026-10-23	Q2	6.61	7.13	5.90	$31.7B	9	10 / 9

Analyst actions

Stored rating changes and targets. The consensus numbers are the same ones the sentiment component read.

Date	Firm	Action	From	To	Target	Consensus	% buy
2026-10-07	Halcyon Partners	upgrade	Hold	Outperform	$172.27	2.71	35%
2026-09-02	Meridian Research	upgrade	Hold	Buy	$218.97	2.71	40%
2026-07-03	Meridian Research	upgrade	Hold	Outperform	$242.62	2.71	36%
2026-06-02	Meridian Research	initiated	Outperform	Outperform	$232.76	2.71	54%
2026-04-12	Northgate Securities	maintained	Hold	Hold	$166.96	2.71	51%

Ownership, insiders and short interest

Inst. position change-68.3%reported change vs the prior stored quarter

Net insider (USD)not stored

Short % of float11.2%

Days to cover50.8

Period end	Holder	Type	Shares	Value	% float	Change
2026-09-01	BlackRock Fund Advisors	fund	38.1M	$7.27B	7.9%	not stored
2026-09-01	BlackRock Fund Advisors	fund	38.1M	$7.27B	7.9%	not stored
2026-09-01	BlackRock Fund Advisors	fund	38.1M	$7.27B	7.9%	not stored
2026-09-01	BlackRock Fund Advisors	fund	38.1M	$7.27B	7.9%	not stored
2026-09-01	BlackRock Fund Advisors	fund	38.1M	$7.27B	7.9%	not stored
2026-09-01	Capital Research Global	fund	35.1M	$6.70B	7.3%	not stored
2026-09-01	Capital Research Global	fund	35.1M	$6.70B	7.3%	not stored
2026-09-01	Capital Research Global	fund	35.1M	$6.70B	7.3%	not stored

Dividends and splits

Ex-date	Pay date	Amount	Frequency	Yield at ex
2026-09-04	2026-09-22	$2.249	quarterly	4.72%
2026-06-12	2026-06-30	$2.258	quarterly	4.72%
2026-03-06	2026-03-24	$2.267	quarterly	4.72%
2025-12-05	2025-12-23	$2.276	quarterly	4.72%
2025-08-29	2025-09-16	$2.285	quarterly	4.72%
2025-06-20	2025-07-08	$2.294	quarterly	4.72%
2025-03-21	2025-04-08	$2.303	quarterly	4.72%
2024-11-29	2024-12-17	$2.312	quarterly	4.72%
2024-09-06	2024-09-24	$2.321	quarterly	4.72%

Nothing stored yet.

Options

Stored chain for expiry 2026-11-06 · 9 call / 9 put strikes

Full chain Flow

Strikes stored189 calls / 9 puts on this expiry

Chain volume91.1kcontracts across all listed strikes

Chain open interest574k

Chain IV (mean)30.1%the column stores a fraction; ×100 for display

Put/call volume0.869from the daily aggregate row for 2026-10-23

Call / put volume41.7k / 36.2k

IV3026.4%stored as a fraction

HV3027.6%realised 30-day vol

IV rank66.4 /100

OI change+6.4%percent, as stored

Expiries stored4

Chain as of2026-10-23 17:35

When	Expiry	Strike	Right	Contracts	Premium	Unusual	Context
2026-10-19 13:46	2026-11-14	$194.50	CALL	101k	$578k	0.60	sweep across exchanges
2026-10-19 14:25	2026-11-14	$194.50	CALL	101k	$578k	0.60	sweep across exchanges
2026-10-19 16:05	2026-11-14	$194.50	CALL	101k	$578k	0.60	sweep across exchanges
2026-10-19 16:58	2026-11-14	$194.50	CALL	101k	$578k	0.60	sweep across exchanges
2026-10-19 17:35	2026-11-14	$194.50	CALL	101k	$578k	0.60	sweep across exchanges

Flow rows are stored observations of size, not information about who traded. The flagged note on each row says so; nothing here implies insider activity.

News mentioning BAC

Stored headlines linked to this security, newest first. Sentiment scores come from the stored scorer, not from this page.

No stored headline mentions this symbol.

Score

qm_ai_scores row #801

56.0

composite / 100 · model score-1.0.0

NEUTRAL risk MEDIUM confidence 63

Technical 25 45.7

Fundamental 25 66.5

Momentum 15 35.6

Sentiment 10 75.5

Institutional 10 27.5

Risk 15 82.0

Why the model scored it this way

RISK Liquidity 96
Average $662.5M traded per session
RISK Correlation 96
Correlation to benchmark 0.63-year rolling: 0.34
SENTIMENT Sentiment Delta 95
30-day sentiment change 31.9 pts
RISK Gap Risk 95
Median overnight gap 0.46% — position sizing must survive opens
SENTIMENT Analyst Distribution 94
94% Buy/Strong Buy · 5% Hold · 4% Sell/Short
SENTIMENT Estimate Revisions 92
Net EPS estimate revisions (90d): 9
FUNDAMENTAL Return On Equity 90
ROE 71.9%
TECHNICAL Trend Structure 14
Price vs 20/50/200-day moving averages: strong down
FUNDAMENTAL Valuation Sales 85
P/S 1.2× vs sector median 3.1×
RISK Beta 85
Beta 0.42 vs the reference index
RISK Market Risk 85
Benchmark volatility 20.1% · regime: Sideways · normal vol · risk-off
FUNDAMENTAL Valuation Ebitda 84
EV/EBITDA 5.3×
FUNDAMENTAL Valuation Pe 83
P/E 7.7× vs sector median 12.7× (discount)
RISK Sector Risk 82
Sector average volatility 26.6%

Scored on synthetic demonstration data. Directionally realistic, not a forecast of any real market.

Category ranks

Position among scored securities in each evidence category.

Category	Score	Rank	Evidence
INCOME	84.1	1	Yield 4.72% · payout 34% · FCF margin 16.5%
INCOME	84.1	1	Yield 4.72% · payout 34% · FCF margin 16.5%
INCOME	84.1	1	Yield 4.72% · payout 34% · FCF margin 16.5%
INCOME	84.1	1	Yield 4.72% · payout 34% · FCF margin 16.5%
INCOME	84.1	1	Yield 4.72% · payout 34% · FCF margin 16.5%
VALUE	76.9	2	P/E 7.7× · PEG 6.45 · P/B 5.5× with ROE 71.9%
VALUE	76.9	2	P/E 7.7× · PEG 6.45 · P/B 5.5× with ROE 71.9%
VALUE	76.9	2	P/E 7.7× · PEG 6.45 · P/B 5.5× with ROE 71.9%
VALUE	76.9	2	P/E 7.7× · PEG 6.45 · P/B 5.5× with ROE 71.9%
VALUE	76.9	2	P/E 7.7× · PEG 6.45 · P/B 5.5× with ROE 71.9%

Levels

Stored support/resistance from the snapshot row, not drawn from the chart in the browser.

Resistance (stored): $220.73
Support (stored): $210.79
20-day SMA: $189.94
50-day SMA: $199.95
200-day SMA: $229.35
Trend: strong_down
Above SMA50 / SMA200: no / no
From 52w high: -36.7%
MACD histogram: 0.924
RSI(14): 46.0
Relative strength (3m): -15.8%
RS rank: not stored /100

Sentiment

Stored buckets (each row is one scoring run over the news window).

Bucket start	Score	Label	Mentions	Method
2026-10-20 13:00	+15%	neutral	11	synthetic demo tone index — not real sentiment
2026-10-20 14:00	+15%	neutral	11	synthetic demo tone index — not real sentiment
2026-10-20 16:00	+15%	neutral	11	synthetic demo tone index — not real sentiment
2026-10-20 17:00	+15%	neutral	11	synthetic demo tone index — not real sentiment
2026-10-23 13:00	-6%	neutral	7	synthetic demo tone index — not real sentiment
2026-10-23 14:00	-6%	neutral	7	synthetic demo tone index — not real sentiment
2026-10-23 16:00	-6%	neutral	7	synthetic demo tone index — not real sentiment
2026-10-23 17:00	-6%	neutral	7	synthetic demo tone index — not real sentiment

Catalysts and risks

Stored catalysts

Earnings report 2026-10-23 (after close)
Street target implies 8.4%

Stored risks

Historic drawdown deeper than 41%
Binary event: 2026-10-23

Same sector

Ranked by stored composite score.

Symbol	Price	1d	Score	Stance
AXP	$85.64	+1.27%	62.2	CONSTRUCTIVE
BLK	$163.48	-1.00%	61.9	CONSTRUCTIVE
MS	$119.95	-1.77%	61.4	CONSTRUCTIVE
GS	$158.50	-0.61%	60.5	CONSTRUCTIVE
JPM	$182.59	-0.18%	59.6	CONSTRUCTIVE
SPGI	$56.91	+0.22%	58.6	CONSTRUCTIVE

Validation

Forecasts on this symbol whose horizon has matured, scored against the stored bars.

All models

Nothing to score yet: settle the matured forecasts with php bin/pipeline.php --cmd=settle and this table fills with realised-versus-forecast rows.

Peer comparison

Symbol	Price	1d	Cap	P/E	PEG	P/S	P/B	Rev growth	EPS growth	ROE	Gross	Op margin
SPGI	$56.91	+0.22%	$137B	9.88×	1.07	2.31×	2.10×	+7.8%	+8.7%	21.3%	51.5%	27.8%
WFC	$186.51	-0.43%	$171B	11.55×	not stored	1.53×	6.42×	-3.3%	-2.0%	55.6%	26.8%	15.0%
AXP	$85.64	+1.27%	$215B	13.56×	2.38	3.54×	4.79×	+6.8%	+5.7%	35.3%	60.2%	27.5%
MA	$137.21	-0.01%	$258B	10.57×	2.21	2.83×	2.10×	+5.0%	+6.3%	19.8%	52.1%	28.6%
V	$140.20	-2.51%	$265B	13.13×	1.49	3.91×	5.28×	+7.9%	+9.1%	40.2%	67.7%	33.6%
MS	$119.95	-1.77%	$320B	9.72×	1.82	3.10×	6.04×	+6.5%	+5.0%	62.2%	72.2%	38.2%
GS	$158.50	-0.61%	$377B	11.05×	1.11	3.77×	4.75×	+9.0%	+11.2%	43.0%	73.3%	36.7%
JPM	$182.59	-0.18%	$388B	13.90×	1.31	4.04×	3.10×	+11.6%	+9.8%	22.3%	60.2%	29.2%
BLK	$163.48	-1.00%	$418B	11.67×	3.11	2.65×	5.73×	+5.1%	+4.5%	49.1%	48.0%	26.4%

What this page did not do.

It did not fetch a quote, call an external model, or extend the chart. It read 156000 stored bar rows in total across the universe (demo data, last trade 2026-10-23), and the score shown here was written at 2026-10-23 17:35 by model score-1.0.0.