Credicorp Ltd. (BAP)
Quantitative Summary
DeterministicBAP trades at 14.8x earnings, roughly in line with its sector average of 20.0x.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
Valuation Context
Price Chart with Moving Averages
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Underwater (Drawdown from Peak)
How far below the all-time high the price has been over time. Deeper = more pain for holders.
Rolling 60-Day Beta vs S&P 500 (VOO)
How the stock's sensitivity to market moves changes over time. β > 1 = more volatile than the market.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like SPEM or CWI, the fund manager is mechanically forced to buy or sell BAP shares regardless of Credicorp Ltd.'s individual fundamentals. We estimate $147M of passive capital is structurally linked to BAP through 5 tracked ETFs. Passive flows have a limited but growing influence on BAP's daily trading dynamics.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 5 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in Credicorp Ltd. to visualize passive redemption contagion across ETFs and collateral stocks.
If Credicorp Ltd. (BAP) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Broadcom Inc. (AVGO) as the most exposed collateral stock, sharing 2 ETFs with BAP. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 5 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
BAP Ownership Dynamics
ETFs with Highest BAP Exposure
Float lock-up computed from 5 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
Fails-to-Deliver (FTD) History
SEC-reported settlement failures. Elevated FTDs can indicate high short-selling pressure, operational settlement issues, or naked shorting activity.
| Date | Failed Shares | Close Price | Notional Value |
|---|---|---|---|
| 2026-06-11 | 840 | $351.66 | $295,394.4 |
| 2026-06-08 | 459 | $322.50 | $148,027.5 |
| 2026-06-04 | 1,347 | $327.42 | $441,034.74 |
| 2026-05-27 | 71 | $351.75 | $24,974.25 |
| 2026-05-06 | 1,026 | $318.40 | $326,678.4 |
| 2026-04-21 | 16 | $335.85 | $5,373.6 |
| 2026-04-20 | 16 | $331.94 | $5,311.04 |
| 2026-04-13 | 2 | $349.42 | $698.84 |
| 2026-04-06 | 162 | $339.98 | $55,076.76 |
| 2026-04-02 | 150 | $341.26 | $51,189 |
| 2026-03-30 | 2,700 | $322.43 | $870,561 |
| 2026-03-27 | 1,697 | $328.54 | $557,532.38 |
| 2026-03-26 | 674 | $338.90 | $228,418.6 |
| 2026-03-16 | 366 | $325.68 | $119,198.88 |
| 2026-03-11 | 186 | $341.28 | $63,478.08 |
| 2026-03-04 | 45 | $332.68 | $14,970.6 |
| 2026-03-03 | 141 | $352.94 | $49,764.54 |
| 2026-02-26 | 5 | $355.14 | $1,775.7 |
| 2026-02-04 | 2 | $375.25 | $750.5 |
| 2026-02-03 | 46 | $367.91 | $16,923.86 |
| 2026-01-22 | 1 | $332.59 | $332.59 |
| 2026-01-21 | 4,218 | $326.93 | $1.4M |
| 2026-01-16 | 69 | $318.78 | $21,995.82 |
| 2026-01-12 | 12 | $302.15 | $3,625.8 |
| 2026-01-09 | 79 | $303.84 | $24,003.36 |
| 2026-01-08 | 32 | $293.70 | $9,398.4 |
| 2025-12-22 | 1 | $285.77 | $285.77 |
| 2025-12-19 | 108 | $281.00 | $30,348 |
| 2025-12-18 | 661 | $275.60 | $182,171.6 |
| 2025-11-26 | 24,311 | $251.65 | $6.1M |
Source: SEC Regulation SHO FTD data. Data is reported with a ~30 day delay. High FTD quantities relative to average daily volume may indicate settlement stress.
Compare BAP to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: N/A.
SecuritiesDB provides programmatic data aggregation for informational purposes only. None of the metrics, summaries, or algorithmic flags constitute a recommendation to buy or sell any security.