BNS.TO (BNS.TO)

$116.7B
Market Cap
14.0
P/E Ratio
1.19
Beta
4.68%
Dividend Yield
Piotroski 5/9Altman Z 0.1 Distress

Quantitative Summary

Deterministic

Financial health is average: Piotroski 5/9, Altman Z 0.1.

Generated deterministically from quant metrics and financial statements. Not a recommendation.

Price Chart with Moving Averages

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SMA 50 SMA 200

Quant Health Deep Dive

5/9
Piotroski F-Score
Average — mixed operational signals
0.1
Altman Z-Score
Distress Zone — below 1.8 threshold per academic model. Thresholds: >3 safe, 1.8–3 grey, <1.8 distress.

Profitability & Value Creation

21.0%
Net Margin
7.0%
WACC
+10.4%
Revenue Growth (YoY)
+0.4%
Earnings Growth (YoY)
5.1B
Free Cash Flow
116%
FCF Payout Ratio

⚠️ Dividend consumes >80% of FCF — sustainability risk.

Balance Sheet Health

15.48x
Debt / Equity
2.02%
FCF Yield

Earnings Surprise History

Q4
✗ Miss
Est: $1.57
Act: $1.52
-3.0%
Q3
✓ Beat
Est: $1.73
Act: $1.88
+8.7%
Q2
✓ Beat
Est: $1.84
Act: $1.93
+4.7%
Q1
✓ Beat
Est: $1.95
Act: $2.05
+5.0%

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.

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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.

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Rolling Beta Market (β = 1.0)

Fundamentals

10.3
Forward P/E
PEG Ratio
1.33
Price/Book
4M
Avg Volume
$106.39
52W High
$62.57
52W Low
52W Range Position

ETF Contagion Visualizer

Simulate a price drop in BNS.TO to visualize passive redemption contagion across ETFs and collateral stocks.

BNS.TO Shock
-0%
Est. Passive Redemption
$0
Systemic Risk
STABLE
BNS.TOEpicenterEWCETFRYHigh RiskTDHigh RiskSHOPLow RiskENB.TOHigh RiskBMO.TOHigh Risk
BNS.TO Price Drop (%)0

If BNS.TO (BNS.TO) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies Royal Bank of Canada (RY) as the most exposed collateral stock, sharing 1 ETFs with BNS.TO. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.

Contagion model based on shared ETF exposure and constituent weights across 1 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.

BNS.TO Ownership Dynamics

Ticker
BNS.TO

ETFs with Highest BNS.TO Exposure

Float lock-up computed from 0 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).

Compare BNS.TO 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.