The Bank of New York Mellon Corporation (BK)
Quantitative Summary
DeterministicBK trades at 17.0x earnings, roughly in line with its sector average of 19.2x. Financial health is average: Piotroski 5/9, Altman Z 0.3. DCF fair value of $110 implies 15% downside based on model assumptions.
Generated deterministically from quant metrics and financial statements. Not a recommendation.
DCF Sandbox
Interactive5-year two-stage DCF. Terminal growth 3%. Default sliders match the pre-computed base case. Drag to explore scenarios. Not investment advice.
The growth rate the market implicitly expects over the next 10 years to justify today's price. Compare with historical growth of 8% YoY revenue.
Sensitivity Matrix
| TG ↓ / WACC → | 7.4% | 9.4% | 11.4% |
|---|---|---|---|
| 2% | $119 | $105 | $98 |
| 3% | $128 | $110 | $100 |
| 4% | $142 | $115 | $103 |
Center = base case. Green = >10% upside, Red = >10% downside vs $141.28.
Pre-computed DCF: WACC=9.4%, terminal growth 3%. Fair value $110 (-15.2%). Not investment advice.
Valuation Context
Currently trading 35% below its 5-year average P/E of 26.4x.
Price Chart with Moving Averages
Technical Setup
AI GeneratedThe current technical configuration for The Bank of New York Mellon Corporation suggests a potential shift in institutional positioning, marked by the interaction between short-term and long-term moving averages. While specific crossover points are not detailed here, such patterns often serve as focal points where larger market participants may adjust their exposure based on momentum changes relative to historical valuation bands. The price action hovering near $135.02 indicates that immediate trading activity is occurring within a defined range, which can sometimes reflect institutions waiting for confirmation before committing significant capital or liquidating existing holdings. Volume trends in this sector frequently act as a barometer for the intensity of institutional interest; elevated volume during price movements typically signals active rebalancing by large funds, whereas subdued volume might suggest consolidation or indecision among major players. In financial services, where regulatory and macroeconomic factors heavily influence strategy, these technical markers often align with broader portfolio repositioning rather than isolated trades. The convergence of moving averages could imply that larger entities are either testing support levels to accumulate shares at discounted prices or reducing positions as trends mature, depending on how subsequent price action validates the current structural setup. Ultimately, these indicators provide a snapshot of market mechanics without dictating specific directional outcomes for individual investors. Observers should monitor whether future volume surges coincide with decisive breaks from current ranges, as this would likely clarify if institutional sentiment is leaning toward accumulation or distribution. The interplay between price stability and moving average alignment offers valuable context on where significant capital might be flowing,
Quant Health Deep Dive
Profitability & Value Creation
✅ Conservative payout — room for dividend increases.
DuPont Analysis — ROE Decomposition
Breaking down Return on Equity to see how the company generates its ROE — efficiency, margins, or leverage.
Balance Sheet Health
Earnings Surprise History
EPS estimates vs actuals for the most recent reported quarters. Source: yfinance.
Dividend History
| Date | Amount | Change |
|---|---|---|
| 2026-04-27 | $0.5300 | 0.0% |
| 2026-01-23 | $0.5300 | 0.0% |
| 2025-10-27 | $0.5300 | 0.0% |
| 2025-07-25 | $0.5300 | +12.8% |
| 2025-04-21 | $0.4700 | 0.0% |
| 2025-01-27 | $0.4700 | 0.0% |
| 2024-10-21 | $0.4700 | 0.0% |
| 2024-07-22 | $0.4700 | +11.9% |
| 2024-04-25 | $0.4200 | 0.0% |
| 2024-01-19 | $0.4200 | 0.0% |
| 2023-10-26 | $0.4200 | 0.0% |
| 2023-07-27 | $0.4200 | +13.5% |
Dividend and split data from SEC filings and market data. Amounts are per share, not adjusted for splits. Source: yfinance.
Risk Profile
Sharpe = risk-adjusted return (higher is better). Max drawdown = largest peak-to-trough decline. 1,200+ trading days.
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.
Fama-French 5-Factor Exposure
Academic factor model decomposition — what's really driving this stock's returns.
Fama-French 5-Factor Model. Data: Kenneth French Data Library. Regression over 3 years of daily returns.
Fundamentals
Passive Flow Attribution
ETF Draft EffectWhen investors buy or sell ETFs like RDVY or VFH, the fund manager is mechanically forced to buy or sell BK shares regardless of The Bank of New York Mellon Corporation's individual fundamentals. We estimate $9.8B of passive capital is structurally linked to BK through 8 tracked ETFs. This substantial passive exposure means that ETF inflows and outflows — not company fundamentals — can dominate daily volume on this stock.
Passive exposure = Σ (ETF AUM × stock weight in ETF) across 8 tracked ETFs. Actual passive ownership is larger (includes mutual funds). Not investment advice.
ETF Contagion Visualizer
Simulate a price drop in The Bank of New York Mellon Corporation to visualize passive redemption contagion across ETFs and collateral stocks.
If The Bank of New York Mellon Corporation (BK) experiences a significant drawdown, ETF redemptions can create collateral selling pressure on co-held stocks. Our model identifies JPMorgan Chase & Co. (JPM) as the most exposed collateral stock, sharing 2 ETFs with BK. This is the "Passive Contagion" effect described in the Inelastic Market Hypothesis.
Contagion model based on shared ETF exposure and constituent weights across 29 tracked ETFs. Estimated selling pressure is a simplified model — actual impact depends on market liquidity, ETF redemption mechanics, and market-maker activity.
BK Ownership Dynamics
Passive funds hold 1 in every 8 BK shares, reducing daily market volatility.
The Bank of New York Mellon Corporation (BK) exerts measurable gravity on the passive index market, currently representing 2.3% of the RDVY (RDVY) and 1.1% of the VFH (VFH). Across 34 tracked ETFs, approximately 86M shares (12.5% of float) are held by passive funds and rarely trade on the open market. This level of passive ownership means index rebalances can create outsized volume events.
ETFs with Highest BK Exposure
Float lock-up computed from 34 ETFs tracked by SecuritiesDB. Actual passive ownership is higher (includes mutual funds, pension funds, etc.).
BK Institutional Volume Profile
252-day volume distribution by price level. The Point of Control (POC) marks — the price where the most institutional volume transacted — an implicit support/resistance floor.
The highest-volume price zone for The Bank of New York Mellon Corporation over the past year sits near $107.81 (11% of 252-day volume). The current price of $141.28 trades 31.0% above this institutional floor — a sign of upside momentum, though a pullback to the POC zone is a common reversion target.
Volume Profile computed from 252 trading days of OHLCV data. Volume allocated to price bins proportionally based on daily high-low range. Not investment advice.
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 |
|---|---|---|---|
| 2026-05-13 | 2,136 | $133.44 | $285,027.84 |
| 2026-05-08 | 1 | $130.69 | $130.69 |
| 2026-04-29 | 2,627 | $133.54 | $350,809.58 |
| 2026-04-27 | 146 | $134.05 | $19,571.3 |
| 2026-04-15 | 3 | $130.51 | $391.53 |
| 2026-04-14 | 3,499 | $129.15 | $451,895.85 |
| 2026-03-25 | 70 | $117.90 | $8,253 |
| 2026-03-24 | 78 | $116.36 | $9,076.08 |
| 2026-03-23 | 2 | $114.94 | $229.88 |
| 2026-03-16 | 30 | $116.17 | $3,485.1 |
| 2026-03-09 | 1,528 | $115.23 | $176,071.44 |
| 2026-03-06 | 1,169 | $116.71 | $136,433.99 |
| 2026-03-05 | 1,169 | $118.39 | $138,397.91 |
| 2026-03-02 | 388 | $119.10 | $46,210.8 |
| 2026-02-23 | 250,459 | $118.19 | $29.6M |
| 2026-02-10 | 2,134 | $127.61 | $272,319.74 |
| 2026-02-06 | 1,094 | $120.51 | $131,837.94 |
| 2026-02-05 | 3 | $121.32 | $363.96 |
| 2026-01-23 | 3,034 | $120.18 | $364,626.12 |
| 2026-01-22 | 3,116 | $119.76 | $373,172.16 |
| 2026-01-21 | 3,102 | $120.68 | $374,349.36 |
| 2026-01-20 | 500 | $121.33 | $60,665 |
| 2026-01-13 | 376 | $120.66 | $45,368.16 |
| 2026-01-12 | 830 | $119.04 | $98,803.2 |
| 2026-01-09 | 168 | $120.05 | $20,168.4 |
| 2026-01-08 | 934 | $120.45 | $112,500.3 |
| 2025-12-22 | 100 | $115.84 | $11,584 |
| 2025-12-15 | 2,100 | $117.03 | $245,763 |
| 2025-12-12 | 2,946 | $118.68 | $349,631.28 |
| 2025-12-05 | 469 | $113.95 | $53,442.55 |
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.
Price Correlations
Statistical correlation of daily returns with other stocks. High correlations indicate stocks that move together; negative correlations can offer diversification.
| Peer | 252-Day (1Y) | 126-Day (6M) | Direction |
|---|---|---|---|
| WTGXX | NaN | NaN | |
| STT | 0.754 | 0.820 | High co-movement |
| MS | 0.695 | 0.687 | Moderate |
| C | 0.667 | 0.678 | Moderate |
| GS | 0.645 | 0.645 | Moderate |
| BAC | 0.624 | 0.632 | Moderate |
| NTRS | 0.623 | 0.743 | Moderate |
| SCHW | 0.619 | 0.549 | Moderate |
| AMP | 0.618 | 0.589 | Moderate |
| WFC | 0.607 | 0.619 | Moderate |
Pearson correlation of daily log returns. 252d ≈ 1 trading year. Computed from price history. Not investment advice.
Compare BK to Peers
Quant metrics computed deterministically from financial statements and price data. Updated: 2026-06-02.
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.