BAC
US EQUITY
Financials
Diversified Banks
CIK: 70858
Bank of America (BAC) Quant Factor Diagnostic & Fair Value Model
Bank of America (Ticker: BAC) is listed in the Financials sector (Diversified Banks). Below is its point-in-time financial profile, valuation multiples, and cross-sectional factor diagnostics.
$50.56
-1.02%
Latest Close (2026-10-23)
Market Cap: -
P/E Ratio: 10.4
Momentum Strength
3M / 12M
-18.62%
1M: -9.76%
12M: -1.06%
Quality (ROE)
Point-in-Time
+12.05%
Trailing Return on Equity
Technical Trend
RSI 14
27.8
SMA50: $57.73
SMA200: $55.06
Valuation Multiplier
Trailing
10.4
Deep Value (Under 15x P/E)
📊
Valuation & Multi-Factor Diagnostic
Deep Value (Under 15x P/E)
BAC trades at an attractive earnings multiple of 10.4x, significantly lower than the broader S&P 500 average.
⚡
Benchmark Factor Strategy
S&P 500 Momentum Alpha Strategy
This strategy applies cross-sectional momentum and quality factor filters across large-cap US equities.
📈 Daily Candlestick & Volume Quant Chart
Interactive lightweight price action & volume breakdown over recent 90 trading days.
均线多头 (MA20/50)
Piotroski F-Score: 4/9 (Moderate Financial Health)
Official Point-in-Time Financial Filing History
Zero Lookahead Bias: Every financial metric is timestamped at the exact moment officially published to the market.
备案 CIK: 70858 · 10-K 年报 / 10-Q 季报
| Form | Period End | Filing Timestamp (Point-in-Time) | Revenue | Net Income | Operating CF | EPS (Diluted) |
|---|---|---|---|---|---|---|
| 10-Q | 2026-06-30 | 2026-07-31 | $31.56B | $9.07B | $70.81B | $1.21 |
| 10-Q | 2025-12-31 | 2026-07-31 | - | - | - | - |
| 10-Q | 2025-06-30 | 2026-07-31 | $27.44B | $7.17B | -$11.32B | $0.90 |
| 10-Q | 2026-03-31 | 2026-05-01 | $30.27B | $8.58B | $41.77B | $1.11 |
| 10-Q | 2025-03-31 | 2026-05-01 | $28.25B | $7.36B | -$2.18B | $0.89 |
| 10-K | 2025-12-31 | 2026-02-25 | $113.10B | $30.51B | $12.61B | $3.81 |
| 10-K | 2024-12-31 | 2026-02-25 | $105.86B | $26.97B | -$8.80B | $3.19 |
| 10-K | 2023-12-31 | 2026-02-25 | $102.77B | $26.30B | $44.98B | $3.05 |
💡 Methodology & Frequently Asked Questions
Key reference details regarding Bank of America (BAC) valuation multiples, momentum factors, and point-in-time filing conventions.
How should BAC's current valuation multiple be interpreted? ↓
BAC trades at a trailing P/E of 10.4x within the Financials sector (deep value (under 15x p/e)). Valuation multiples are computed using trailing-twelve-month GAAP earnings against the latest close price.
What are BAC's key momentum and technical factor indicators? ↓
As of the latest close, BAC shows a 1-month return of -9.76%, 3-month return of -18.62%, and 12-month return of -1.06%, with a 14-day RSI of 27.8. Momentum factors reflect short- and intermediate-term price velocity across the equity cross-section.
What is Point-in-Time (PIT) financial data and why does it matter for BAC? ↓
Point-in-Time indexing aligns corporate fundamentals with their official public filing timestamps (Form 10-Q/10-K) rather than accounting period-end dates. This methodology eliminates lookahead bias in historical equity backtests.
How can BAC be incorporated into systematic factor models? ↓
BAC can be evaluated within customized multi-factor models or screened against cross-sectional filters (such as momentum quintiles and return on equity) to analyze historical turnover and risk-adjusted return.