Quantitative Researcher, MRM Research

Nico Rosti

Quantitative Researcher

MRM Research

Quantitative Research

Equity Derivatives

Commonwealth Bank of Australia / Equity Derivatives

<ul>
<li>
<a href="https://www.smartkarma.com/entities/commonwealth-bank-of-australia" target="_blank" data-smartkarma-citation="entities:14:1" rel="noopener">Commonwealth Bank of Australia (CBA AU)</a>’s shares have surged &gt;80% since November2023, outpacing its underlying profit growth and dividend yields. Passive‐index ETF reallocations are the primary driver of this rally.</li>
<li>
A Reuters poll forecasts the RBA will cut rates by 25 bps to 3.60% on July 8—with further cuts likely into year‐end. This will compress NIMs, a key earnings driver for CBA. </li>
<li>This insight marks the start of our coverage for <a href="https://www.smartkarma.com/entities/commonwealth-bank-of-australia" target="_blank" data-smartkarma-citation="entities:14:1" rel="noopener">CBA</a>: the stock closed this week down (CC -1) reaching oversold levels, it can bounce but the rally potential appears limited.</li>
</ul>



Commonwealth Bank of Australia (CBA AU)’s shares have surged &gt;80% since November2023, outpacing its underlying profit growth and dividend yields. Passive‐index ETF reallocations are the primary driver of this rally.

A Reuters poll forecasts the RBA will cut rates by 25 bps to 3.60% on July 8—with further cuts likely into year‐end. This will compress NIMs, a key earnings driver for CBA. 
This insight marks the start of our coverage for CBA: the stock closed this week down (CC -1) reaching oversold levels, it can bounce but the rally potential appears limited.


Commonwealth Bank of Australia (CBA AU) Outlook Amid Overblown Passive Inflows And NIM Pressures

Financial News, Analysis and Data, FNArena

FNArena

Financial News, Analysis and Data

Online financial media company focused on Australian equities, with a global perspective

Equity Bottom-Up

Commonwealth Bank of Australia / Equity Bottom-Up

<ul>
<li>A global perspective on what happened overnight</li>
</ul>


A global perspective on what happened overnight


Commonwealth Bank of Australia - The Overnight Report: Geopolitical Crescendo 

Derivatives and Quantitative Strategist

Gaudenz Schneider

<ul>
<li>
<a href="https://www.smartkarma.com/entities/commonwealth-bank-of-australia" target="_blank" data-smartkarma-citation="entities:14:1" rel="noopener">Commonwealth Bank of Australia (CBA AU)</a> is set to announce its 2025 Half Year Results on 12 February.</li>
<li>Option prices suggest a 2.4% move in either direction, which is less than the historic move of 3.4% over the past six announcements.</li>
<li>Traders can trade the event through 13 February 2025 listed options (weekly expiration).</li>
</ul>



Commonwealth Bank of Australia (CBA AU) is set to announce its 2025 Half Year Results on 12 February.
Option prices suggest a 2.4% move in either direction, which is less than the historic move of 3.4% over the past six announcements.
Traders can trade the event through 13 February 2025 listed options (weekly expiration).


EQD | Commonwealth Bank (CBA AU) - Expected Move on Profit Announcement and Option Insights

Asia Pac IPO & Placement Research, China biotech, Aequitas Research

Ke Yan, CFA, FRM

Asia Pac IPO & Placement Research, China biotech

IPOs and Placements coverage across Asia Pacific

Aequitas Research

We cover all listing across the Asia Pacific along with follow-up placements. As of Dec 2020, our team had covered 539 IPOs with a hit rate of 73.5% and 685 placements with a hit rate of 66.8%.

We combine fundamental bottom-up views with our proprietary quantitative framework to provide a holistic coverage across new listings and placements. Our coverage includes pre-IPO notes before the deal is launched, follow-up analysis once the deal is live and post-listing trading analysis as well.

Quantitative Analysis

<ul>
<li>We analysed the earning revision of component stocks of MSCI Australia in the past month.</li>
<li>We tabulated stocks with the top impact on index's EPS, stocks' EPS revision, and revenue revision.</li>
<li>We highlighted EPS revision on ANZ, Rio Tinto, Qbe Insurance, Woodside Energy, Santos, Qbe Insurance, Woodside Energy, Anz, Santos, Rio Tinto.</li>
</ul>


We analysed the earning revision of component stocks of MSCI Australia in the past month.
We tabulated stocks with the top impact on index's EPS, stocks' EPS revision, and revenue revision.
We highlighted EPS revision on ANZ, Rio Tinto, Qbe Insurance, Woodside Energy, Santos, Qbe Insurance, Woodside Energy, Anz, Santos, Rio Tinto.


MSCI Australia Index Earning Revision (Nov): ANZ, Rio Tinto, Qbe Insurance, Woodside Energy, Santos

<ul>
<li>
Context: This Insight follows up on previously highlighted relative value opportunities, using a statistical methodology based on mean-reversion to identify opportunities in paired securities.</li>
<li>
Highlight: Currently eight pair trade opportunities across three markets and four sectors persist.</li>
<li>
Why read: Statistical analysis offers a unique perspective on relative value. Gain insights into actionable statistical pair trade opportunities and monitor performance of previously highlighted pairs. </li>
</ul>



Context: This Insight follows up on previously highlighted relative value opportunities, using a statistical methodology based on mean-reversion to identify opportunities in paired securities.

Highlight: Currently eight pair trade opportunities across three markets and four sectors persist.

Why read: Statistical analysis offers a unique perspective on relative value. Gain insights into actionable statistical pair trade opportunities and monitor performance of previously highlighted pairs. 


Relative Value Opportunities in Asia-Pac, Pair Trade Roundup (25 Aug)

Australia

Commonwealth Bank of Australia provides banking, life insurance, and related services for individuals, small businesses and medium sized commercial enterprises. The Bank provides corporate and general banking, international financing, institutional banking and stock broking and funds management such as superannuation product.

Price Gauge
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Commonwealth Bank of Australia (CBA AU)