BAJFINANCEBajaj Finance Limited Forensic Risk Analysis

Non Banking Financial Company (NBFC)
Risk ClassStable
Market Cap₹5,15,782 Cr
Primary DriverEarnings Quality
Flagium AI Risk Score
Stable structural profile. Financial profile appears resilient.
12 / 100
+5 QoQ
Early Deterioration
Sentinel Insight

Asset quality remains stable for now. Weakness is detected in core profitability and credit costs. No immediate concerns are visible. Risk is increasing at a faster pace.

64.9th %ile (Sector)Accel: +1 Qtrs
Updated2026-06-02
Market View
₹882▼0.79%
PeriodQ4 FY26

Score Waterfall
Absolute contribution points of each forensic pillar to the final risk score. Derived from: Sector Baseline + Active Penalties - Mitigation Buffers.

Earnings Quality
+12.0 pts
Final Composite Risk12 / 100

Investment Risk Thesis

Historical Trend

Current risk score has risen from 0 → 12 over 12 quarters.

Expected Direction
⚠ Watch
Primary Deterioration Drivers
  • NIM Compression
  • Operating Leverage Stress
What to Watch Next Quarter
  • Operating profit margins
  • Debt growth

Active Risk Objects (2)

CriticalHigh
NIM Compression
📊 Earnings QualityQuarterlyActive for 8 Qtrs
More Detail
Impact Weight10/15
MomentumPersistent
Last SignalQ4 FY2026
BAJFINANCE: NIM decline is accelerating (41 bps drop vs prev -56 bps). [Growth Adjusted: 22%]

"Early signs of margin compression detected. Core interest income is being squeezed."

Operating Leverage Stress
📊 Earnings QualityAnnualActive for 1 Years
More Detail
Impact Weight10/15
MomentumDecaying
Last SignalQ4 FY2025
Expenses are consistently growing faster than revenues, creating operational pressure.

"Debt servicing metrics have improved recently. The company is actively deleveraging."

Risk Trajectory
Historical 12-quarter risk trend (Q-11 to Q0) followed by a 2-quarter predictive funnel (Q+1, Q+2).
Loading Chart
Resilience Matrix
Diagnostic benchmarking comparing structural sensitivity and risk buffers against sector medians.
MetricValuevs SectorSignal
Volatility (σ)4.364.59✅ RESILIENT
Sensitivity (ε_s)11.00✅ RESILIENT
Escalation Prob.5%5%✅ NEUTRAL
Safety Buffer+54.0+55.5📈 CRITICAL
Forensic Benchmark Context: Non Banking Financial Company (NBFC) (n=38 peers)

Correlation Analysis
Visualizing the relationship between stock price movement and structural risk objects.

Loading Chart
Share Price
Risk Score (0-100)
Market Performance
₹882(-0.79%)
1M Divergence-5.14%
1 Week-5.18%
1 Month-5.87%
6 Months-14.29%
1 Year-3.27%
2 Year+33.16%
3 Year+27.52%
Sector Average (1M)-0.73%
Sentinel Forensic Assessment
ALGORITHMIC RISK PROFILE • NON-ADVISORY

The structural architecture is currently robust. Capital resilience buffers in earnings quality remain well-maintained against forensic benchmarks. Systematic scans of operational margins and profitability metrics confirm the absence of material structural stress. Strategic vigilance is advised as structural decay is accelerating.

BAJFINANCE • MARKET STRUCTURE

Stage 4 — Declining

The company is in a defensive phase. Sentiment and fundamentals are deteriorating under persistent downward pressure, indicating elevated risk levels.

Stage Transition Prob.0%
Trend QualityDeteriorating
Phase Progression
Phase Progression Score7.5%
Readiness LabelLow (Early Base Consolidation)
Probability of Advancing0%
CoinTree Momentum
Composite Z-Score-0.6064σ
Weakening momentum trend
Universe Rank
A cross-sectional rank of this stock's composite momentum score compared to all other tracked equities in the universe. A rank of #1 of 1035 means it has the strongest overall price momentum in the market.
#2206 of 2716
Top 81.22% in momentum strength
Timeframe Sparklines
1W-5.2%
1M-5.9%
6M-14.3%
Weinstein Indicators
150 DMA₹962.45
200 DMA₹963.24
150 DMA Slope-1.3901%Declining
Relative Strength-8.81%Lagging
Relative Turnover (RTR)1.0284
ParticipationNeutral

PEER COMPARISON

Ranked comparison against sector peers

Risk profile is broadly in line with the Sector Mean (10.5).
BAJFINANCEBajaj Finance Limited
12 Risk
Sector %ile65th
Delta+5
Active Flags2
Accel+1
Earnings Quality

Stable

AIILAuthum Investment & Infrastructure Limited
16 Risk
Sector %ile78th
Delta0
Active Flags6
Accel+0
Earnings Quality

Stable

* Peer comparison is based on risk signals, not valuation or returns.

Risk Profiles

Solvency
10100th %ile
VS Sector Median (8.5)
Governance
10100th %ile
VS Sector Median (8.5)
Earnings Quality
5.252th %ile
VS Sector Median (8.5)
Growth Sustainability
10100th %ile
VS Sector Median (8.5)

Deterioration Timeline

2025

Operating Leverage Stress

Key Financials (INR Cr)

PeriodRevenueNet ProfitOCFDebt
FY202681,99019,332-65,790366,580
FY202569,72516,779-68,154289,846
FY202454,98314,451-72,760233,195
FY202341,40611,508-42,140-