Last Updated2026-06-02

Market View

₹265.8(▲0.55%)

Reporting PeriodQ4 FY26

BANKBARODABank of Baroda Forensic Risk Analysis

Name: Bank of Baroda Structural Risk Analysis
Creator: Flagium AI
License: https://creativecommons.org/licenses/by-nc-nd/4.0/

Public Sector Bank

Risk ClassWatch

Market Cap₹1,55,968 Cr

Primary DriverGovernance

Flagium AI Risk Score

26 / 100

-5 QoQ

Improving

Sentinel Insight

Early signs of pressure are emerging in asset quality. Pressure is receding in governance. This suggests the risk profile is currently stabilizing. Risk levels are improving.

63.6th %ile (Sector)Accel: +0 Qtrs

Updated2026-06-02

Market View

₹265.8▲0.55%

PeriodQ4 FY26

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

Stability Adjustment

+26.0 pts

Final Composite Risk26 / 100

Investment Risk Thesis

Historical Trend

Current risk score has declined from 31 → 26 over 12 quarters.

Expected Direction

🟢 Improving

Primary Deterioration Drivers

CAR Decay
NIM Compression

What to Watch Next Quarter

Operating profit margins

Active Risk Objects (2)

CriticalHigh

CAR Decay

🏛️ Solvency & LeverageQuarterlyActive for 6 Qtrs

More Detail

Impact Weight15/15

MomentumDecaying

Last SignalQ3 FY2026

BANKBARODA: CAR (12.98%) at critical buffer level (v/s 11.5% floor).

"Capital position is strengthening through fresh equity or higher profit retention."

NIM Compression

📊 Earnings QualityQuarterlyActive for 5 Qtrs

More Detail

Impact Weight10/15

MomentumDecaying

Last SignalQ1 FY2026

BANKBARODA: NIM compressed by 42 bps YoY (to 2.71%).

"Pressure on core margins is stabilizing. Monitor for sustained interest income recovery."

Risk Trajectory

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Resilience Matrix

Metric	Value	vs Sector	Signal
Volatility (σ)	8.09	6.50	⚠️ HIGH
Sensitivity (ε_s)	1	1.00	✅ RESILIENT
Escalation Prob.	5%	5%	✅ NEUTRAL
Safety Buffer	+40.0	+46.0	📈 CRITICAL

Forensic Benchmark Context: Public Sector Bank (n=12 peers)

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

Loading Chart

Share Price

Risk Score (0-100)

Market Performance

₹265.8(+0.55%)

1M Divergence+1.55%

1 Week-1.76%

1 Month+0.89%

6 Months-7.77%

1 Year+7.93%

2 Year+6.7%

3 Year+55.86%

Sector Average (1M)-0.66%

Sentinel Forensic Assessment

ALGORITHMIC RISK PROFILE • NON-ADVISORY

The risk profile is Early Signals and currently improving. Recent structural triggers in governance suggest a building pressure on the underlying framework. Material forensic traces are visible in structural transparency and audit trails, indicating a progressive erosion of structural stability. Initial structural recovery is visible; monitor for a sustained return to resilience.

BANKBARODA • 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.23%

Trend QualityDeteriorating

Phase Progression

Phase Progression Score27.5%

Readiness LabelLow (Early Base Consolidation)

Probability of Advancing23%

CoinTree Momentum

Composite Z-Score-0.4859σ

Weakening momentum trend

Universe Rank#2034 of 2716

Top 74.89% in momentum strength

Timeframe Sparklines

1W-1.8%

1M+0.9%

6M-7.8%

Weinstein Indicators

150 DMA₹284.92

200 DMA₹275.94

150 DMA Slope+0.1657%Rising

Relative Strength-2.28%Lagging

Relative Turnover (RTR)1.0941

ParticipationNeutral

PEER COMPARISON

Ranked comparison against sector peers

This company shows higher risk compared to the Sector Mean (20).

Ticker	Risk Score	Sector %ile	Delta	Flags	Accel	Primary Driver
INDIANBIndian Bank	13	27th	-5	11	+0	GovernanceStable
BANKINDIABank of India	20	45th	-4	12	+0	SolvencyWatch
BANKBARODABank of Baroda	26	64th	-5	2	+0	GovernanceWatch
PNBPunjab National Bank	43	100th	-8	17	+0	Earnings QualityModerate Deterioration