Last Updated2026-06-02

Market View

₹379.05(▲0.44%)

Reporting PeriodQ4 FY26

KOTAKBANKKotak Mahindra Bank Limited Forensic Risk Analysis

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

Private Sector Bank

Risk ClassStable

Market Cap₹4,04,169 Cr

Primary DriverEarnings Quality

Flagium AI Risk Score

12 / 100

0 QoQ

Stable

Sentinel Insight

Asset quality remains stable for now. Pressure has stabilized in core profitability and credit costs. This indicates that forensic pressure is currently receding. No major change in risk trend.

15.8th %ile (Sector)Accel: +0 Qtrs

Updated2026-06-02

Market View

₹379.05▲0.44%

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 declined from 12 → 12 over 12 quarters.

Expected Direction

⚠ Watch

Primary Deterioration Drivers

GNPA Spike
NIM Compression

What to Watch Next Quarter

Operating profit margins

Active Risk Objects (2)

CriticalHigh

NIM Compression

📊 Earnings QualityQuarterlyActive for 8 Qtrs

More Detail

Impact Weight10/15

MomentumPersistent

Last SignalQ4 FY2026

KOTAKBANK: NIM declining for 3 consecutive quarters.

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

GNPA Spike

🔭 Relative Sector RiskQuarterlyActive for 2 Qtrs

More Detail

Impact Weight15/15

MomentumDecaying

Last SignalQ3 FY2025

KOTAKBANK: GNPA increasing for 2 consecutive quarters.

"Asset quality signals are beginning to normalize. Historical credit costs are now receding."

Risk Trajectory

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Resilience Matrix

Metric	Value	vs Sector	Signal
Volatility (σ)	4.55	11.47	✅ RESILIENT
Sensitivity (ε_s)	1	1.00	✅ RESILIENT
Escalation Prob.	5%	5%	✅ NEUTRAL
Safety Buffer	+54.0	+42.5	✅ RESILIENT

Forensic Benchmark Context: Private Sector Bank (n=20 peers)

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

Loading Chart

Share Price

Risk Score (0-100)

Market Performance

₹379.05(+0.44%)

1M Divergence-0.45%

1 Week-2.47%

1 Month-1.11%

6 Months-11.25%

1 Year-8.05%

2 Year+13.04%

3 Year-1.94%

Sector Average (1M)-0.66%

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. The current structural trajectory supports a stable risk outlook.

KOTAKBANK • 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-0.4493σ

Weakening momentum trend

Universe Rank#1977 of 2716

Top 72.79% in momentum strength

Timeframe Sparklines

1W-2.5%

1M-1.1%

6M-11.3%

Weinstein Indicators

150 DMA₹406

200 DMA₹406.2

150 DMA Slope-1.2860%Declining

Relative Strength-5.76%Lagging

Relative Turnover (RTR)1.0205

ParticipationNeutral

PEER COMPARISON

Ranked comparison against sector peers

This company appears relatively stable compared to the Sector Mean (23.5).

Ticker	Risk Score	Sector %ile	Delta	Flags	Accel	Primary Driver
KOTAKBANKKotak Mahindra Bank Limited	12	16th	0	2	+0	Earnings QualityStable
AXISBANKAxis Bank Limited	22	37th	-5	15	+0	Earnings QualityWatch
BANDHANBNKBandhan Bank Limited	25	58th	-5	14	+0	GovernanceWatch
CSBBANKCSB Bank Limited	25	58th	-5	13	+0	GovernanceWatch