SBINState Bank of India Forensic Risk Analysis

Public Sector Bank
Risk ClassWatch
Market Cap₹10,78,598 Cr
Primary DriverSolvency
Flagium AI Risk Score
Early signs of stress detected. Not yet widespread, but initial deterioration is visible.
34 / 100
0 QoQ
Stable
Sentinel Insight

Early signs of pressure are emerging in asset quality. Pressure has stabilized in solvency. This suggests the risk profile is currently stabilizing. No major change in risk trend.

81.8th %ile (Sector)Accel: +0 Qtrs
Updated2026-06-02
Market View
956.650.27%
PeriodQ4 FY26

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

Solvency
+34.0 pts
Final Composite Risk34 / 100

Investment Risk Thesis

Historical Trend

Current risk score has risen from 2434 over 13 quarters.

Expected Direction
⚠ Watch
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 12 Qtrs
More Detail
Impact Weight15/15
MomentumPersistent
Last SignalQ4 FY2026
SBIN: CAR (0.00%) at critical buffer level (v/s 11.5% floor).

"Early signs of capital erosion. Internal accruals are not enough to support loan growth."

NIM Compression
📊 Earnings QualityQuarterlyActive for 4 Qtrs
More Detail
Impact Weight10/15
MomentumDecaying
Last SignalQ3 FY2025
SBIN: NIM declining for 3 consecutive quarters.

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

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)4.56.50✅ RESILIENT
Sensitivity (ε_s)11.00✅ RESILIENT
Escalation Prob.5%5%✅ NEUTRAL
Safety Buffer+32.0+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
956.65(+0.27%)
1M Divergence-8.19%
1 Week-1.22%
1 Month-8.85%
6 Months+2.72%
1 Year+19.69%
2 Year+19.64%
3 Year+72.02%
Sector Average (1M)-0.66%
Sentinel Forensic Assessment
ALGORITHMIC RISK PROFILE • NON-ADVISORY

The risk profile is Early Signals and currently consolidating. Recent structural triggers in solvency suggest a building pressure on the underlying framework. Material forensic traces are visible in solvency ratios and structural leverage, indicating a progressive erosion of structural stability. Continued monitoring is necessary as risk levels remain above institutional safety parameters.

SBIN • 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.62%
Trend QualityDeteriorating
Phase Progression
Phase Progression Score35%
Readiness LabelLow (Early Base Consolidation)
Probability of Advancing62%
CoinTree Momentum
Composite Z-Score-0.5650σ
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.
#2164 of 2716
Top 79.68% in momentum strength
Timeframe Sparklines
1W-1.2%
1M-8.8%
6M+2.7%
Weinstein Indicators
150 DMA1,014.95
200 DMA968.32
150 DMA Slope+1.5390%Rising
Relative Strength+8.21%Leading
Relative Turnover (RTR)1.3806
ParticipationHealthy

PEER COMPARISON

Ranked comparison against sector peers

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

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

Risk Profiles

Solvency
0.32.8th %ile
VS Sector Median (8.5)
Governance
10100th %ile
VS Sector Median (8.5)
Earnings Quality
10100th %ile
VS Sector Median (8.5)
Growth Sustainability
10100th %ile
VS Sector Median (8.5)

Deterioration Timeline

2026

CAR Decay

2026

CAR Decay

2026

CAR Decay

2026

CAR Decay

2025

CAR Decay

2025

CAR Decay

2025

NIM Compression

2025

CAR Decay

2025

NIM Compression

2025

CAR Decay

2024

CAR Decay

2024

NIM Compression

2024

CAR Decay

2024

NIM Compression

2024

CAR Decay

2024

CAR Decay

Key Financials (INR Cr)

PeriodRevenueNet ProfitOCFDebt
FY2026709,61783,29938,097777,302
FY2025663,34377,56148,486610,857
FY2024594,57567,08521,632639,610