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BNY Bank of New York Mellon Corp

Financial Services

153.41 USD 1D +0.62 +0.41% Close 11/13
Since 2024-12-13 +101.5%

Close 11/13

Open
154.07
High
154.07
Low
150.83
Prev close
152.79
Volume
2.97M
Amplitude
2.12%
P/E
16.9
P/B
2.4
Revenue YoY (TTM)
+75.3%
52W 105.42 165.84
FinLab Studio

From Bank of New York Mellon Corp to every stock like it

AI finds several complementary traits of Bank of New York Mellon Corp across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like Bank of New York Mellon Corp

Is Bank of New York Mellon Corp a buy? Fundamentals and valuation first

As of 2026-11-12

Valuation: Fair, Quality: Good, Growth: Strong, Momentum: Good, Risk / liquidity: Strong.

Valuation Fair Free-cash-flow yield is Good, but Price / book is Pricey.
TTM P/E 16.9 47th percentile · Fair
Price / book 2.4 65th percentile · Pricey
Free-cash-flow yield (%) 6.9 73th percentile · Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Good All 3 indicators are Good.
ROE, TTM (%) 15.0 76th percentile · Good
Operating margin, TTM (%) 23.2 76th percentile · Good
FCF margin, TTM (%) 20.0 77th percentile · Good
Quality Factor Investing: A US Quality Value Backtest
Growth Strong All 2 indicators are Top.
Revenue growth, TTM YoY (%) 75.4 90th percentile · Top
Diluted EPS growth, TTM YoY (%) 261.2 91th percentile · Top
Momentum Good 240-day return is Top; 60-day return is Good.
60-day return (%) -4.0 58th percentile · Good
240-day return (%) 38.6 85th percentile · Top
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Strong All 2 indicators are Top.
20-day dollar volume 472,819,195.0 97th percentile · Top
60-day annualized volatility (%) 20.3 20th percentile · Top
Factor Investing Explained: 10 Classic Factors in US Stocks

Bank of New York Mellon Corp (BNY) today

1 quant signals active · As of 2026-11-12

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

Bank of New York Mellon Corp (BNY) peers and tracking

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Bank of New York Mellon Corp (BNY) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

Filed revenue acceleration

Active · now 75.3%

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

8 historical occurrences (since 2018-08-03)

Average forward return after Filed revenue acceleration

20-day: Win 50.0%, Sample 8, Median -0.6%, Excess -4.0%, Beat mkt rate 12.5%

60-day: Win 28.6%, Sample 7, Median -5.8%, Excess -5.3%, Beat mkt rate 28.6%

120-day: Win 71.4%, Sample 7, Median +2.4%, Excess -4.4%, Beat mkt rate 42.9%

120 days after: historical avg +2.9%

20-day -2.8%
60-day -4.7%
120-day +2.9%
20-day
60-day
120-day
Win
50.0%
28.6%
71.4%
Sample
8
7
7
Median
-0.6%
-5.8%
+2.4%
Excess
-4.0%
-5.3%
-4.4%
Beat mkt rate
12.5%
28.6%
42.9%

Over 7 occurrences, 120-day forward avg gained 2.9%, lagged the market by 4.4 pts; win rate 71.4%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 254+41.1% +42.3% 95.7% +9.6%
20-40 Now124+9.5% +3.9% 66.1% +0.7%
40-60 191+16.0% +9.2% 56.5% +8.4%
60-80 407+28.3% +39.4% 73.2% +17.1%
80-100 380+47.0% +49.7% 95.5% +28.1%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 16.92, placing it in the 23.6 own-history percentile, inside the 20-40 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
+20.0%
Win rate 95.9% Excess +5.1%
146d
+16.5%
Win rate 92.0% Excess +8.3%
286d
+15.3%
Win rate 86.0% Excess +9.0%
679d
60-day momentum down
Now
+6.2%
Win rate 61.7% Excess -1.6%
209d
+13.2%
Win rate 69.7% Excess +1.5%
66d
+19.6%
Win rate 83.3% Excess +7.7%
90d

Currently in “Cheap (own-history bottom third) × 60-day momentum down”: across 209 historical days, 120-day forward avg gained 6.2%, win rate 61.7%, lagged the market by 1.6%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 101,251 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.30%, a 58.3% positive-return rate, and +2.97 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

27 times historically; 60-day forward avg +5.5%, win rate 74.1%, beating the market by +3.0 pts on average.

Top-quintile 6-month momentum

Pending

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest

14 times historically; 60-day forward avg +4.4%, win rate 71.4%, beating the market by +1.3 pts on average.

EPS surprise beat

Pending

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.