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COF Capital One Financial Corporation

Financial Services

210.77 +5.92 +2.89% Close 11/2
Since 2024-12-02 +12.0%
Open
208.66
High
212.29
Low
207.00
Prev close
204.85
Volume
5M
Amplitude
2.58%
P/E
12.1
P/B
1.1
Revenue YoY (TTM)
+25.0%
52W 174.24 259.64

Is Capital One Financial Corporation a buy? Fundamentals and valuation first

As of 2026-10-30

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

Valuation Fair Free-cash-flow yield is Top; Price / book is Fair.
TTM P/E 12.09 33th percentile Fair
Price / book 1.15 38th percentile Fair
Free-cash-flow yield (%) 25.62 93th percentile Top
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Good FCF margin, TTM is Top; ROE, TTM is Good.
ROE, TTM (%) 9.91 65th percentile Good
Operating margin, TTM (%) 21.12 73th percentile Good
FCF margin, TTM (%) 40.68 90th percentile Top
Quality Factor Investing: A US Quality Value Backtest
Growth Strong Diluted EPS growth, TTM YoY is Top; Revenue growth, TTM YoY is Good.
Revenue growth, TTM YoY (%) 24.96 78th percentile Good
Diluted EPS growth, TTM YoY (%) 614.77 95th percentile Top
Momentum Neutral 60-day return is Good, but 240-day return is Average.
60-day return (%) -6.55 51th percentile Good
240-day return (%) -1.43 49th percentile Average
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Strong 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 792,536,919 98th percentile Top
60-day annualized volatility (%) 22.59 25th percentile Good
Factor Investing Explained: 10 Classic Factors in US Stocks

Capital One Financial Corporation (COF) today

1 quant signals active · As of 2026-10-30

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.

FinLab Studio

From Capital One Financial Corporation to every stock like it

AI finds several complementary traits of Capital One Financial Corporation across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like Capital One Financial Corporation

Capital One Financial Corporation (COF) peers and tracking

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Capital One Financial Corporation (COF) quant signal backtests

Signals active now

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

EPS surprise beat

Active · now 20.98%

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

PEAD: Post-Earnings Announcement Drift Backtest
21 historical occurrences (since 2015-04-23)

Average forward return after EPS surprise beat

20-day: Win 63.2%, Sample 19, Median +4.88%, Excess +3.92%, Beat mkt rate 63.2%

60-day: Win 63.2%, Sample 19, Median +5.06%, Excess +6.26%, Beat mkt rate 63.2%

120-day: Win 66.7%, Sample 18, Median +8.96%, Excess +6.45%, Beat mkt rate 55.6%

120 days after: historical avg +12.67%

20-day +5.75%
60-day +10.73%
120-day +12.67%
20-day
60-day
120-day
Win
63.2%
63.2%
66.7%
Sample
19
19
18
Median
+4.88%
+5.06%
+8.96%
Excess
+3.92%
+6.26%
+6.45%
Beat mkt rate
63.2%
63.2%
55.6%

Over 18 occurrences, 120-day forward avg gained 12.67%, beat the market by 6.45 pts; win rate 66.7%.

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)
0-20 457+7.2% -6.1% 45.3% +0.4%
20-40 163+19.9% +27% 64.4% +5.2%
40-60 You are here210+67% +46.5% 100% +41.6%
60-80 137+55% +46.9% 100% +35.8%
80-100 411+20.8% +12.6% 69.8% +3%

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 12.09, placing it in the 53.2 own-history percentile, inside the 40-60 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
-6.9%
Win rate 23.9% Excess -12.4%
188d
+25.9%
Win rate 90.3% Excess +13.4%
236d
+19.5%
Win rate 78.3% Excess +11.3%
452d
60-day momentum down
+0.9%
Win rate 36.8% Excess -1.2%
375d
Now
+46.6%
Win rate 100% Excess +28.8%
90d
+16.1%
Win rate 76.4% Excess +2.2%
157d

Currently in “Middle × 60-day momentum down”: across 90 historical days, 120-day forward avg gained 46.6%, win rate 100%, beat the market by 28.8%.

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 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 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.

18 times historically; 60-day forward avg +2.2%, win rate 61.1%, beating the market by -0.81 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 +12.93%, win rate 78.6%, beating the market by +5.26 pts on average.

Filed revenue acceleration

Pending

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

9 times historically; 60-day forward avg +5.58%, win rate 44.4%, beating the market by +0.76 pts on average.

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.