The highest-graded U.S. banks by Statum GPA, the 18-month forecast made from each bank’s latest filing, ranked against banks of their own size. Specialty & ILC banks and institutions that do not lend are excluded from the ranking; search for any bank to see whether it is ranked and why.
Who leads, what sets them apart, and how your bank stacks up.
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Most bank ratings describe the last filing. The Statum GPA looks ahead, and the SVI says how much weight that look ahead can carry.
It is our model’s forecast of where a bank will rank against every U.S. bank 18 months after its latest Call Report: a read on where the bank is heading, not a grade for where it stands now.
The model forecasts six measures of earnings and capital: return on assets, return on equity, return on tangible common equity, the tangible common equity ratio, the Tier 1 leverage ratio and earning assets to total assets.
Each forecast is graded against the whole industry on nine letters. The Statum GPA is the average of the six, shown as a number on the same scale.
Weaker on the left, stronger on the right: C- is the weakest band, A+ the strongest, and B is the middle. Because each letter is a rank against all banks, a bank’s letter can move when the industry moves around it.
The Statum Variability Index measures how predictable a bank’s performance has been over several quarters: how much its grades have swung, how often they changed, how close it sits to a boundary between letters, and how far its six forecasts disagree.
It runs from 0 to 100 as a rank of all U.S. banks, and lower is steadier: an SVI of 20 means steadier than 80% of banks. It is set once a year.
The SVI becomes a band around the GPA, in GPA points. The band is how far forecasts for banks this predictable have typically landed from the result 18 months later.
A steadier bank gets a narrower band, so a narrow band means more confidence and a wide band means less.
More on the method, and how the forecast was tested: How the forecast works.
Return on assets of the median Top 20 bank, built up from the median of every other ranked bank in the band. Each step is the difference between the two groups' medians on that line of the income statement, as a share of average assets.
Each line is the gap between the Top 20 median and the median of the rest of the band, measured in band spreads (the distance between the band's 25th and 75th percentile banks). One spread is a large gap; under a quarter of a spread is no real difference.
Every ranked bank in the band. Up means more net interest income per dollar of assets; left means less operating expense. The diagonal lines join points with the same spread between the two, which is most of a bank's return on assets before provisions and taxes.
Axes are trimmed to the middle 98% of banks in the band so the pattern is readable.
Median of the Top 20 against the median of the rest of the band, with the middle half of the rest shaded. Ratios are year-to-date and annualized, as the UBPR publishes them.
The 5% of banks with the lowest readings sit off the left edge of the axis.
The largest separators, band by band. Bigger circle, bigger gap between the Top 20 and the rest. Figures under each circle are the Top 20 median against the rest.
Every bank that files a Call Report is either ranked or left out for a stated reason. Banks left out are not listed here: search for any of them above and the page says why.