Valley National Bancorp Stock Market Value
| VLY Stock | USD 7.73 0.06 0.78% |
| Symbol | Valley |
Valley National Bancorp Price To Book Ratio
Is Valley National's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Valley National. If investors know Valley will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Valley National listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.36) | Dividend Share 0.44 | Earnings Share 0.84 | Revenue Per Share 3.457 | Quarterly Revenue Growth (0.14) |
The market value of Valley National Bancorp is measured differently than its book value, which is the value of Valley that is recorded on the company's balance sheet. Investors also form their own opinion of Valley National's value that differs from its market value or its book value, called intrinsic value, which is Valley National's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Valley National's market value can be influenced by many factors that don't directly affect Valley National's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Valley National's value and its price as these two are different measures arrived at by different means. Investors typically determine if Valley National is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Valley National's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Valley National 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Valley National's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Valley National.
| 04/07/2024 |
| 05/07/2024 |
If you would invest 0.00 in Valley National on April 7, 2024 and sell it all today you would earn a total of 0.00 from holding Valley National Bancorp or generate 0.0% return on investment in Valley National over 30 days. Valley National is related to or competes with Northfield Bancorp, FNB, Mifflinburg Bancorp, Commercial National, Apollo Bancorp, and Kasikornbank Public. Valley National Bancorp operates as the holding company for Valley National Bank that provides various commercial, retai... More
Valley National Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Valley National's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Valley National Bancorp upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.10) | |||
| Maximum Drawdown | 14.16 | |||
| Value At Risk | (6.85) | |||
| Potential Upside | 3.88 |
Valley National Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valley National's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valley National's standard deviation. In reality, there are many statistical measures that can use Valley National historical prices to predict the future Valley National's volatility.| Risk Adjusted Performance | (0.04) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | (0.61) | |||
| Treynor Ratio | (7.66) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Valley National's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Valley National Bancorp Backtested Returns
We consider Valley National somewhat reliable. Valley National Bancorp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0057, which indicates the firm had a 0.0057% return per unit of risk over the last 3 months. We have found twenty-three technical indicators for Valley National Bancorp, which you can use to evaluate the volatility of the company. Please validate Valley National's Risk Adjusted Performance of (0.04), coefficient of variation of (1,280), and Variance of 10.77 to confirm if the risk estimate we provide is consistent with the expected return of 0.0173%. The entity has a beta of 0.0348, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Valley National's returns are expected to increase less than the market. However, during the bear market, the loss of holding Valley National is expected to be smaller as well. Valley National Bancorp right now has a risk of 3.03%. Please validate Valley National kurtosis, and the relationship between the value at risk and rate of daily change , to decide if Valley National will be following its existing price patterns.
Auto-correlation | 0.65 |
Good predictability
Valley National Bancorp has good predictability. Overlapping area represents the amount of predictability between Valley National time series from 7th of April 2024 to 22nd of April 2024 and 22nd of April 2024 to 7th of May 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Valley National Bancorp price movement. The serial correlation of 0.65 indicates that roughly 65.0% of current Valley National price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.65 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Valley National Bancorp lagged returns against current returns
Autocorrelation, which is Valley National stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Valley National's stock expected returns. We can calculate the autocorrelation of Valley National returns to help us make a trade decision. For example, suppose you find that Valley National has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Valley National regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Valley National stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valley National stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valley National stock over time.
Current vs Lagged Prices |
| Timeline |
Valley National Lagged Returns
When evaluating Valley National's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valley National stock have on its future price. Valley National autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Valley National autocorrelation shows the relationship between Valley National stock current value and its past values and can show if there is a momentum factor associated with investing in Valley National Bancorp.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.When determining whether Valley National Bancorp offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Valley National's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Valley National Bancorp Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Valley National Bancorp Stock:Check out Valley National Correlation, Valley National Volatility and Valley National Alpha and Beta module to complement your research on Valley National. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.
Complementary Tools for Valley Stock analysis
When running Valley National's price analysis, check to measure Valley National's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Valley National is operating at the current time. Most of Valley National's value examination focuses on studying past and present price action to predict the probability of Valley National's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Valley National's price. Additionally, you may evaluate how the addition of Valley National to your portfolios can decrease your overall portfolio volatility.
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Valley National technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.