Valley National Bancorp Stock Alpha and Beta Analysis
| VLY Stock | USD 7.73 0.06 0.78% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Valley National Bancorp. It also helps investors analyze the systematic and unsystematic risks associated with investing in Valley National over a specified time horizon. Remember, high Valley National's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Valley National's market risk premium analysis include:
Beta 0.0348 | Alpha (0.27) | Risk 3.05 | Sharpe Ratio 0.0016 | Expected Return 0.005 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Valley |
Valley National Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Valley National market risk premium is the additional return an investor will receive from holding Valley National long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Valley National. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Valley National's performance over market.| α | -0.27 | β | 0.03 |
Valley National expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Valley National's Buy-and-hold return. Our buy-and-hold chart shows how Valley National performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Valley National Market Price Analysis
Market price analysis indicators help investors to evaluate how Valley National stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Valley National shares will generate the highest return on investment. By understating and applying Valley National stock market price indicators, traders can identify Valley National position entry and exit signals to maximize returns.
Valley National Return and Market Media
The median price of Valley National for the period between Wed, Feb 7, 2024 and Tue, May 7, 2024 is 7.86 with a coefficient of variation of 5.97. The daily time series for the period is distributed with a sample standard deviation of 0.47, arithmetic mean of 7.87, and mean deviation of 0.35. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Earnings are growing at Valley National Bancorp but shareholders still dont like its prospects | 03/01/2024 |
2 | 3 Cannabis Stocks to Buy for the Next Bull Run March 2024 | 03/27/2024 |
3 | Disposition of 17754 shares by Mendelson Avner of Valley National at 7.96 subject to Rule 16b-3 | 04/01/2024 |
| Valley National dividend paid on 2nd of April 2024 | 04/02/2024 |
4 | Valley National Bancorp to Announce First Quarter 2024 Earnings | 04/11/2024 |
5 | Analysts Estimate Valley National to Report a Decline in Earnings What to Look Out for | 04/18/2024 |
6 | BCB Bancorp Misses Q1 Earnings and Revenue Estimates | 04/19/2024 |
7 | Exploring April 2024s Noteworthy US Dividend Stocks | 04/23/2024 |
8 | Valley National Bancorp Announces First Quarter 2024 Results | 04/25/2024 |
9 | Valley National Bancorp First Quarter 2024 Earnings EPS Misses Expectations | 04/26/2024 |
About Valley National Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Valley or other stocks. Alpha measures the amount that position in Valley National Bancorp has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0343 | 0.0399 | 0.0435 | 0.0338 | Price To Sales Ratio | 4.1 | 2.95 | 1.64 | 1.56 |
Valley National Upcoming Company Events
As portrayed in its financial statements, the presentation of Valley National's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Valley National's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Valley National's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Valley National. Please utilize our Beneish M Score to check the likelihood of Valley National's management manipulating its earnings.
| 25th of April 2024 Upcoming Quarterly Report | View | |
| 25th of July 2024 Next Financial Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View | |
| 23rd of January 2025 Next Fiscal Year End | View | |
| 31st of December 2023 Last Quarter Report | View | |
| 31st of December 2023 Last Financial Announcement | View |
Build Portfolio with Valley National
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Valley National Backtesting, Valley National Valuation, Valley National Correlation, Valley National Hype Analysis, Valley National Volatility, Valley National History and analyze Valley National Performance. You can also try the Portfolio Volatility module to check portfolio volatility and analyze historical return density to properly model market risk.
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.