CVB Financial (Germany) Market Value
| BCV Stock | EUR 20.20 0.40 1.94% |
| Symbol | CVB |
CVB Financial '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 CVB Financial'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 CVB Financial.
| 11/05/2024 |
| 01/04/2025 |
If you would invest 0.00 in CVB Financial on November 5, 2024 and sell it all today you would earn a total of 0.00 from holding CVB Financial Corp or generate 0.0% return on investment in CVB Financial over 60 days. CVB Financial is related to or competes with Games Workshop, Darden Restaurants, Penn National, GAMING FAC, BJs Restaurants, EAST SIDE, and Lamar Advertising. CVB Financial Corp. operates as a bank holding company for Citizens Business Bank, a state-chartered bank that provides ... More
CVB Financial 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 CVB Financial'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 CVB Financial Corp upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.19 | |||
| Information Ratio | 0.1574 | |||
| Maximum Drawdown | 22.88 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 4.5 |
CVB Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for CVB Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as CVB Financial's standard deviation. In reality, there are many statistical measures that can use CVB Financial historical prices to predict the future CVB Financial's volatility.| Risk Adjusted Performance | 0.1411 | |||
| Jensen Alpha | 0.4812 | |||
| Total Risk Alpha | 0.4325 | |||
| Sortino Ratio | 0.2129 | |||
| Treynor Ratio | (1.57) |
CVB Financial Corp Backtested Returns
CVB Financial appears to be not too volatile, given 3 months investment horizon. CVB Financial Corp retains Efficiency (Sharpe Ratio) of 0.15, which signifies that the company had a 0.15% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for CVB Financial, which you can use to evaluate the volatility of the firm. Please makes use of CVB Financial's coefficient of variation of 606.13, and Market Risk Adjusted Performance of (1.56) to double-check if our risk estimates are consistent with your expectations. On a scale of 0 to 100, CVB Financial holds a performance score of 11. The firm owns a Beta (Systematic Risk) of -0.3, which signifies possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning CVB Financial are expected to decrease at a much lower rate. During the bear market, CVB Financial is likely to outperform the market. Please check CVB Financial's information ratio, treynor ratio, and the relationship between the downside deviation and total risk alpha , to make a quick decision on whether CVB Financial's current price history will revert.
Auto-correlation | -0.56 |
Good reverse predictability
CVB Financial Corp has good reverse predictability. Overlapping area represents the amount of predictability between CVB Financial time series from 5th of November 2024 to 5th of December 2024 and 5th of December 2024 to 4th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of CVB Financial Corp price movement. The serial correlation of -0.56 indicates that roughly 56.0% of current CVB Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.56 | |
| Residual Average | 0.0 | |
| Price Variance | 0.34 |
CVB Financial Corp lagged returns against current returns
Autocorrelation, which is CVB Financial 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 CVB Financial's stock expected returns. We can calculate the autocorrelation of CVB Financial returns to help us make a trade decision. For example, suppose you find that CVB Financial 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 |
CVB Financial 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 CVB Financial stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if CVB Financial stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in CVB Financial stock over time.
Current vs Lagged Prices |
| Timeline |
CVB Financial Lagged Returns
When evaluating CVB Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of CVB Financial stock have on its future price. CVB Financial 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, CVB Financial autocorrelation shows the relationship between CVB Financial stock current value and its past values and can show if there is a momentum factor associated with investing in CVB Financial Corp.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in CVB Stock
CVB Financial financial ratios help investors to determine whether CVB Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in CVB with respect to the benefits of owning CVB Financial security.