Valley National Bancorp Stock Market Value
| VLY Stock | USD 10.38 0.01 0.1% |
| Symbol | Valley |
Valley National Bancorp Price To Book Ratio
Is Regional Banks space 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 (0.33) | Dividend Share 0.44 | Earnings Share 0.62 | Revenue Per Share 3.101 | Quarterly Revenue Growth (0.16) |
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.
| 11/12/2024 |
| 12/12/2024 |
If you would invest 0.00 in Valley National on November 12, 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 Comerica, Truist Financial, Fifth Third, Regions Financial, Zions Bancorporation, and PNC Financial. 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.
| Downside Deviation | 1.88 | |||
| Information Ratio | 0.1211 | |||
| Maximum Drawdown | 14.97 | |||
| Value At Risk | (3.44) | |||
| Potential Upside | 4.4 |
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 | 0.1318 | |||
| Jensen Alpha | 0.1575 | |||
| Total Risk Alpha | 0.0245 | |||
| Sortino Ratio | 0.1547 | |||
| Treynor Ratio | 0.1871 |
Valley National Bancorp Backtested Returns
Valley National appears to be not too volatile, given 3 months investment horizon. Valley National Bancorp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Valley National Bancorp, which you can use to evaluate the volatility of the company. Please review Valley National's Risk Adjusted Performance of 0.1318, semi deviation of 1.59, and Coefficient Of Variation of 578.62 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Valley National holds a performance score of 11. The entity has a beta of 2.17, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Valley National will likely underperform. Please check Valley National's semi variance, rate of daily change, and the relationship between the value at risk and kurtosis , to make a quick decision on whether Valley National's existing price patterns will revert.
Auto-correlation | -0.56 |
Good reverse predictability
Valley National Bancorp has good reverse predictability. Overlapping area represents the amount of predictability between Valley National time series from 12th of November 2024 to 27th of November 2024 and 27th of November 2024 to 12th of December 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 -0.56 indicates that roughly 56.0% of current Valley National price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.56 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 |
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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.Additional 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.