Valley National Standard Deviation
| VLY Stock | | | USD 13.66 0.01 0.07% |
The Standard Deviation is a measure of how spread out the prices or returns of an asset are on average. It is the most widely used risk indicator in the field of investing and finance. Standard Deviation is commonly used to measure confidence in statistical conclusions regarding certain equity instruments or portfolios of equities. Below is Valley National's current Standard Deviation with peer comparisons and related risk metrics.
Current Standard Deviation Value
The current Standard Deviation of 1.72 places Valley National at moderate price variability. This places Valley National within the typical volatility range for Stock.
Standard Deviation | = | SQRT(V) |
| = | 1.72 | |
Standard Deviation Peers Comparison
Valley National's Standard Deviation of 1.72 falls below the 1.72 peer average. Values range from 1.17 (BOK Financial) to 3.63 (Banco Macro SA), with wide dispersion across the group. Valley National has exhibited less price dispersion than the peer average over the measured period.
Standard Deviation Relative To Other Indicators
The chart below plots Standard Deviation against Maximum Drawdown for Valley National and its peers. Each point represents one equity — position along the horizontal axis shows Standard Deviation while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
Valley National's Maximum Drawdown of
8.09 runs about
4.71 times its Standard Deviation of
1.72 . This indicates Maximum Drawdown is significantly higher than Standard Deviation for Valley National.
Methodology, Assumptions & Data Sources
Valley National's Standard Deviation currently stands at 1.72. Standard Deviation for Valley National is derived by applying a defined formula to historical price observations, producing a time-series of comparable readings. Inputs are drawn from end-of-day closing prices reported by supported exchanges, adjusted for splits and dividends where applicable. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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