Univest Pennsylvania Stock Market Value
| UVSP Stock | USD 31.55 0.63 2.04% |
| Symbol | Univest |
Univest Pennsylvania 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 Univest Pennsylvania. If investors know Univest 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 Univest Pennsylvania 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 0.091 | Dividend Share 0.84 | Earnings Share 2.49 | Revenue Per Share 9.833 | Quarterly Revenue Growth 0.024 |
The market value of Univest Pennsylvania is measured differently than its book value, which is the value of Univest that is recorded on the company's balance sheet. Investors also form their own opinion of Univest Pennsylvania's value that differs from its market value or its book value, called intrinsic value, which is Univest Pennsylvania'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 Univest Pennsylvania's market value can be influenced by many factors that don't directly affect Univest Pennsylvania'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 Univest Pennsylvania's value and its price as these two are different measures arrived at by different means. Investors typically determine if Univest Pennsylvania is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Univest Pennsylvania'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.
Univest Pennsylvania '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 Univest Pennsylvania'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 Univest Pennsylvania.
| 12/06/2022 |
| 11/25/2024 |
If you would invest 0.00 in Univest Pennsylvania on December 6, 2022 and sell it all today you would earn a total of 0.00 from holding Univest Pennsylvania or generate 0.0% return on investment in Univest Pennsylvania over 720 days. Univest Pennsylvania is related to or competes with Waterstone Financial, Mid Penn, ST Bancorp, Republic Bancorp, Southern Missouri, IF Bancorp, and Colony Bankcorp. Univest Financial Corporation operates as the bank holding company for Univest Bank and Trust Co More
Univest Pennsylvania 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 Univest Pennsylvania'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 Univest Pennsylvania upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.67 | |||
| Information Ratio | 0.0632 | |||
| Maximum Drawdown | 18.49 | |||
| Value At Risk | (2.72) | |||
| Potential Upside | 3.47 |
Univest Pennsylvania Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Univest Pennsylvania's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Univest Pennsylvania's standard deviation. In reality, there are many statistical measures that can use Univest Pennsylvania historical prices to predict the future Univest Pennsylvania's volatility.| Risk Adjusted Performance | 0.0959 | |||
| Jensen Alpha | 0.01 | |||
| Total Risk Alpha | (0.11) | |||
| Sortino Ratio | 0.0933 | |||
| Treynor Ratio | 0.1253 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Univest Pennsylvania'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.
Univest Pennsylvania Backtested Returns
Univest Pennsylvania appears to be very steady, given 3 months investment horizon. Univest Pennsylvania owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.097, which indicates the firm had a 0.097% return per unit of risk over the last 3 months. We have found thirty technical indicators for Univest Pennsylvania, which you can use to evaluate the volatility of the company. Please review Univest Pennsylvania's Semi Deviation of 1.53, coefficient of variation of 861.27, and Risk Adjusted Performance of 0.0959 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Univest Pennsylvania holds a performance score of 7. The entity has a beta of 2.21, 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, Univest Pennsylvania will likely underperform. Please check Univest Pennsylvania's maximum drawdown, as well as the relationship between the skewness and day typical price , to make a quick decision on whether Univest Pennsylvania's existing price patterns will revert.
Auto-correlation | -0.67 |
Very good reverse predictability
Univest Pennsylvania has very good reverse predictability. Overlapping area represents the amount of predictability between Univest Pennsylvania time series from 6th of December 2022 to 1st of December 2023 and 1st of December 2023 to 25th of November 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 Univest Pennsylvania price movement. The serial correlation of -0.67 indicates that around 67.0% of current Univest Pennsylvania price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.67 | |
| Spearman Rank Test | -0.76 | |
| Residual Average | 0.0 | |
| Price Variance | 14.81 |
Univest Pennsylvania lagged returns against current returns
Autocorrelation, which is Univest Pennsylvania 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 Univest Pennsylvania's stock expected returns. We can calculate the autocorrelation of Univest Pennsylvania returns to help us make a trade decision. For example, suppose you find that Univest Pennsylvania 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 |
Univest Pennsylvania 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 Univest Pennsylvania stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Univest Pennsylvania stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Univest Pennsylvania stock over time.
Current vs Lagged Prices |
| Timeline |
Univest Pennsylvania Lagged Returns
When evaluating Univest Pennsylvania's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Univest Pennsylvania stock have on its future price. Univest Pennsylvania 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, Univest Pennsylvania autocorrelation shows the relationship between Univest Pennsylvania stock current value and its past values and can show if there is a momentum factor associated with investing in Univest Pennsylvania.
Regressed Prices |
| Timeline |
Pair Trading with Univest Pennsylvania
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Univest Pennsylvania position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Univest Pennsylvania will appreciate offsetting losses from the drop in the long position's value.Moving together with Univest Stock
| 0.97 | AX | Axos Financial | PairCorr |
| 0.98 | BY | Byline Bancorp Fiscal Year End 23rd of January 2025 | PairCorr |
| 0.97 | PB | Prosperity Bancshares Fiscal Year End 22nd of January 2025 | PairCorr |
Moving against Univest Stock
| 0.49 | CFG-PE | Citizens Financial | PairCorr |
| 0.46 | TFC-PR | Truist Financial | PairCorr |
| 0.45 | TFC-PO | Truist Financial | PairCorr |
| 0.41 | WF | Woori Financial Group | PairCorr |
The ability to find closely correlated positions to Univest Pennsylvania could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Univest Pennsylvania when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Univest Pennsylvania - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Univest Pennsylvania to buy it.
The correlation of Univest Pennsylvania is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Univest Pennsylvania moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Univest Pennsylvania moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Univest Pennsylvania can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Additional Tools for Univest Stock Analysis
When running Univest Pennsylvania's price analysis, check to measure Univest Pennsylvania'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 Univest Pennsylvania is operating at the current time. Most of Univest Pennsylvania's value examination focuses on studying past and present price action to predict the probability of Univest Pennsylvania's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Univest Pennsylvania's price. Additionally, you may evaluate how the addition of Univest Pennsylvania to your portfolios can decrease your overall portfolio volatility.