Virginia National Bankshares Stock Market Value
| VABK Stock | USD 42.20 0.40 0.96% |
| Symbol | Virginia |
Virginia National 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 Virginia National. If investors know Virginia 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 Virginia 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 (0.01) | Dividend Share 1.32 | Earnings Share 2.89 | Revenue Per Share 9.603 | Quarterly Revenue Growth (0.02) |
The market value of Virginia National is measured differently than its book value, which is the value of Virginia that is recorded on the company's balance sheet. Investors also form their own opinion of Virginia National's value that differs from its market value or its book value, called intrinsic value, which is Virginia 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 Virginia National's market value can be influenced by many factors that don't directly affect Virginia 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 Virginia National's value and its price as these two are different measures arrived at by different means. Investors typically determine if Virginia National is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Virginia 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.
Virginia 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 Virginia 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 Virginia National.
| 10/23/2024 |
| 11/22/2024 |
If you would invest 0.00 in Virginia National on October 23, 2024 and sell it all today you would earn a total of 0.00 from holding Virginia National Bankshares or generate 0.0% return on investment in Virginia National over 30 days. Virginia National is related to or competes with Finward Bancorp, Community West, First Financial, Oak Valley, Old Point, Rhinebeck Bancorp, and Chemung Financial. Virginia National Bankshares Corporation operates as the holding company for Virginia National Bank that provides a rang... More
Virginia 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 Virginia 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 Virginia National Bankshares upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.45 | |||
| Information Ratio | 0.0786 | |||
| Maximum Drawdown | 10.17 | |||
| Value At Risk | (2.26) | |||
| Potential Upside | 4.08 |
Virginia National Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Virginia National's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Virginia National's standard deviation. In reality, there are many statistical measures that can use Virginia National historical prices to predict the future Virginia National's volatility.| Risk Adjusted Performance | 0.1026 | |||
| Jensen Alpha | 0.1375 | |||
| Total Risk Alpha | 0.0184 | |||
| Sortino Ratio | 0.1045 | |||
| Treynor Ratio | 0.2039 |
Virginia National Backtested Returns
As of now, Virginia Stock is very steady. Virginia National owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0934, which indicates the firm had a 0.0934% return per unit of risk over the last 3 months. We have found thirty technical indicators for Virginia National Bankshares, which you can use to evaluate the volatility of the company. Please validate Virginia National's Coefficient Of Variation of 780.5, semi deviation of 1.24, and Risk Adjusted Performance of 0.1026 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. Virginia National has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 1.16, 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, Virginia National will likely underperform. Virginia National right now has a risk of 1.82%. Please validate Virginia National skewness, and the relationship between the potential upside and rate of daily change , to decide if Virginia National will be following its existing price patterns.
Auto-correlation | -0.17 |
Insignificant reverse predictability
Virginia National Bankshares has insignificant reverse predictability. Overlapping area represents the amount of predictability between Virginia National time series from 23rd of October 2024 to 7th of November 2024 and 7th of November 2024 to 22nd 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 Virginia National price movement. The serial correlation of -0.17 indicates that over 17.0% of current Virginia National price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.17 | |
| Spearman Rank Test | 0.18 | |
| Residual Average | 0.0 | |
| Price Variance | 0.49 |
Virginia National lagged returns against current returns
Autocorrelation, which is Virginia 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 Virginia National's stock expected returns. We can calculate the autocorrelation of Virginia National returns to help us make a trade decision. For example, suppose you find that Virginia 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 |
Virginia 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 Virginia National stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Virginia National stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Virginia National stock over time.
Current vs Lagged Prices |
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Virginia National Lagged Returns
When evaluating Virginia National's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Virginia National stock have on its future price. Virginia 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, Virginia National autocorrelation shows the relationship between Virginia National stock current value and its past values and can show if there is a momentum factor associated with investing in Virginia National Bankshares.
Regressed Prices |
| Timeline |
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Virginia 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.