Virginia National Bankshares Stock Alpha and Beta Analysis
| VABK Stock | USD 42.58 0.38 0.90% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Virginia National Bankshares. It also helps investors analyze the systematic and unsystematic risks associated with investing in Virginia National over a specified time horizon. Remember, high Virginia National's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Virginia National's market risk premium analysis include:
Beta 1.14 | Alpha 0.12 | Risk 1.78 | Sharpe Ratio 0.12 | Expected Return 0.22 |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Virginia National Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Virginia National market risk premium is the additional return an investor will receive from holding Virginia National long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Virginia National. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Virginia National's performance over market.| α | 0.12 | β | 1.14 |
Virginia National expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Virginia National's Buy-and-hold return. Our buy-and-hold chart shows how Virginia National performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Virginia National Market Price Analysis
Market price analysis indicators help investors to evaluate how Virginia National stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Virginia National shares will generate the highest return on investment. By understating and applying Virginia National stock market price indicators, traders can identify Virginia National position entry and exit signals to maximize returns.
Virginia National Return and Market Media
The median price of Virginia National for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 41.0 with a coefficient of variation of 3.98. The daily time series for the period is distributed with a sample standard deviation of 1.61, arithmetic mean of 40.57, and mean deviation of 1.34. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Tara Harrison of 552 shares of Virginia National at 27. subject to Rule 16b-3 | 08/30/2024 |
2 | Acquisition by Keyser Jay B of 1118 shares of Virginia National subject to Rule 16b-3 | 09/13/2024 |
| Virginia National dividend paid on 20th of September 2024 | 09/20/2024 |
3 | Reviewing Thomasville Bancshares Virginia National Bankshares | 10/03/2024 |
4 | Acquisition by Frostick Randolph D of 905 shares of Virginia National at 33.175 subject to Rule 16b-3 | 10/11/2024 |
5 | VIRGINIA NATIONAL BANKSHARES CORPORATION ANNOUNCES 2024 THIRD QUARTER EARNINGS | 10/17/2024 |
6 | Head to Head Contrast Virginia National Bankshares versus Wells Fargo Company | 10/22/2024 |
7 | Virginia National Bankshares Corporation Quarterly 10-Q Report - Quartzy | 11/08/2024 |
8 | Virginia National Bankshares Shares Down 0.1 percent - Should You Sell - MarketBeat | 11/20/2024 |
About Virginia National Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Virginia or other stocks. Alpha measures the amount that position in Virginia National has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.0362 | 0.0327 | 0.0384 | 0.0201 | Price To Sales Ratio | 3.19 | 3.03 | 3.24 | 3.76 |
Virginia National Upcoming Company Events
As portrayed in its financial statements, the presentation of Virginia National's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Virginia National's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Virginia National's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Virginia National. Please utilize our Beneish M Score to check the likelihood of Virginia National's management manipulating its earnings.
| 16th of April 2024 Upcoming Quarterly Report | View | |
| 31st of March 2024 Next Fiscal Quarter End | View |
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Check out Virginia National Backtesting, Virginia National Valuation, Virginia National Correlation, Virginia National Hype Analysis, Virginia National Volatility, Virginia National History and analyze Virginia National Performance. You can also try the Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.
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.