Customers Bancorp Stock Volatility
| CUBI Stock | USD 78.24 1.04 1.35% |
Sharpe Ratio = 0.0258
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Latest disclosures for Customers Bancorp show a Market Risk Adjusted Performance of -0.01%, a Risk of 1.97, and a Total Risk Alpha of -0.04. The stock is tracking at approximately 2% of its historical trend range per monthly averages.
Key indicators related to Customers Bancorp's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Key risk metrics for Customers Bancorp (3 Months):
Beta 1.1 | Alpha -0.03 | Risk 1.97 | Sharpe Ratio 0.03 | Expected Return 0.05 |
Moving together with Customers Stock
| 0.79 | EFSC | Enterprise Financial | PairCorr |
| 0.75 | FBNC | First Bancorp | PairCorr |
| 0.8 | FRME | First Merchants | PairCorr |
| 0.68 | HTH | Hilltop Holdings | PairCorr |
| 0.83 | OZK | Bank Ozk | PairCorr |
| 0.87 | NBTB | NBT Bancorp | PairCorr |
| 0.89 | BANR | Banner | PairCorr |
| 0.92 | SYBT | Stock Yards Bancorp | PairCorr |
| 0.85 | BUSE | First Busey Corp | PairCorr |
| 0.83 | VFSWW | VinFast Auto | PairCorr |
| 0.77 | VFS | VinFast Auto | PairCorr |
| 0.8 | RARE | Ultragenyx | PairCorr |
| 0.89 | BWFG | Bankwell Financial | PairCorr |
Moving Against Customers Stock
Sensitivity To Market
Beta analysis for Customers Bancorp evaluates how its price movements correlate with the broader market. With a beta of 1.1, Customers Bancorp reflects measurable exposure to systematic risk. Observed total volatility stands near 1.97%. Asymmetric risk in Customers Bancorp is visible through downside-focused metrics. Downside deviation reads 0.0% and semi-deviation reads 0.0%, isolating the loss-side component of total return variability. Stock volatility reflects changes in expectations about revenue, margins, and competitive position. For Customers Bancorp, price swings may be influenced by sector movement and company-specific headlines.
3 Months Beta |Customers Bancorp Demand TrendCurrent 90-day Customers Bancorp correlation with market (Dow Jones Industrial)Downside Risk
The standard deviation reading for Customers summarizes how concentrated or dispersed daily returns have been around their mean. Volatile instruments have higher standard deviations; stable ones have lower. When Customers standard deviation rises relative to its historical range, it signals a regime change in price behavior.
Standard Deviation | 1.97 |
Standard deviation and downside deviation are complementary tools for assessing Customers Bancorp's risk. Downside deviation or semi-deviation of Customers Bancorp's returns isolates the loss-side component of total variability. For Customers Bancorp, understanding the difference between standard deviation and downside deviation is analytically important. Latest disclosures for Customers Bancorp show a Maximum Drawdown of 8.87.
Stock Volatility Analysis
In evaluating Customers Bancorp as an investment, volatility is a primary indicator of risk. High volatility generally means the stock price moves dramatically in a short period of time. Lower risk tolerance generally corresponds to preference for stocks exhibiting lower volatility.
Transformation |
This analysis covers sixty-one data points across the selected time horizon. The Average Price transformation calculates the mean of Customers Bancorp's open, high, low, and close for each trading period. By incorporating all four price components equally, it provides a balanced representation of each period's trading activity. Compared to using the closing price alone, the average price reduces the influence of end-of-day positioning and can serve as a smoother input for other technical indicators.
Projected Return Density Against Market
Given a 90-day horizon, Customers Bancorp has a beta of 1.0962 suggesting Customers Bancorp market returns are responsive to returns on the market. As the market goes up or down, Customers Bancorp tends to follow.Risk for Customers Bancorp can be divided into market-wide and asset-specific components. While diversification may mitigate unsystematic factors, systematic risk tied to the stock market cannot be eliminated. Historical beta and volatility measures provide context. Latest disclosures for Customers Bancorp show a Mean Deviation of 1.50 and a Standard Deviation of 1.95.
Predicted Return Distribution |
| Density |
What Drives Customers Bancorp's Price Volatility?
Industry Dynamics
Peer results and sector re-ratings in the Banks sector often influence how investors price Customers Bancorp's risk.Political and Economic Environment
Macro data and central-bank signals can change valuation assumptions and short-term positioning around Customers Bancorp.Customers Bancorp's Company-Specific Factors
Company-specific events such as product updates, strategic actions, or execution issues can trigger volatility clusters.Stock Risk Measures
Given a 90-day horizon, the coefficient of variation of Customers Bancorp is 3877.33. The daily returns are distributed with a variance of 3.89 and standard deviation of 1.97. The mean deviation of Customers Bancorp is currently at 1.51. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.96
α | Alpha over Dow Jones | -0.0276 | |
β | Beta against Dow Jones | 1.10 | |
σ | Overall volatility | 1.97 | |
Ir | Information ratio | -0.0137 |
Stock Return Volatility
Daily return volatility for Customers Bancorp measures how far stock returns deviate from their average on a day-to-day basis. The firm shows 1.9717% volatility of returns over 90 trading days. For comparison, Dow Jones Industrial reported 0.9716% volatility on return distribution over a 90-day investment horizon. Performance |
| Timeline |
Related Correlations Analysis
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Risk-Adjusted Indicators
Evaluating Customers Stock requires separating price momentum from underlying operating strength versus competitors. Without risk-adjusted context, short-term returns may appear stronger than the volatility required to achieve them would suggest. These indicators are quantitative in nature and measure volatility and risk-adjusted expected returns across different positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| NBTB | 1.12 | 0.00 | 0.00 | 0.01 | 1.68 | 2.25 | 7.65 | |||
| BANR | 1.11 | 0.09 | 0.05 | 0.13 | 1.58 | 1.92 | 8.72 | |||
| HTH | 1.15 | 0.01 | 0.00 | 0.02 | 1.41 | 2.32 | 6.10 | |||
| FBNC | 1.31 | 0.01 | 0.01 | 0.02 | 1.87 | 2.73 | 7.82 | |||
| TRMK | 1.04 | 0.04 | 0.03 | 0.07 | 1.33 | 2.30 | 6.10 | |||
| BUSE | 1.06 | 0.08 | 0.05 | 0.09 | 1.34 | 2.31 | 6.79 | |||
| FFBC | 1.12 | 0.04 | 0.02 | 0.05 | 1.63 | 2.74 | 7.90 | |||
| FRME | 1.03 | 0.00 | 0.00 | 0.01 | 1.43 | 2.13 | 7.27 | |||
| EFSC | 1.10 | 0.02 | 0.01 | 0.03 | 1.69 | 2.34 | 7.63 | |||
| WAFD | 0.96 | 0.10 | 0.07 | 0.12 | 1.29 | 1.87 | 9.86 |
Risk Metrics, Assumptions & Methodology
Volatility regime analysis for Customers Bancorp identifies whether current dispersion is elevated, compressed, or transitioning between states. Regime transitions often precede directional moves, making volatility shifts a useful timing signal. Customers Bancorp has a market cap of 2.64 billion, P/E of 6.75, ROE of 14.01%.
Customers Bancorp metrics draw on periodic company reporting and market reference feeds, standardized for cross-period comparison. Professional analyst research is incorporated when coverage is available. Volatility and downside metrics are estimated from historical return dispersion.
Editorial review and methodology oversight provided by: Vlad Skutelnik, Macroaxis Contributor
Volatility Profile Summary
Recent data suggests that Customers Bancorp is more volatile than Dow Jones Industrial by approximately 2.03x over the selected horizon. This differential reflects the relative dispersion of returns and frames how the asset responds to broader market conditions. Observed price behavior indicates modest directional movement within the current volatility regime. Across the current 90-day horizon, that places the security below 17% of the broader equity and portfolio universe on a pure volatility basis. This positioning reflects relative dispersion compared to peers rather than extreme instability.Customers Bancorp with characteristics aligned to broad market upside participation. This directional read frames the latest price swing through a simple momentum and follow-through lens. It highlights whether the move looks ordinary, stressed, or unusually speculative for the instrument. a large bullish trend. Return distributions derived from historical modeling outline a range of potential outcomes over the selected 90-day horizon. View Customers Bancorp probability analysis.
Poor diversification
Customers Bancorp currently posts a 0.71 correlation with Dow Jones, indicating a Poor diversification relationship for the active sample. This chart measures the degree of risk overlap between Customers Bancorp and Dow Jones.
Additional Risk Indicators
Looking at additional risk metrics for Customers Bancorp frames how the position may behave under different market and portfolio conditions. The practical goal is to identify how much risk is being accepted and whether that risk still fits the thesis.
| Risk Adjusted Performance | 0.0017 | |||
| Market Risk Adjusted Performance | -0.01 | |||
| Mean Deviation | 1.5 | |||
| Coefficient Of Variation | -28,775 | |||
| Standard Deviation | 1.95 | |||
| Variance | 3.82 | |||
| Information Ratio | -0.01 |
Customers Bancorp Suggested Diversification Pairs
Pair trading with Customers Bancorp hedges company-specific exposure by balancing a long view with an offsetting position. This structure emphasizes relative performance differences between paired assets rather than broad market direction.
Pair diversification lowers aggregate risk, though certain risk categories remain unaffected regardless of how positions are paired. Systematic risk - the risk tied to the broad market - cannot be eliminated by pairing Customers Bancorp with another position. However, Customers Bancorp's company-specific risk can be partially offset by selecting a pair that does not move in lockstep with Customers Bancorp.
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