Cvb Financial Stock Volatility

CVBF Stock

USD 19.56 0.49 2.57%

At this point, CVB Financial is very steady. CVB Financial retains Efficiency (Sharpe Ratio) of 0.07, which signifies that the company had a 0.07 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for CVB Financial, which you can use to evaluate the volatility of the firm. Please confirm CVB Financial's market risk adjusted performance of 0.1186, and Coefficient Of Variation of 2556.97 to double-check if the risk estimate we provide is consistent with the expected return of 0.11%.

Sharpe Ratio = 0.07

High Returns	Best Equity
Good Returns
Average Returns
Small Returns
Cash	Small Risk	CVBF	High Risk	Huge Risk
Negative Returns

Based on monthly moving average CVB Financial is performing at about 5% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of CVB Financial by adding it to a well-diversified portfolio.

Key indicators related to CVB Financial's volatility include:

30 Days Market Risk

Very steady

Chance Of Distress

Low

30 Days Economic Sensitivity

Follows the market closely

CVB Financial Stock volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of CVB daily returns, and it is calculated using variance and standard deviation. We also use CVB's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of CVB Financial volatility.

Build AI portfolio with CVB Stock

ESG Sustainability

While most ESG disclosures are voluntary, CVB Financial's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to CVB Financial's managers and investors.

Environmental

Governance

Social

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as CVB Financial can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game as hey may decide to buy additional stocks of CVB Financial at lower prices to lower their average cost per share. Similarly, when the prices of CVB Financial's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities. Main indicators related to CVB Financial's market risk premium analysis include:

Beta

0.52

Alpha

0.0126

Risk

1.64

Sharpe Ratio

0.07

Expected Return

0.11

Moving together with CVB Stock

0.64	BIRG	Bank of Ireland	Pair Corr
0.69	FBNC	First Bancorp Normal Trading	Pair Corr
0.66	AUB	Atlantic Union Bankshares Normal Trading	Pair Corr
0.68	CCB	Coastal Financial Corp	Pair Corr
0.76	FCF	First Commonwealth	Pair Corr
0.72	FRME	First Merchants	Pair Corr
0.76	FNB	FNB Corp	Pair Corr
0.78	HTH	Hilltop Holdings	Pair Corr
0.66	FVCB	FVCBankcorp	Pair Corr
0.73	ONB	Old National Bancorp	Pair Corr
0.78	GABC	German American Bancorp	Pair Corr
0.77	TMP	Tompkins Financial	Pair Corr
0.75	NBHC	National Bank Holdings Normal Trading	Pair Corr
0.78	NBTB	NBT Bancorp	Pair Corr
0.67	LB	Laurentian Bank	Pair Corr
0.78	SBFG	SB Financial Group	Pair Corr
0.62	AROW	Arrow Financial	Pair Corr

Moving against CVB Stock

0.61	601665	Qilu Bank	Pair Corr
0.6	601658	Postal Savings Bank	Pair Corr

CVB Financial Market Sensitivity And Downside Risk

CVB Financial's beta coefficient measures the volatility of CVB stock compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents CVB stock's returns against your selected market. In other words, CVB Financial's beta of 0.52 provides an investor with an approximation of how much risk CVB Financial stock can potentially add to one of your existing portfolios. CVB Financial has relatively low volatility with skewness of -0.04 and kurtosis of 0.35. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure CVB Financial's stock risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact CVB Financial's stock price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.

Check current 90 days CVB Financial correlation with market (Dow Jones Industrial)

0.01

0.52

Competition

3 Months Beta |Analyze CVB Financial Demand Trend

Check current 90 days CVB Financial correlation with market (Dow Jones Industrial)

CVB Financial Volatility and Downside Risk

CVB standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.

Using CVB Put Option to Manage Risk

Put options written on CVB Financial grant holders of the option the right to sell a specified amount of CVB Financial at a specified price within a specified time frame. The put buyer has a limited loss and, while not fully unlimited gains, as the price of CVB Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge CVB Financial's position is by buying a put option against it. The put option used this way is usually referred to as insurance. If an undesired outcome occurs and loss on holding CVB Financial will be realized, the loss incurred will be offset by the profits made with the option trade.

CVB Financial's PUT expiring on 2026-03-20

Profit

CVB Financial Price At Expiration

Current CVB Financial Insurance Chain

		Delta	Gamma	Open Int	Expiration	Current Spread	Last Price
Put	CVBF260320P00007500	-0.06855	0.007965	10	2026-03-20	0.0 - 0.75	0.0	View
Put	CVBF260320P00017500	-0.221278	0.158603	1	2026-03-20	0.0 - 3.5	0.0	View
Put	CVBF260320P00020000	-0.571578	0.097835	4	2026-03-20	0.2 - 4.4	0.0	View
Put	CVBF260320P00022500	0.0	0.0	3	2026-03-20	1.1 - 5.9	0.0	View

View All CVB Financial Options

CVB Financial Stock Volatility Analysis

Volatility refers to the frequency at which CVB Financial stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with CVB Financial's price changes. Investors will then calculate the volatility of CVB Financial's stock to predict their future moves. A stock that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A stock with relatively stable price changes has low volatility. A highly volatile stock is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of CVB Financial's volatility:

Historical Volatility

This type of stock volatility measures CVB Financial's fluctuations based on previous trends. It's commonly used to predict CVB Financial's future behavior based on its past. However, it cannot conclusively determine the future direction of the stock.

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for CVB Financial's current market price. This means that the stock will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on CVB Financial's to be redeemed at a future date.

Transformation

The output start index for this execution was zero with a total number of output elements of sixty-one. CVB Financial Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.

CVB Financial Projected Return Density Against Market

Given the investment horizon of 90 days CVB Financial has a beta of 0.5162 suggesting as returns on the market go up, CVB Financial average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding CVB Financial will be expected to be much smaller as well.

Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to CVB Financial or Banks sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that CVB Financial's price will be affected by overall stock market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a CVB stock's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.

CVB Financial has an alpha of 0.0126, implying that it can generate a 0.0126 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).

Predicted Return Density

Returns

CVB Financial's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how cvb stock's price will differ from the mean after some time.To get its calculation, you should first determine the mean price during the specified period then subtract that from each price point.

What Drives a CVB Financial Price Volatility?

Several factors can influence a stock's market volatility:

Industry

Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.

Political and Economic environment

When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.

The Company's Performance

Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract many investors to purchase the company. This positive attention will raise the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.

CVB Financial Stock Risk Measures

Given the investment horizon of 90 days the coefficient of variation of CVB Financial is 1429.56. The daily returns are distributed with a variance of 2.68 and standard deviation of 1.64. The mean deviation of CVB Financial is currently at 1.21. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.74

α	Alpha over Dow Jones	0.01	Details
β	Beta against Dow Jones	0.52	Details
σ	Overall volatility	1.64	Details
Ir	Information ratio	-0.02	Details

CVB Financial Stock Return Volatility

CVB Financial historical daily return volatility represents how much of CVB Financial stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 1.6362% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7029% volatility on return distribution over the 90 days horizon.

Performance

Timeline

Related Correlations Analysis

	PRK	SFNC	BOH	TOWN	PFS	BANC	SBCF	WAFD	TRMK	FFBC
PRK		0.79	0.56	0.92	0.76	0.59	0.75	0.47	0.76	0.78	PRK
SFNC	0.79		0.67	0.87	0.82	0.75	0.81	0.58	0.83	0.85	SFNC
BOH	0.56	0.67		0.71	0.89	0.95	0.81	0.91	0.87	0.79	BOH
TOWN	0.92	0.87	0.71		0.85	0.74	0.83	0.62	0.84	0.85	TOWN
PFS	0.76	0.82	0.89	0.85		0.95	0.85	0.86	0.96	0.96	PFS
BANC	0.59	0.75	0.95	0.74	0.95		0.85	0.93	0.91	0.88	BANC
SBCF	0.75	0.81	0.81	0.83	0.85	0.85		0.71	0.81	0.82	SBCF
WAFD	0.47	0.58	0.91	0.62	0.86	0.93	0.71		0.8	0.76	WAFD
TRMK	0.76	0.83	0.87	0.84	0.96	0.91	0.81	0.8		0.95	TRMK
FFBC	0.78	0.85	0.79	0.85	0.96	0.88	0.82	0.76	0.95		FFBC
	PRK	SFNC	BOH	TOWN	PFS	BANC	SBCF	WAFD	TRMK	FFBC

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Risk-Adjusted Indicators

There is a big difference between CVB Stock performing well and CVB Financial Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze CVB Financial's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
PRK	1.26	(0.04)	(0.05)	0.00	1.79	(1.27)	2.61	(2.67)	8.53
SFNC	1.18	(0.01)	(0.04)	0.06	1.61	(1.33)	3.00	(3.18)	7.94
BOH	1.08	0.05	0.04	0.13	1.42	(1.23)	2.48	(2.41)	6.96
TOWN	1.03	0.03	(0.02)	0.22	1.44	(1.03)	2.74	(2.64)	7.46
PFS	1.26	(0.05)	(0.01)	0.05	1.73	(1.41)	2.57	(1.87)	9.62
BANC	1.42	0.08	0.06	0.14	2.13	(1.52)	3.94	(3.56)	10.77
SBCF	1.28	0.04	0.00	0.17	1.70	(1.34)	3.46	(3.24)	9.34
WAFD	1.16	0.13	0.07	0.28	1.21	(1.25)	3.19	(2.17)	6.44
TRMK	1.18	(0.09)	(0.04)	0.02	1.67	(1.33)	2.46	(1.92)	9.15
FFBC	1.17	(0.08)	(0.04)	0.01	1.74	(1.41)	2.88	(1.97)	10.50

About CVB Financial Volatility

Volatility is a rate at which the price of CVB Financial or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of CVB Financial may increase or decrease. In other words, similar to CVB's beta indicator, it measures the risk of CVB Financial and helps estimate the fluctuations that may happen in a short period of time. So if prices of CVB Financial fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.

Please read more on our technical analysis page.

	Last Reported	Projected for Next Year
Selling And Marketing Expenses	8.4 M	4.8 M
Market Cap	1.6 B	1.7 B

CVB Financial's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on CVB Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much CVB Financial's price varies over time.

3 ways to utilize CVB Financial's volatility to invest better

Higher CVB Financial's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of CVB Financial stock is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. CVB Financial stock volatility can provide helpful information for making investment decisions in the following ways:

Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of CVB Financial investment. A higher volatility means higher risk and potentially larger changes in value.
Identifying Opportunities: High volatility in CVB Financial's stock can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
Diversification: Understanding how the volatility of CVB Financial's stock relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.

Remember it's essential to remember that stock volatility is just one of many factors to consider when making investment decisions, and it should be used in conjunction with other fundamental and technical analysis tools.

CVB Financial Investment Opportunity

CVB Financial has a volatility of 1.64 and is 2.34 times more volatile than Dow Jones Industrial. Compared to the overall equity markets, volatility of historical daily returns of CVB Financial is lower than 14 percent of all global equities and portfolios over the last 90 days. You can use CVB Financial to enhance the returns of your portfolios. The stock experiences an unexpected upward trend. Watch out for market signals. Check odds of CVB Financial to be traded at $23.47 in 90 days.

Modest diversification

The correlation between CVB Financial and DJI is 0.23 (i.e., Modest diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding CVB Financial and DJI in the same portfolio, assuming nothing else is changed.

View Details

CVB Financial Additional Risk Indicators

The analysis of CVB Financial's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in CVB Financial's investment and either accepting that risk or mitigating it. Along with some common measures of CVB Financial stock's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.

	Risk Adjusted Performance	0.0347
	Market Risk Adjusted Performance	0.1186
	Mean Deviation	1.26
	Semi Deviation	1.58
	Downside Deviation	1.73
	Coefficient Of Variation	2556.97
	Standard Deviation	1.69

Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stocks, we recommend comparing similar stocks with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

CVB Financial Suggested Diversification Pairs

Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.

	Visa vs. CVB Financial
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	Alphabet vs. CVB Financial
	Ford vs. CVB Financial

The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against CVB Financial as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. CVB Financial's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, CVB Financial's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to CVB Financial.

Complementary Tools for CVB Stock analysis

When running CVB Financial's price analysis, check to measure CVB Financial'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 CVB Financial is operating at the current time. Most of CVB Financial's value examination focuses on studying past and present price action to predict the probability of CVB Financial's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move CVB Financial's price. Additionally, you may evaluate how the addition of CVB Financial to your portfolios can decrease your overall portfolio volatility.

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