Independent Bank Stock Volatility

INDB Stock

USD 78.32 2.22 2.76%

Independent Bank appears to be very steady, given 3 months investment horizon. Independent Bank holds Efficiency (Sharpe) Ratio of 0.16, which attests that the entity had a 0.16 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Independent Bank, which you can use to evaluate the volatility of the firm. Please utilize Independent Bank's Downside Deviation of 1.3, market risk adjusted performance of 0.4985, and Risk Adjusted Performance of 0.1097 to validate if our risk estimates are consistent with your expectations.

Sharpe Ratio = 0.1554

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

Based on monthly moving average Independent Bank is performing at about 12% 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 Independent Bank by adding it to a well-diversified portfolio.

Key indicators related to Independent Bank's volatility include:

90 Days Market Risk

Very steady

Chance Of Distress

Low

90 Days Economic Sensitivity

Almost mirrors the market

Independent Bank 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 Independent daily returns, and it is calculated using variance and standard deviation. We also use Independent's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Independent Bank volatility.

Build AI portfolio with Independent Stock

ESG Sustainability

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

Environmental

Governance

Social

Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Independent Bank 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 Independent Bank at lower prices to lower their average cost per share. Similarly, when the prices of Independent Bank's stock rise, investors can sell out and invest the proceeds in other equities with better opportunities. Main indicators related to Independent Bank's market risk premium analysis include:

Beta

0.44

Alpha

0.18

Risk

1.61

Sharpe Ratio

0.16

Expected Return

0.25

Moving together with Independent Stock

0.71	FNWB	First Northwest Bancorp	Pair Corr
0.79	FSEA	First Seacoast Bancorp	Pair Corr
0.65	FUSB	First Bancshares	Pair Corr
0.76	HFBL	Home Federal Bancorp Earnings Call This Week	Pair Corr
0.85	IROQ	IF Bancorp	Pair Corr
0.79	NSTS	NSTS Bancorp	Pair Corr
0.61	SSBI	Summit State Bank	Pair Corr
0.7	BBAR	BBVA Banco Frances	Pair Corr
0.84	BOTJ	Bank of the Earnings Call This Week	Pair Corr
0.85	CASH	Meta Financial Group Earnings Call This Week	Pair Corr
0.96	CCNE	CNB Financial Earnings Call Tomorrow	Pair Corr
0.75	CLST	Catalyst Bancorp	Pair Corr
0.79	UBCP	United Bancorp	Pair Corr
0.62	F	Ford Motor Earnings Call Next Week	Pair Corr
0.71	RIVN	Rivian Automotive	Pair Corr
0.66	BKKLY	Bangkok Bank PCL	Pair Corr

Moving against Independent Stock

0.83	NIO	Nio Class A	Pair Corr
0.53	GRAB	Grab Holdings Aggressive Push	Pair Corr
0.46	GRLF	Green Leaf Innovations	Pair Corr
0.43	NVDA	NVIDIA	Pair Corr

Independent Bank Market Sensitivity And Downside Risk

Independent Bank's beta coefficient measures the volatility of Independent 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 Independent stock's returns against your selected market. In other words, Independent Bank's beta of 0.44 provides an investor with an approximation of how much risk Independent Bank stock can potentially add to one of your existing portfolios. Independent Bank has relatively low volatility with skewness of 0.7 and kurtosis of 1.62. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Independent Bank'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 Independent Bank'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 Independent Bank correlation with market (Dow Jones Industrial)

0.18

0.44

Competition

3 Months Beta |Analyze Independent Bank Demand Trend

Check current 90 days Independent Bank correlation with market (Dow Jones Industrial)

Independent Bank Volatility and Downside Risk

Independent 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 Independent Put Option to Manage Risk

Put options written on Independent Bank grant holders of the option the right to sell a specified amount of Independent Bank 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 Independent Stock cannot fall below zero, the put buyer does gain as the price drops. So, one way investors can hedge Independent Bank'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 Independent Bank will be realized, the loss incurred will be offset by the profits made with the option trade.

Independent Bank's PUT expiring on 2026-03-20

Profit

Independent Bank Price At Expiration

Current Independent Bank Insurance Chain

		Delta	Gamma	Open Int	Expiration	Current Spread	Last Price
Put	INDB260320P00070000	-0.289203	0.015115	4	2026-03-20	0.0 - 4.8	0.0	View
Put	INDB260320P00090000	-0.92847	0.019364	8	2026-03-20	9.5 - 13.5	0.0	View

View All Independent Bank Options

Independent Bank Stock Volatility Analysis

Volatility refers to the frequency at which Independent Bank stock price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Independent Bank's price changes. Investors will then calculate the volatility of Independent Bank'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 Independent Bank's volatility:

Historical Volatility

This type of stock volatility measures Independent Bank's fluctuations based on previous trends. It's commonly used to predict Independent Bank'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 Independent Bank'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 Independent Bank'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. Independent Bank 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.

Independent Bank Projected Return Density Against Market

Given the investment horizon of 90 days Independent Bank has a beta of 0.44 . This usually indicates as returns on the market go up, Independent Bank average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Independent Bank 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 Independent Bank 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 Independent Bank'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 Independent 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.

Independent Bank has an alpha of 0.1837, implying that it can generate a 0.18 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta).

Predicted Return Density

Returns

Independent Bank's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how independent 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 an Independent Bank 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.

Independent Bank Stock Risk Measures

Given the investment horizon of 90 days the coefficient of variation of Independent Bank is 643.49. The daily returns are distributed with a variance of 2.6 and standard deviation of 1.61. The mean deviation of Independent Bank is currently at 1.17. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.73

α	Alpha over Dow Jones	0.18	Details
β	Beta against Dow Jones	0.44	Details
σ	Overall volatility	1.61	Details
Ir	Information ratio	0.09	Details

Independent Bank Stock Return Volatility

Independent Bank historical daily return volatility represents how much of Independent Bank stock's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The company inherits 1.6111% risk (volatility on return distribution) over the 90 days horizon. By contrast, Dow Jones Industrial accepts 0.7412% volatility on return distribution over the 90 days horizon.

Performance

Timeline

Related Correlations Analysis

	FIBK	RNST	BBAR	ASB	WBS	FULT	CATY	UCB	EBC
FIBK		0.9	0.74	0.91	0.79	0.97	0.79	0.96	0.62	FIBK
RNST	0.9		0.55	0.95	0.82	0.94	0.9	0.92	0.74	RNST
BBAR	0.74	0.55		0.57	0.28	0.68	0.27	0.63	0.05	BBAR
ASB	0.91	0.95	0.57		0.81	0.92	0.87	0.9	0.73	ASB
WBS	0.79	0.82	0.28	0.81		0.85	0.95	0.79	0.91	WBS
FULT	0.97	0.94	0.68	0.92	0.85		0.84	0.95	0.67	FULT
CATY	0.79	0.9	0.27	0.87	0.95	0.84		0.84	0.94	CATY
UCB	0.96	0.92	0.63	0.9	0.79	0.95	0.84		0.69	UCB
EBC	0.62	0.74	0.05	0.73	0.91	0.67	0.94	0.69		EBC
	FIBK	RNST	BBAR	ASB	WBS	FULT	CATY	UCB	EBC

Risk-Adjusted Indicators

There is a big difference between Independent Stock performing well and Independent Bank 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 Independent Bank'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
FIBK	1.28	0.17	0.12	0.18	1.35	(1.46)	2.88	(2.01)	9.45
RNST	1.04	0.04	0.03	0.12	1.24	(1.12)	2.73	(2.14)	7.57
BBAR	3.16	1.12	0.48	0.64	1.74	(4.34)	8.68	(4.44)	46.86
ASB	1.09	0.02	0.03	0.09	1.24	(1.36)	3.31	(1.59)	8.15
WBS	1.06	0.15	0.12	0.21	1.13	(1.17)	2.80	(1.77)	7.21
FULT	1.25	0.13	0.10	0.17	1.28	(1.44)	3.01	(1.95)	8.73
CATY	1.14	0.08	0.04	0.17	1.25	(1.34)	3.14	(1.80)	8.56
UCB	1.02	0.11	0.08	0.21	1.11	(1.20)	2.80	(1.36)	8.46
EBC	1.27	0.20	0.16	0.25	1.02	(1.52)	4.09	(1.98)	7.32

About Independent Bank Volatility

Volatility is a rate at which the price of Independent Bank 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 Independent Bank may increase or decrease. In other words, similar to Independent's beta indicator, it measures the risk of Independent Bank and helps estimate the fluctuations that may happen in a short period of time. So if prices of Independent Bank 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	1.8 M	1.7 M
Market Cap	3 B	2.5 B

Independent Bank'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 Independent Stock over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Independent Bank's price varies over time.

3 ways to utilize Independent Bank's volatility to invest better

Higher Independent Bank's stock volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Independent Bank 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. Independent Bank 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 Independent Bank investment. A higher volatility means higher risk and potentially larger changes in value.
Identifying Opportunities: High volatility in Independent Bank'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 Independent Bank'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.

Independent Bank Investment Opportunity

Independent Bank has a volatility of 1.61 and is 2.18 times more volatile than Dow Jones Industrial. 14 percent of all equities and portfolios are less risky than Independent Bank. You can use Independent Bank to protect your portfolios against small market fluctuations. The stock experiences an unexpected downward movement. The market is reacting to new fundamentals. Check odds of Independent Bank to be traded at $75.19 in 90 days.

Very poor diversification

The correlation between Independent Bank and DJI is 0.81 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Independent Bank and DJI in the same portfolio, assuming nothing else is changed.

View Details

Independent Bank Additional Risk Indicators

The analysis of Independent Bank'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 Independent Bank's investment and either accepting that risk or mitigating it. Along with some common measures of Independent Bank 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	0.1097
	Market Risk Adjusted Performance	0.4985
	Mean Deviation	1.15
	Semi Deviation	1.05
	Downside Deviation	1.3
	Coefficient Of Variation	703.0
	Standard Deviation	1.58

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.

Independent Bank 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.

	GM vs. Independent Bank
	Microsoft vs. Independent Bank
	Bank of America vs. Independent Bank
	Alphabet vs. Independent Bank
	Visa vs. Independent Bank
	SentinelOne vs. Independent Bank
	Citigroup vs. Independent Bank
	High Tide vs. Independent Bank

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 Independent Bank 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. Independent Bank'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, Independent Bank'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 Independent Bank.

Complementary Tools for Independent Stock analysis

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

	Portfolio Center All portfolio management and optimization tools to improve performance of your portfolios
	Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences
	Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook.
	Crypto Correlations Use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins
	AI Portfolio Prophet Use AI to generate optimal portfolios and find profitable investment opportunities
	Insider Screener Find insiders across different sectors to evaluate their impact on performance
	Money Managers Screen money managers from public funds and ETFs managed around the world
	Latest Portfolios Quick portfolio dashboard that showcases your latest portfolios

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2026 Macroaxis LLC