Victory OTC Stock Volatility

VTYB
 Stock
  

USD 14.95  0.00  0.00%   

We consider Victory Bancorp out of control. Victory Bancorp owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had 0.14% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-four technical indicators for Victory Bancorp, which you can use to evaluate the future volatility of the company. Please validate Victory Bancorp Semi Deviation of 0.4752, coefficient of variation of 761.53, and Risk Adjusted Performance of 0.1634 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%.
  
Victory Bancorp OTC 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 Victory daily returns, and it is calculated using variance and standard deviation. We also use Victory's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Victory Bancorp volatility.

690 Days Market Risk

Out of control

Chance of Distress

Quite High

690 Days Economic Sensitivity

Barely shadows the market
Since volatility provides investors with entry points to take advantage of stock prices, companies, such as Victory Bancorp can benefit from it. Downward market volatility can be a perfect environment for investors who play the long game. Here, they may decide to buy additional stocks of Victory Bancorp at lower prices. For example, an investor can purchase Victory stock that has halved in price over a short period. This will lower your average cost per share, thereby improving your portfolio's performance when the markets normalize. Similarly, when the prices of Victory Bancorp's stock rises, investors can sell out and invest the proceeds in other equities with better opportunities. Investing when markets are volatile with better valuations will accord both investors and companies the opportunity to generate better long-term returns.

Moving together with Victory Bancorp

0.69HDBHdfc BankPairCorr

Moving against Victory Bancorp

0.87WFWoori Finance HoldingsPairCorr
0.82KBKB Financial GroupPairCorr
0.82SHGShinhan FinancialPairCorr
0.68MBFJFMitsubishi Ufj FinanPairCorr
0.66BBDC4BRADESCO PN EJPairCorr
0.64MUFGMitsubishi Ufj FinancialPairCorr
0.59KEPKorea Electric PowerPairCorr

Victory Bancorp Market Sensitivity And Downside Risk

Victory Bancorp's beta coefficient measures the volatility of Victory otc stock compared to the systematic risk of the entire stock 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 Victory otc stock's returns against your selected market. In other words, Victory Bancorp's beta of 0.22 provides an investor with an approximation of how much risk Victory Bancorp otc stock can potentially add to one of your existing portfolios.
Victory Bancorp has relatively low volatility with skewness of 2.95 and kurtosis of 20.26. However, we advise all investors to independently investigate Victory Bancorp to ensure all accessible information is consistent with the expectations about its upside potential and future expected returns. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Victory Bancorp's otc stock risk against market volatility during both bullying and bearish trends. The higher level of volatility that comes with bear markets can directly impact Victory Bancorp's otc 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 stocks as prices fall.

Victory Bancorp Implied Volatility

Victory Bancorp's implied volatility exposes the market's sentiment of Victory Bancorp stock's possible movements over time. However, it does not forecast the overall direction of its price. In a nutshell, if Victory Bancorp's implied volatility is high, the market thinks the stock has potential for high price swings in either direction. On the other hand, the low implied volatility suggests that Victory Bancorp stock will not fluctuate a lot when Victory Bancorp's options are near their expiration.
3 Months Beta |Analyze Victory Bancorp Demand Trend
Check current 90 days Victory Bancorp correlation with market (DOW)

Victory Beta

    
  0.22  
Victory standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. Typical volatile equity 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.

Standard Deviation

    
  1.17  
It is essential to understand the difference between upside risk (as represented by Victory Bancorp's standard deviation) and the downside risk, which can be measured by semi-deviation or downside deviation of Victory Bancorp stock's daily returns or price. Since the actual investment returns on holding a position in Victory Bancorp stock tend to have a non-normal distribution, there will be different probabilities for losses than for gains. The likelihood of losses is reflected in the downside risk of an investment in Victory Bancorp.

Victory Bancorp OTC Stock Volatility Analysis

Volatility refers to the frequency at which Victory Bancorp otc price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Victory Bancorp's price changes. Investors will then calculate the volatility of Victory Bancorp's otc stock to predict their future moves. A otc that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A otc stock with relatively stable price changes has low volatility. A highly volatile otc 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 Victory Bancorp's volatility:

Historical Volatility

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

Implied Volatility

This type of volatility provides a positive outlook on future price fluctuations for Victory Bancorp's current market price. This means that the otc will return to its initially predicted market price.
Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Victory Bancorp 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.
.

Victory Bancorp Projected Return Density Against Market

Given the investment horizon of 90 days Victory Bancorp has a beta of 0.2205 . This entails as returns on the market go up, Victory Bancorp average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Victory Bancorp 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 Victory Bancorp or Financial Services 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 Victory Bancorp stock'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 Victory 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.
The company has an alpha of 0.124, implying that it can generate a 0.12 percent excess return over DOW after adjusting for the inherited market risk (beta).
   Predicted Return Density   
       Returns  
Victory Bancorp's volatility is measured either by using standard deviation or beta. Standard deviation will reflect the average amount of how Victory Bancorp 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 Victory Bancorp Price Volatility?

Several factors can influence a OTC's stock 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.

Victory Bancorp OTC Stock Risk Measures

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 Victory Bancorp or Financial Services 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 Victory Bancorp stock'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 Victory 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.
Given the investment horizon of 90 days the coefficient of variation of Victory Bancorp is 704.05. The daily returns are distributed with a variance of 1.37 and standard deviation of 1.17. The mean deviation of Victory Bancorp is currently at 0.54. For similar time horizon, the selected benchmark (DOW) has volatility of 1.25
α
Alpha over DOW
0.12
β
Beta against DOW0.22
σ
Overall volatility
1.17
Ir
Information ratio 0.06

Victory Bancorp OTC Stock Return Volatility

Victory Bancorp historical daily return volatility represents how much Victory Bancorp stock's price daily returns swing around its mean daily price change - it is a statistical measure of its dispersion of returns. The company inherits 1.1724% risk (volatility on return distribution) over the 90 days horizon. By contrast, DOW inherits 1.2609% risk (volatility on return distribution) over the 90 days horizon.
 Performance (%) 
       Timeline  

About Victory Bancorp Volatility

Volatility is a rate at which the price of Victory Bancorp 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 Victory Bancorp may increase or decrease. In other words, similar to Victory's beta indicator, it measures the risk of Victory Bancorp and helps estimate the fluctuations that may happen in a short period of time. So if prices of Victory Bancorp 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.
The Victory Bancorp, Inc. operates as the bank holding company for The Victory Bank that provides commercial and consumer banking products and services for small and middle market commercial and retail customers in Montgomery County, Pennsylvania. The company was founded in 2008 and is based in Limerick, Pennsylvania. Victory Bancorp operates under BanksRegional classification in the United States and is traded on OTC Exchange.

Victory Bancorp Investment Opportunity

DOW has a standard deviation of returns of 1.26 and is 1.08 times more volatile than Victory Bancorp. 10  of all equities and portfolios are less risky than Victory Bancorp. Compared to the overall equity markets, volatility of historical daily returns of Victory Bancorp is lower than 10 () of all global equities and portfolios over the last 90 days.
Use Victory Bancorp to protect your portfolios against small market fluctuations. Benchmarks are essential to demonstrate the utility of optimization algorithms. The otc stock experiences a normal downward fluctuation but is a risky buy. Check odds of Victory Bancorp to be traded at $14.8 in 90 days. .

Modest diversification

The correlation between Victory Bancorp and DJI is Modest diversification for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Victory Bancorp and DJI in the same portfolio, assuming nothing else is changed.

Victory Bancorp Additional Risk Indicators

The analysis of Victory Bancorp'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 Victory Bancorp's investment and either accepting that risk or mitigating it. Along with some common measures of Victory Bancorp stock 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 Performance0.1634
Market Risk Adjusted Performance0.6439
Mean Deviation0.5156
Semi Deviation0.4752
Downside Deviation1.83
Coefficient Of Variation761.53
Standard Deviation1.14
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential stock investments, we recommend comparing similar equities with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.

Victory Bancorp 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.
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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 Victory Bancorp 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. Victory Bancorp'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, Victory Bancorp'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 Victory Bancorp.
Also, please take a look at World Market Map. Note that the Victory Bancorp information on this page should be used as a complementary analysis to other Victory Bancorp's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Shere Portfolio module to track or share privately all of your investments from the convenience of any device.

Complementary Tools for Victory OTC Stock analysis

When running Victory Bancorp price analysis, check to measure Victory Bancorp'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 Victory Bancorp is operating at the current time. Most of Victory Bancorp's value examination focuses on studying past and present price action to predict the probability of Victory Bancorp's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Victory Bancorp's price. Additionally, you may evaluate how the addition of Victory Bancorp to your portfolios can decrease your overall portfolio volatility.
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Is Victory Bancorp's industry 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 Victory Bancorp. If investors know Victory 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 Victory Bancorp 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 YOY
0.52
Market Capitalization
29.5 M
Quarterly Revenue Growth YOY
0.14
Return On Assets
0.0092
Return On Equity
0.17
The market value of Victory Bancorp is measured differently than its book value, which is the value of Victory that is recorded on the company's balance sheet. Investors also form their own opinion of Victory Bancorp's value that differs from its market value or its book value, called intrinsic value, which is Victory Bancorp'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 Victory Bancorp's market value can be influenced by many factors that don't directly affect Victory Bancorp'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 Victory Bancorp's value and its price as these two are different measures arrived at by different means. Investors typically determine Victory Bancorp value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Victory Bancorp'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.