MODEL VERDICT
Virginia National Bankshares Corporation (VABK)
Relative Valuation•Peer multiples, Monte Carlo simulation & quality-adjusted fair value
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Composite score derived from valuation, quality, and risk factors
Quantitative model thresholds · For educational and research purposes only
| Methodology | Fair Value | vs Current | Weight | Quality | Status |
|---|---|---|---|---|---|
| Industry Median P/E 290 industry peers | $46.70 | +10.0% | 30% | A | Peer Data |
| Price / Book 308 industry peers | $38.09 | -10.3% | 25% | B | Model Driven |
| Price / Tangible Book 308 bank peers | $41.98 | -1.1% | 20% | B+ | Bank Primary |
| Dividend Yield 234 industry peers | $53.97 | +27.1% | 10% | B | Supplementary |
| Earnings Yield 290 industry peers | $46.70 | +10.0% | 8% | B | Data |
| Weighted Output Blended model output | $42.91 | +1.1% | 100% | 90 | FAIRLY VALUED |
| EPS Growth ↓ | P/E Multiple → | 9× | 11× | 13× (Current) | 15× | 17× |
|---|---|---|---|---|---|
| Bear Case (2%) | $29 | $35 | $42 | $48 | $55 |
| Conservative (5%) | $30 | $36 | $43 | $50 | $56 |
| Base Case (4.8%) | $30 | $36 | $43 | $50 | $56 |
| Bull Case (7%) | $30 | $37 | $44 | $50 | $57 |
Cross-sectional regression predicting expected multiples based on growth, margins, ROIC, and beta.
| Multiple | Avg | Median | Min | Max | Std |
|---|---|---|---|---|---|
| P/E Ratio | 11.80 | 10.43 | 8.37 | 17.70 | 3.45 |
| EV/EBIT | 9.01 | 10.01 | 5.80 | 10.53 | 1.98 |
| EV/EBITDA | 7.66 | 8.34 | 4.93 | 9.19 | 1.62 |
| P/FCF | 11.70 | 11.07 | 8.09 | 17.08 | 3.58 |
| P/FFO | 9.65 | 9.11 | 6.88 | 13.90 | 2.75 |
| P/TBV | 1.32 | 1.35 | 0.90 | 1.65 | 0.22 |
| P/AFFO | 10.16 | 9.98 | 7.01 | 15.26 | 3.06 |
| P/B Ratio | 1.24 | 1.25 | 0.89 | 1.47 | 0.18 |
| Div Yield | 0.03 | 0.03 | 0.03 | 0.04 | 0.01 |
| P/S Ratio | 2.76 | 2.80 | 2.18 | 3.42 | 0.46 |
Based on our peer multiples analysis with 14 valuation metrics, the model estimates VABK's fair value at $42.91 vs the current price of $42.46, implying +1.1% upside potential. Model verdict: Fairly Valued. Confidence: 90/100. This is a quantitative estimate, not a recommendation.
The blended fair value of $42.91 is calculated using four lenses: industry median multiples (40%), historical multiples (30%), forward estimates (20%), and quality-adjusted multiples (10%). Monte Carlo simulation (10,000 iterations) gives a range of $37.98 (P10) to $45.42 (P90), with a median of $41.60.
VABK's current P/E of 13.5x compares to the industry median of 14.8x (290 peers in the group). This represents a -9.1% discount to the industry. The historical average P/E is 11.8x over 7 years. Signal: Fair Value.
No analyst coverage data is available for VABK.
The model confidence score is 90/100, based on: data completeness (30), peer quality (25), historical depth (20), earnings stability (8), and model agreement (7). Cyclicality penalty: -0 points. The model shows strong agreement across inputs.
The model flags several key risks: (1) Multiple compression: VABK trades at the 3720th percentile of its historical P/E range. A reversion to median (11.8×) would imply significant downside. (2) Macro/regulatory risks are not captured in this model but remain material.
Peak earnings risk data is not available for VABK.
No. This dashboard is a quantitative research tool for educational and informational purposes only. It is not investment advice, a solicitation, or a recommendation to buy, sell, or hold any security. The operator of this platform is not a registered investment advisor (RIA), broker-dealer, or financial planner. All model outputs, fair value estimates, signals, and scenarios are the result of automated quantitative computations and should not be construed as professional financial guidance. You should consult a qualified, licensed financial advisor before making any investment decisions. Past model performance is not indicative of future results.