VBTX earnings

No scheduled report date yet.

How VBTX has moved on earnings, close to close (last 8)?Measured close to close. Day 1 = the last close before the report to the next close (the following session for after-close reports). Day 2 / Day 3 are that single session on its own. 5-day is the cumulative move from the pre-report close through the 5th session.

10 20 30 Max

Move	Mean	Median	Std dev	Hit rate
Day 1	+0.5%	+0.2%	2.4%	62%
Day 2	+0.2%	-0.1%	2.6%	50%
Day 3	+0.4%	+0.3%	2.1%	50%
5-day	+0.8%	+2.8%	4.0%	75%

Biggest pop

+5.1%

Biggest drop

-2.6%

On a beat

+3.5%

On a miss

-0.6%

1-mo drift

-0.0%

Day 1 price move on each of the last 8 reports

Day 1 = the close-to-close move on the first session to trade the news — hover for the EPS surprise.

Report history

Report	Est	Actual	Surprise	Gap	1-day	+5d	+1mo
2025-10-21	0.57	—	—	—	—	—	—
2025-07-18 beat	0.54	0.56	+3.1%	—	—	—	—
2025-04-22 beat	0.51	0.54	+5.2%	+7.7%	+5.1%	+0.1%	+3.5%
2025-01-28 miss	0.55	0.54	-1.8%	-8.8%	-0.7%	+3.4%	-1.5%
2024-10-22 beat	0.55	0.59	+6.6%	+1.5%	+2.0%	-1.9%	+5.3%
2024-07-23 miss	0.53	0.52	-2.5%	-3.7%	-1.7%	+4.6%	-4.5%
2024-04-23 miss	0.58	0.53	-8.9%	-3.1%	+0.1%	-3.8%	-1.3%
2024-01-23 miss	0.62	0.58	-6.7%	-7.2%	-2.6%	-4.1%	-7.7%
2023-10-24 miss	0.64	0.60	-6.0%	-0.6%	+0.2%	+2.6%	+13.8%
2023-07-25 miss	0.75	0.64	-14.5%	+0.6%	+1.3%	+1.5%	-8.0%

“1-day” is the close-to-close move over the session that first traded on the news (the next session for after-close reports). “+5d / +1mo” are the further drift from that close.

Earnings dates & estimates from Yahoo Finance (refreshed 2026-09-13); price reactions from end-of-day data. History, not a forecast. Not investment advice.