Vulcan Materials (Brazil) Probability of Future Stock Price Finishing Over 26.66
| V1MC34 Stock | BRL 26.93 0.00 0.00% |
Vulcan |
Vulcan Materials Target Price Odds to finish over 26.66
The tendency of Vulcan Stock price to converge on an average value over time is a known aspect in finance that investors have used since the beginning of the stock market for forecasting. However, many studies suggest that some traded equity instruments are consistently mispriced before traders' demand and supply correct the spread. One possible conclusion to this anomaly is that these stocks have additional risk, for which investors demand compensation in the form of extra returns.
| Current Price | Horizon | Target Price | Odds to stay above R$ 26.66 in 90 days |
| 26.93 | 90 days | 26.66 | about 39.88 |
Based on a normal probability distribution, the odds of Vulcan Materials to stay above R$ 26.66 in 90 days from now is about 39.88 (This Vulcan Materials probability density function shows the probability of Vulcan Stock to fall within a particular range of prices over 90 days) . Probability of Vulcan Materials price to stay between R$ 26.66 and its current price of R$26.93 at the end of the 90-day period is nearly 4.45 .
Assuming the 90 days trading horizon Vulcan Materials has a beta of 0.12. This entails as returns on the market go up, Vulcan Materials average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Vulcan Materials will be expected to be much smaller as well. Additionally Vulcan Materials has an alpha of 0.2758, implying that it can generate a 0.28 percent excess return over Dow Jones Industrial after adjusting for the inherited market risk (beta). Vulcan Materials Price Density |
| Price |
Predictive Modules for Vulcan Materials
There are currently many different techniques concerning forecasting the market as a whole, as well as predicting future values of individual securities such as Vulcan Materials. Regardless of method or technology, however, to accurately forecast the stock market is more a matter of luck rather than a particular technique. Nevertheless, trying to predict the stock market accurately is still an essential part of the overall investment decision process. Using different forecasting techniques and comparing the results might improve your chances of accuracy even though unexpected events may often change the market sentiment and impact your forecasting results.Vulcan Materials Risk Indicators
For the most part, the last 10-20 years have been a very volatile time for the stock market. Vulcan Materials is not an exception. The market had few large corrections towards the Vulcan Materials' value, including both sudden drops in prices as well as massive rallies. These swings have made and broken many portfolios. An investor can limit the violent swings in their portfolio by implementing a hedging strategy designed to limit downside losses. If you hold Vulcan Materials, one way to have your portfolio be protected is to always look up for changing volatility and market elasticity of Vulcan Materials within the framework of very fundamental risk indicators.α | Alpha over Dow Jones | 0.28 | |
β | Beta against Dow Jones | 0.12 | |
σ | Overall volatility | 2.30 | |
Ir | Information ratio | 0.11 |
Vulcan Materials Price Density Drivers
Market volatility will typically increase when nervous long traders begin to feel the short-sellers pressure to drive the market lower. The future price of Vulcan Stock often depends not only on the future outlook of the current and potential Vulcan Materials' investors but also on the ongoing dynamics between investors with different trading styles. Because the market risk indicators may have small false signals, it is better to identify suitable times to hedge a portfolio using different long/short signals. Vulcan Materials' indicators that are reflective of the short sentiment are summarized in the table below.
| Last Dividend Date | 17th of August 2021 | |
| Trailing Annual Dividend Rate | 1.42 | |
| Float Shares | 132.45M | |
| Average Daily Volume In Three Month | 14 | |
| Trailing Annual Dividend Yield | 0.61% |
Vulcan Materials Technical Analysis
Vulcan Materials' future price can be derived by breaking down and analyzing its technical indicators over time. Vulcan Stock technical analysis helps investors analyze different prices and returns patterns as well as diagnose historical swings to determine the real value of Vulcan Materials. In general, you should focus on analyzing Vulcan Stock price patterns and their correlations with different microeconomic environments and drivers.
Vulcan Materials Predictive Forecast Models
Vulcan Materials' time-series forecasting models is one of many Vulcan Materials' stock analysis techniques aimed to predict future share value based on previously observed values. Time-series forecasting models are widely used for non-stationary data. Non-stationary data are called the data whose statistical properties, e.g., the mean and standard deviation, are not constant over time, but instead, these metrics vary over time. This non-stationary Vulcan Materials' historical data is usually called time series. Some empirical experimentation suggests that the statistical forecasting models outperform the models based exclusively on fundamental analysis to predict the direction of the stock market movement and maximize returns from investment trading.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Vulcan Materials in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Vulcan Materials' short interest history, or implied volatility extrapolated from Vulcan Materials options trading.
Additional Information and Resources on Investing in Vulcan Stock
When determining whether Vulcan Materials offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Vulcan Materials' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Vulcan Materials Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Vulcan Materials Stock:Check out Vulcan Materials Backtesting, Vulcan Materials Valuation, Vulcan Materials Correlation, Vulcan Materials Hype Analysis, Vulcan Materials Volatility, Vulcan Materials History as well as Vulcan Materials Performance. For information on how to trade Vulcan Stock refer to our How to Trade Vulcan Stock guide.You can also try the Equity Analysis module to research over 250,000 global equities including funds, stocks and ETFs to find investment opportunities.