VULCAN MATERIALS (Germany) Performance
| VMC Stock | 258.00 2.00 0.78% |
The entity has a beta of 0.27, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VULCAN MATERIALS's returns are expected to increase less than the market. However, during the bear market, the loss of holding VULCAN MATERIALS is expected to be smaller as well. At this point, VULCAN MATERIALS has a negative expected return of -0.018%. Please make sure to validate VULCAN MATERIALS's kurtosis, and the relationship between the maximum drawdown and day median price , to decide if VULCAN MATERIALS performance from the past will be repeated at some future point.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days VULCAN MATERIALS has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable basic indicators, VULCAN MATERIALS is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
VULCAN |
VULCAN MATERIALS Relative Risk vs. Return Landscape
If you would invest 26,200 in VULCAN MATERIALS on November 20, 2024 and sell it today you would lose (400.00) from holding VULCAN MATERIALS or give up 1.53% of portfolio value over 90 days. VULCAN MATERIALS is generating negative expected returns and assumes 1.2764% volatility on return distribution over the 90 days horizon. Simply put, 11% of stocks are less volatile than VULCAN, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
VULCAN MATERIALS Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VULCAN MATERIALS's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as VULCAN MATERIALS, and traders can use it to determine the average amount a VULCAN MATERIALS's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0141
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | VMC |
Estimated Market Risk
| 1.28 actual daily | 11 89% of assets are more volatile |
Expected Return
| -0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average VULCAN MATERIALS is not performing at its full potential. However, 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 VULCAN MATERIALS by adding VULCAN MATERIALS to a well-diversified portfolio.
Things to note about VULCAN MATERIALS performance evaluation
Checking the ongoing alerts about VULCAN MATERIALS for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for VULCAN MATERIALS help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| VULCAN MATERIALS generated a negative expected return over the last 90 days |
- Analyzing VULCAN MATERIALS's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether VULCAN MATERIALS's stock is overvalued or undervalued compared to its peers.
- Examining VULCAN MATERIALS's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating VULCAN MATERIALS's management team can have a significant impact on its success or failure. Reviewing the track record and experience of VULCAN MATERIALS's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of VULCAN MATERIALS's stock. These opinions can provide insight into VULCAN MATERIALS's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for VULCAN Stock Analysis
When running VULCAN MATERIALS's price analysis, check to measure VULCAN MATERIALS'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 VULCAN MATERIALS is operating at the current time. Most of VULCAN MATERIALS's value examination focuses on studying past and present price action to predict the probability of VULCAN MATERIALS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VULCAN MATERIALS's price. Additionally, you may evaluate how the addition of VULCAN MATERIALS to your portfolios can decrease your overall portfolio volatility.