VULCAN MATLS 45 Performance
| 929160AV1 | 79.31 7.20 8.32% |
The entity has a beta of -0.55, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, returns on owning VULCAN are expected to decrease at a much lower rate. During the bear market, VULCAN is likely to outperform the market.
Risk-Adjusted Performance
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Over the last 90 days VULCAN MATLS 45 has generated negative risk-adjusted returns adding no value to investors with long positions. Despite unsteady performance in the last few months, the Bond's basic indicators remain somewhat strong which may send shares a bit higher in December 2024. The current disturbance may also be a sign of long term up-swing for VULCAN MATLS 45 investors. ...more
VULCAN |
VULCAN Relative Risk vs. Return Landscape
If you would invest 8,826 in VULCAN MATLS 45 on September 1, 2024 and sell it today you would lose (8,826) from holding VULCAN MATLS 45 or give up 100.0% of portfolio value over 90 days. VULCAN MATLS 45 is generating negative expected returns and assumes 17.9962% volatility on return distribution over the 90 days horizon. Simply put, majority of traded equity instruments are less risky than VULCAN on the basis of their historical return distribution, and most equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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VULCAN Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for VULCAN's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as VULCAN MATLS 45, and traders can use it to determine the average amount a VULCAN'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 = -0.1974
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| Negative Returns | 929160AV1 |
Estimated Market Risk
| 18.0 actual daily | 96 96% of assets are less volatile |
Expected Return
| -3.55 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.2 actual daily | 0 Most of other assets perform better |
Based on monthly moving average VULCAN 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 by adding VULCAN to a well-diversified portfolio.
About VULCAN Performance
By analyzing VULCAN's fundamental ratios, stakeholders can gain valuable insights into VULCAN's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if VULCAN has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if VULCAN has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
| VULCAN MATLS 45 generated a negative expected return over the last 90 days | |
| VULCAN MATLS 45 has high historical volatility and very poor performance |
Other Information on Investing in VULCAN Bond
VULCAN financial ratios help investors to determine whether VULCAN Bond is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in VULCAN with respect to the benefits of owning VULCAN security.