| VMC Stock | | | 262.00 4.00 1.50% |
VULCAN MATERIALS total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for VULCAN MATERIALS or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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VULCAN MATERIALS has current Total Risk Alpha of 0.0027. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0027 | |
| ER[a] | = | Expected return on investing in VULCAN MATERIALS |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on VULCAN MATERIALS |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
VULCAN MATERIALS Total Risk Alpha Peers Comparison
VULCAN Total Risk Alpha Relative To Other Indicators
VULCAN MATERIALS is rated
first in total risk alpha category among its peers. It is currently under evaluation in maximum drawdown category among its peers reporting about
4,141 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for VULCAN MATERIALS is roughly
4,141 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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