Valmont Industries Risk Adjusted Performance
| VMI Stock | | | USD 510.55 1.39 0.27% |
Risk-Adjusted Performance (RAP) measures the return an equity would have generated if it carried the same total risk (standard deviation) as the market. Derived from the Sharpe Ratio, RAP is expressed in percentage terms, making direct comparison across assets with different volatility profiles straightforward. Below is Valmont Industries's current Risk Adjusted Performance with peer comparisons and related risk metrics.
Current Risk Adjusted Performance Value
The Risk Adjusted Performance of 0.0829 for Valmont Industries indicates positive but modest risk-adjusted return. Valmont Industries has produced a positive return relative to risk, though the margin is limited.
RAP | = | (ER[a] - RFR) * STD[b])/STD[b]RFR |
| = | 0.0829 | |
Risk Adjusted Performance Peers Comparison
Valmont Industries's Risk Adjusted Performance of 0.0829 falls above the 0.0 peer average. Values range from -0.1467 (Tetra Tech) to 0.1949 (IES Holdings), with tight clustering across the group. Valmont Industries's risk-adjusted return exceeds the peer average, indicating more efficient compensation for risk taken.
Risk Adjusted Performance Relative To Other Indicators
The chart below plots Risk Adjusted Performance against Maximum Drawdown for Valmont Industries and its peers. Each point represents one equity — position along the horizontal axis shows Risk Adjusted Performance while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
At
0.08 for Risk Adjusted Performance and
14.54 for Maximum Drawdown, Valmont Industries's cross-indicator ratio sits almost
175.38 . This indicates Maximum Drawdown substantially exceeds Risk Adjusted Performance for Valmont Industries.
Methodology, Assumptions & Data Sources
Valmont Industries' Risk Adjusted Performance currently stands at 0.0829. The Risk Adjusted Performance for Valmont Industries applies a standardized calculation to daily closing prices and, where applicable, volume data across the selected period. All inputs are based on exchange-reported closing prices, with adjustments for stock splits, dividends, and other corporate actions. Valmont Industries operates in the industrials sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Indicator accuracy depends on data continuity across the calculation period. Gaps in trading history may affect the output.
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