Vulcan Steel's market value is the price at which a share of Vulcan Steel trades on a public exchange. It measures the collective expectations of Vulcan Steel Limited investors about its performance. Vulcan Steel is trading at 4.22 as of the 15th of January 2026. This is a 1.4 percent decrease since the beginning of the trading day. The stock's lowest day price was 4.22. With this module, you can estimate the performance of a buy and hold strategy of Vulcan Steel Limited and determine expected loss or profit from investing in Vulcan Steel over a given investment horizon. Check out Your Equity Center to better understand how to build diversified portfolios. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in employment.
Symbol
Vulcan
Vulcan Steel 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Vulcan Steel's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Vulcan Steel.
0.00
12/16/2025
No Change 0.00
0.0
In 30 days
01/15/2026
0.00
If you would invest 0.00 in Vulcan Steel on December 16, 2025 and sell it all today you would earn a total of 0.00 from holding Vulcan Steel Limited or generate 0.0% return on investment in Vulcan Steel over 30 days.
Vulcan Steel Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Vulcan Steel's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Vulcan Steel Limited upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Vulcan Steel's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vulcan Steel's standard deviation. In reality, there are many statistical measures that can use Vulcan Steel historical prices to predict the future Vulcan Steel's volatility.
Vulcan Steel appears to be relatively risky, given 3 months investment horizon. Vulcan Steel Limited owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0972, which indicates the firm had a 0.0972 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Vulcan Steel Limited, which you can use to evaluate the volatility of the company. Please review Vulcan Steel's Semi Deviation of 3.12, risk adjusted performance of 0.0777, and Coefficient Of Variation of 1010.35 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Vulcan Steel holds a performance score of 7. The entity has a beta of 0.57, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Vulcan Steel's returns are expected to increase less than the market. However, during the bear market, the loss of holding Vulcan Steel is expected to be smaller as well. Please check Vulcan Steel's sortino ratio, maximum drawdown, and the relationship between the total risk alpha and treynor ratio , to make a quick decision on whether Vulcan Steel's existing price patterns will revert.
Auto-correlation
-0.33
Poor reverse predictability
Vulcan Steel Limited has poor reverse predictability. Overlapping area represents the amount of predictability between Vulcan Steel time series from 16th of December 2025 to 31st of December 2025 and 31st of December 2025 to 15th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Vulcan Steel Limited price movement. The serial correlation of -0.33 indicates that nearly 33.0% of current Vulcan Steel price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.33
Spearman Rank Test
-0.42
Residual Average
0.0
Price Variance
0.02
Vulcan Steel Limited lagged returns against current returns
Autocorrelation, which is Vulcan Steel stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Vulcan Steel's stock expected returns. We can calculate the autocorrelation of Vulcan Steel returns to help us make a trade decision. For example, suppose you find that Vulcan Steel has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values
Timeline
Vulcan Steel regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Vulcan Steel stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vulcan Steel stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vulcan Steel stock over time.
Current vs Lagged Prices
Timeline
Vulcan Steel Lagged Returns
When evaluating Vulcan Steel's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vulcan Steel stock have on its future price. Vulcan Steel autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Vulcan Steel autocorrelation shows the relationship between Vulcan Steel stock current value and its past values and can show if there is a momentum factor associated with investing in Vulcan Steel Limited.