Vulcan Materials Stock Alpha and Beta Analysis
| VMC Stock | USD 281.18 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Vulcan Materials. It also helps investors analyze the systematic and unsystematic risks associated with investing in Vulcan Materials over a specified time horizon. Remember, high Vulcan Materials' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Vulcan Materials' market risk premium analysis include:
Beta 1.3 | Alpha 0.0831 | Risk 1.75 | Sharpe Ratio 0.11 | Expected Return 0.2 |
Vulcan Materials Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Vulcan |
Vulcan Materials Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Vulcan Materials market risk premium is the additional return an investor will receive from holding Vulcan Materials long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Vulcan Materials. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Vulcan Materials' performance over market.| α | 0.08 | β | 1.30 |
Vulcan Materials expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Vulcan Materials' Buy-and-hold return. Our buy-and-hold chart shows how Vulcan Materials performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Vulcan Materials Market Price Analysis
Market price analysis indicators help investors to evaluate how Vulcan Materials stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Vulcan Materials shares will generate the highest return on investment. By understating and applying Vulcan Materials stock market price indicators, traders can identify Vulcan Materials position entry and exit signals to maximize returns.
Vulcan Materials Return and Market Media
The median price of Vulcan Materials for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 250.15 with a coefficient of variation of 6.8. The daily time series for the period is distributed with a sample standard deviation of 17.31, arithmetic mean of 254.46, and mean deviation of 13.81. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Vulcan Materials dividend paid on 4th of September 2024 | 09/04/2024 |
1 | Vulcan Materials Co s Winning Formula Financial Metrics and Competitive Strengths | 10/16/2024 |
2 | Seaport Res Ptn Has Pessimistic Outlook of VMC Q3 Earnings | 10/30/2024 |
3 | Vulcan Minerals Inc. - Annual General Meeting Report | 11/01/2024 |
4 | Vulcan Materials CEO hypes up Raleigh region with Wake Stone deal | 11/05/2024 |
5 | UBS bullish on Vulcan Materials stockearnings growth poised to exceed consensus | 11/07/2024 |
6 | Break it Down Vulcan fires on first lithium hydroxide, baby | 11/08/2024 |
7 | Vulcan Minerals Shares Down 3.8 percent Heres What Happened | 11/12/2024 |
8 | Miller Industries to Host 1x1 Investor Meetings at the Raymond James Sonoma Small Cap Summit on November 18th in Sonoma, CA | 11/18/2024 |
9 | Why is this ASX lithium stock jumping to a 52-week high today | 11/20/2024 |
About Vulcan Materials Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Vulcan or other stocks. Alpha measures the amount that position in Vulcan Materials has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.007125 | 0.009129 | 0.007565 | 0.007187 | Price To Sales Ratio | 4.96 | 3.18 | 3.88 | 4.07 |
Vulcan Materials Upcoming Company Events
As portrayed in its financial statements, the presentation of Vulcan Materials' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Vulcan Materials' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Vulcan Materials' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Vulcan Materials. Please utilize our Beneish M Score to check the likelihood of Vulcan Materials' management manipulating its earnings.
| 16th of February 2024 Upcoming Quarterly Report | View | |
| 2nd of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 16th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
Build Portfolio with Vulcan Materials
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Align your risk with return expectations
Check out Vulcan Materials Backtesting, Vulcan Materials Valuation, Vulcan Materials Correlation, Vulcan Materials Hype Analysis, Vulcan Materials Volatility, Vulcan Materials History and analyze Vulcan Materials Performance. For information on how to trade Vulcan Stock refer to our How to Trade Vulcan Stock guide.You can also try the Premium Stories module to follow Macroaxis premium stories from verified contributors across different equity types, categories and coverage scope.
Vulcan Materials technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.