VULCAN MATERIALS (Germany) Alpha and Beta Analysis
| VMC Stock | 262.00 4.00 1.50% |
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's 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's market risk premium analysis include:
Beta 0.13 | Alpha 0.25 | Risk 2.02 | Sharpe Ratio 0.13 | Expected Return 0.26 |
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's performance over market.| α | 0.25 | β | 0.13 |
VULCAN MATERIALS Return and Market Media
The median price of VULCAN MATERIALS for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 223.59 with a coefficient of variation of 8.53. The daily time series for the period is distributed with a sample standard deviation of 19.78, arithmetic mean of 231.97, and mean deviation of 16.27. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards VULCAN MATERIALS in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, VULCAN MATERIALS's short interest history, or implied volatility extrapolated from VULCAN MATERIALS options trading.
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Additional Tools for VULCAN Stock Analysis
When running VULCAN MATERIALS's price analysis, check to measure VULCAN MATERIALS's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy VULCAN MATERIALS is operating at the current time. Most of VULCAN MATERIALS's value examination focuses on studying past and present price action to predict the probability of VULCAN MATERIALS's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move VULCAN MATERIALS's price. Additionally, you may evaluate how the addition of VULCAN MATERIALS to your portfolios can decrease your overall portfolio volatility.