Valmont Industries Stock Alpha and Beta Analysis
| VMI Stock | USD 336.35 0.35 0.10% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Valmont Industries. It also helps investors analyze the systematic and unsystematic risks associated with investing in Valmont Industries over a specified time horizon. Remember, high Valmont Industries' 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 Valmont Industries' market risk premium analysis include:
Beta 0.52 | Alpha 0.16 | Risk 2.16 | Sharpe Ratio 0.0926 | Expected Return 0.2 |
Valmont Industries 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.
Valmont |
Valmont Industries Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Valmont Industries market risk premium is the additional return an investor will receive from holding Valmont Industries 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 Valmont Industries. 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 Valmont Industries' performance over market.| α | 0.16 | β | 0.52 |
Valmont Industries 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 Valmont Industries' Buy-and-hold return. Our buy-and-hold chart shows how Valmont Industries performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Valmont Industries Market Price Analysis
Market price analysis indicators help investors to evaluate how Valmont Industries stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Valmont Industries shares will generate the highest return on investment. By understating and applying Valmont Industries stock market price indicators, traders can identify Valmont Industries position entry and exit signals to maximize returns.
Valmont Industries Return and Market Media
The median price of Valmont Industries for the period between Sun, Oct 20, 2024 and Sat, Jan 18, 2025 is 325.4 with a coefficient of variation of 5.09. The daily time series for the period is distributed with a sample standard deviation of 16.53, arithmetic mean of 324.56, and mean deviation of 14.74. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 10/25/2024 |
2 | Are You a Growth Investor This 1 Stock Could Be the Perfect Pick | 11/06/2024 |
3 | Disposition of 1252 shares by Donahue John Timothy of Valmont Industries at 147.31 subject to Rule 16b-3 | 11/12/2024 |
4 | Disposition of 1000 shares by Den Daas Kaj of Valmont Industries at 338.78 subject to Rule 16b-3 | 11/18/2024 |
5 | Three Reasons Why VMI is Risky and One Stock to Buy Instead | 11/25/2024 |
6 | Disposition of 4198 shares by Mogens Bay of Valmont Industries at 350.0528 subject to Rule 16b-3 | 12/02/2024 |
7 | Valmont Industries Undervalued with Strong Earnings Growth and Dividend Potential | 12/11/2024 |
8 | Disposition of 170 shares by Avner Applbaum of Valmont Industries at 327.82 subject to Rule 16b-3 | 12/13/2024 |
9 | Acquisition by Matthews Darryl R of 655 shares of Valmont Industries subject to Rule 16b-3 | 12/16/2024 |
10 | Disposition of tradable shares by Paisley Jennifer of Valmont Industries at 327.82 subject to Rule 16b-3 | 12/17/2024 |
11 | Valmont Industries Is Doing The Right Things To Multiply Its Share Price | 12/24/2024 |
12 | Valmont Industries Growth, Dividends, and Market Momentum | 12/27/2024 |
13 | JPMorgan Chase Co. Grows Position in Valmont Industries, Inc. - MarketBeat | 01/03/2025 |
14 | Disposition of tradable shares by Paisley Jennifer of Valmont Industries at 330.64 subject to Rule 16b-3 | 01/13/2025 |
15 | CHICAGO TRUST Co NA Purchases Shares of 670 Valmont Industries, Inc. | 01/14/2025 |
| Valmont Industries dividend paid on 15th of January 2025 | 01/15/2025 |
16 | China Agriculture Equipment Market Forecasts and Company Analysis Report 2025-2033 Featuring John Deere, AGCO, CLAAS, First Tractor Co, Kubota, CNH Industrial, ... | 01/17/2025 |
About Valmont Industries 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 Valmont or other stocks. Alpha measures the amount that position in Valmont Industries 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 | 2024 | 2025 (projected) | Dividend Yield | 0.0101 | 0.006501 | 0.007476 | 0.0129 | Price To Sales Ratio | 1.17 | 1.62 | 1.46 | 1.53 |
Valmont Industries Upcoming Company Events
As portrayed in its financial statements, the presentation of Valmont Industries' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Valmont Industries' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Valmont Industries' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Valmont Industries. Please utilize our Beneish M Score to check the likelihood of Valmont Industries' management manipulating its earnings.
| 28th of February 2024 Upcoming Quarterly Report | View | |
| 18th of April 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 28th 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 Valmont Industries
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Check out Valmont Industries Backtesting, Valmont Industries Valuation, Valmont Industries Correlation, Valmont Industries Hype Analysis, Valmont Industries Volatility, Valmont Industries History and analyze Valmont Industries Performance. For more detail on how to invest in Valmont Stock please use our How to Invest in Valmont Industries guide.You can also try the Instant Ratings module to determine any equity ratings based on digital recommendations. Macroaxis instant equity ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Valmont Industries 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.