Vulcan Stock Market Value

VMC
 Stock
  

USD 183.47  0.16  0.09%   

Vulcan Materials' market value is the price at which a share of Vulcan Materials stock trades on a public exchange. It measures the collective expectations of Vulcan Materials investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Vulcan Materials and determine expected loss or profit from investing in Vulcan Materials over a given investment horizon. Also, please take a look at Vulcan Materials Correlation, Vulcan Materials Volatility and Vulcan Materials Alpha and Beta module to complement your research on Vulcan Materials.
Symbol


Is Vulcan Materials' industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Vulcan Materials. If investors know Vulcan will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Vulcan Materials listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth YOY
(0.006) 
Market Capitalization
23.8 B
Quarterly Revenue Growth YOY
0.377
Return On Assets
0.0455
Return On Equity
9.1981
The market value of Vulcan Materials is measured differently than its book value, which is the value of Vulcan that is recorded on the company's balance sheet. Investors also form their own opinion of Vulcan Materials' value that differs from its market value or its book value, called intrinsic value, which is Vulcan Materials' true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Vulcan Materials' market value can be influenced by many factors that don't directly affect Vulcan Materials' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Vulcan Materials' value and its price as these two are different measures arrived at by different means. Investors typically determine Vulcan Materials value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Vulcan Materials' price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Vulcan Materials '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 Materials' 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 Materials.
0.00
11/09/2022
No Change 0.00  0.0 
In 31 days
12/09/2022
0.00
If you would invest  0.00  in Vulcan Materials on November 9, 2022 and sell it all today you would earn a total of 0.00 from holding Vulcan Materials or generate 0.0% return on investment in Vulcan Materials over 30 days. Vulcan Materials is related to or competes with Chesapeake Energy, ConocoPhillips, Newmont Goldcorp, Nucor Corp, Seaboard, Disney, and Microsoft. Vulcan Materials Company, together with its subsidiaries, produces and supplies construction aggregates primarily in the... More

Vulcan Materials 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 Materials' 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 Materials upside and downside potential and time the market with a certain degree of confidence.

Vulcan Materials Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Vulcan Materials' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Vulcan Materials' standard deviation. In reality, there are many statistical measures that can use Vulcan Materials historical prices to predict the future Vulcan Materials' volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Vulcan Materials' price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Vulcan Materials in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
180.84182.95185.06
Details
Intrinsic
Valuation
LowReal ValueHigh
164.53188.19190.30
Details
Naive
Forecast
LowNext ValueHigh
176.08178.19180.30
Details
14 Analysts
Consensus
LowTarget PriceHigh
198.00228.31252.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Vulcan Materials. Your research has to be compared to or analyzed against Vulcan Materials' peers to derive any actionable benefits. When done correctly, Vulcan Materials' competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Vulcan Materials.

Vulcan Materials Backtested Returns

We consider Vulcan Materials very steady. Vulcan Materials owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0628, which indicates the firm had 0.0628% of return per unit of risk over the last 3 months. Our standpoint towards measuring the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Vulcan Materials, which you can use to evaluate the future volatility of the company. Please validate Vulcan Materials Risk Adjusted Performance of 0.0992, coefficient of variation of 1544.05, and Semi Deviation of 1.85 to confirm if the risk estimate we provide is consistent with the expected return of 0.13%.
Vulcan Materials has a performance score of 4 on a scale of 0 to 100. The entity has a beta of 1.0985, which indicates a somewhat significant risk relative to the market. Let's try to break down what Vulcan's beta means in this case. Vulcan Materials returns are very sensitive to returns on the market. As the market goes up or down, Vulcan Materials is expected to follow. Although it is important to respect Vulcan Materials current price movements, it is better to be realistic regarding the information on the equity's historical returns. The philosophy towards measuring future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By inspecting Vulcan Materials technical indicators, you can presently evaluate if the expected return of 0.13% will be sustainable into the future. Vulcan Materials right now has a risk of 2.11%. Please validate Vulcan Materials downside variance, and the relationship between the treynor ratio and kurtosis to decide if Vulcan Materials will be following its existing price patterns.

Auto-correlation

    
  -0.17  

Insignificant reverse predictability

Vulcan Materials has insignificant reverse predictability. Overlapping area represents the amount of predictability between Vulcan Materials time series from 9th of November 2022 to 24th of November 2022 and 24th of November 2022 to 9th of December 2022. 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 Materials price movement. The serial correlation of -0.17 indicates that over 17.0% of current Vulcan Materials price fluctuation can be explain by its past prices.
Correlation Coefficient-0.17
Spearman Rank Test-0.23
Residual Average0.0
Price Variance6.07

Vulcan Materials lagged returns against current returns

Autocorrelation, which is Vulcan Materials 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 Materials' stock expected returns. We can calculate the autocorrelation of Vulcan Materials returns to help us make a trade decision. For example, suppose you find that Vulcan Materials stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       Timeline  

Vulcan Materials 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 Materials stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Vulcan Materials stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Vulcan Materials stock over time.
   Current vs Lagged Prices   
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       Timeline  

Vulcan Materials Lagged Returns

When evaluating Vulcan Materials' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Vulcan Materials stock have on its future price. Vulcan Materials 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 Materials autocorrelation shows the relationship between Vulcan Materials stock current value and its past values and can show if there is a momentum factor associated with investing in Vulcan Materials.
   Regressed Prices   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Vulcan Materials without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Also, please take a look at Vulcan Materials Correlation, Vulcan Materials Volatility and Vulcan Materials Alpha and Beta module to complement your research on Vulcan Materials. You can also try Technical Analysis module to check basic technical indicators and analysis based on most latest market data.

Complementary Tools for analysis

When running Vulcan Materials price analysis, check to measure Vulcan Materials' 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' value examination focuses on studying past and present price action to predict the probability of Vulcan Materials' future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Vulcan Materials' price. Additionally, you may evaluate how the addition of Vulcan Materials to your portfolios can decrease your overall portfolio volatility.
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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.
A focus of Vulcan Materials technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Vulcan Materials trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...