VULCAN MATERIALS (Germany) Market Value

VMC Stock   228.00  6.00  2.70%   
VULCAN MATERIALS's market value is the price at which a share of VULCAN MATERIALS trades on a public exchange. It measures the collective expectations of VULCAN MATERIALS investors about its performance. VULCAN MATERIALS is selling for under 228.00 as of the 19th of July 2025; that is 2.70 percent up since the beginning of the trading day. The stock's last reported lowest price was 226.0.
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. Check out World Market Map 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 state.
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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'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 MATERIALS.
0.00
04/20/2025
No Change 0.00  0.0 
In 3 months and 1 day
07/19/2025
0.00
If you would invest  0.00  in VULCAN MATERIALS on April 20, 2025 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 90 days.

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'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 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's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as VULCAN MATERIALS's standard deviation. In reality, there are many statistical measures that can use VULCAN MATERIALS historical prices to predict the future VULCAN MATERIALS's volatility.
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of VULCAN MATERIALS's 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.

VULCAN MATERIALS Backtested Returns

VULCAN MATERIALS appears to be very steady, given 3 months investment horizon. VULCAN MATERIALS owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1 % return per unit of standard deviation over the last 3 months. We have found thirty technical indicators for VULCAN MATERIALS, which you can use to evaluate the volatility of the company. Please review VULCAN MATERIALS's coefficient of variation of 999.92, and Risk Adjusted Performance of 0.0991 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, VULCAN MATERIALS holds a performance score of 7. The entity has a beta of 0.0321, which indicates not very significant fluctuations relative to the market. As returns on the market increase, VULCAN MATERIALS's returns are expected to increase less than the market. However, during the bear market, the loss of holding VULCAN MATERIALS is expected to be smaller as well. Please check VULCAN MATERIALS's sortino ratio, semi variance, rate of daily change, as well as the relationship between the value at risk and kurtosis , to make a quick decision on whether VULCAN MATERIALS's existing price patterns will revert.

Auto-correlation

    
  -0.74  

Almost perfect reverse predictability

VULCAN MATERIALS has almost perfect reverse predictability. Overlapping area represents the amount of predictability between VULCAN MATERIALS time series from 20th of April 2025 to 4th of June 2025 and 4th of June 2025 to 19th of July 2025. 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 -0.74 indicates that around 74.0% of current VULCAN MATERIALS price fluctuation can be explain by its past prices.
Correlation Coefficient-0.74
Spearman Rank Test-0.02
Residual Average0.0
Price Variance13.7

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's 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 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 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   
       Timeline  

VULCAN MATERIALS Lagged Returns

When evaluating VULCAN MATERIALS's 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   
       Timeline  

Thematic Opportunities

Explore Investment Opportunities

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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.