Vulcan Materials Total Risk Alpha
| VMC Stock | | | USD 266.71 0.01 0.0037% |
The Total Risk Alpha reading for Vulcan Materials is computed from historical trading observations. Indicator reliability depends on the continuity of available trading data. Vulcan Materials has a market cap of 34.85 B, operating margin of 17.54%, current ratio of 1.85. Review
World Market Map for a broader allocation view. Monitoring Vulcan Materials within a portfolio highlights how it interacts with other holdings. Allocation models determine the relative weighting of each position in the portfolio. Broader economic conditions can influence Vulcan Materials's company valuation — related indicators include
signals in state.
Additional detail on trading Vulcan Stock is available in our
How to Trade Vulcan Stock guide.
Vulcan Materials has current Total Risk Alpha of 0.0664. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0664 | |
| ER[a] | = | Expected return on investing in Vulcan Materials |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Vulcan Materials |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Total Risk Alpha Peers Comparison
Total Risk Alpha Relative To Other Indicators
Vulcan Materials is rated
below average for total risk alpha relative to top peers. It is currently under evaluation for maximum drawdown relative to top peers with a Maximum Drawdown-to-Total Risk Alpha ratio near
179.78 . The Maximum Drawdown to Total Risk Alpha ratio for Vulcan Materials comes in at
179.78 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
Compare Vulcan Materials to Peers
Other Technical Indicators