Valmont Industries Stock Market Value
| VMI Stock | USD 352.14 0.00 0.00% |
| Symbol | Valmont |
Valmont Industries Price To Book Ratio
Is Construction & Engineering space 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 Valmont Industries. If investors know Valmont 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 Valmont Industries 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 0.166 | Dividend Share 2.4 | Earnings Share 14.71 | Revenue Per Share 200.085 | Quarterly Revenue Growth (0.03) |
The market value of Valmont Industries is measured differently than its book value, which is the value of Valmont that is recorded on the company's balance sheet. Investors also form their own opinion of Valmont Industries' value that differs from its market value or its book value, called intrinsic value, which is Valmont Industries' 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 Valmont Industries' market value can be influenced by many factors that don't directly affect Valmont Industries' 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 Valmont Industries' value and its price as these two are different measures arrived at by different means. Investors typically determine if Valmont Industries is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Valmont Industries' 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.
Valmont Industries '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 Valmont Industries' 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 Valmont Industries.
| 12/09/2022 |
| 11/28/2024 |
If you would invest 0.00 in Valmont Industries on December 9, 2022 and sell it all today you would earn a total of 0.00 from holding Valmont Industries or generate 0.0% return on investment in Valmont Industries over 720 days. Valmont Industries is related to or competes with Matthews International, Griffon, Brookfield Business, MDU Resources, Steel Partners, Compass Diversified, and Compass Diversified. Valmont Industries, Inc. produces and sells fabricated metal products in the United States, Australia, Brazil, Denmark, ... More
Valmont Industries 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 Valmont Industries' 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 Valmont Industries upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.4 | |||
| Information Ratio | 0.1006 | |||
| Maximum Drawdown | 12.58 | |||
| Value At Risk | (2.18) | |||
| Potential Upside | 2.65 |
Valmont Industries Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Valmont Industries' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Valmont Industries' standard deviation. In reality, there are many statistical measures that can use Valmont Industries historical prices to predict the future Valmont Industries' volatility.| Risk Adjusted Performance | 0.1331 | |||
| Jensen Alpha | 0.1831 | |||
| Total Risk Alpha | 0.0071 | |||
| Sortino Ratio | 0.1431 | |||
| Treynor Ratio | 0.2807 |
Valmont Industries Backtested Returns
Valmont Industries appears to be very steady, given 3 months investment horizon. Valmont Industries owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.18, which indicates the firm had a 0.18% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Valmont Industries, which you can use to evaluate the volatility of the company. Please review Valmont Industries' Coefficient Of Variation of 602.11, risk adjusted performance of 0.1331, and Semi Deviation of 1.02 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Valmont Industries holds a performance score of 13. The entity has a beta of 1.14, which indicates a somewhat significant risk relative to the market. Valmont Industries returns are very sensitive to returns on the market. As the market goes up or down, Valmont Industries is expected to follow. Please check Valmont Industries' maximum drawdown, as well as the relationship between the expected short fall and day median price , to make a quick decision on whether Valmont Industries' existing price patterns will revert.
Auto-correlation | -0.88 |
Excellent reverse predictability
Valmont Industries has excellent reverse predictability. Overlapping area represents the amount of predictability between Valmont Industries time series from 9th of December 2022 to 4th of December 2023 and 4th of December 2023 to 28th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Valmont Industries price movement. The serial correlation of -0.88 indicates that approximately 88.0% of current Valmont Industries price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.88 | |
| Spearman Rank Test | -0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 1423.17 |
Valmont Industries lagged returns against current returns
Autocorrelation, which is Valmont Industries 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 Valmont Industries' stock expected returns. We can calculate the autocorrelation of Valmont Industries returns to help us make a trade decision. For example, suppose you find that Valmont Industries 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 |
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Valmont Industries 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 Valmont Industries stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Valmont Industries stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Valmont Industries stock over time.
Current vs Lagged Prices |
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Valmont Industries Lagged Returns
When evaluating Valmont Industries' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Valmont Industries stock have on its future price. Valmont Industries 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, Valmont Industries autocorrelation shows the relationship between Valmont Industries stock current value and its past values and can show if there is a momentum factor associated with investing in Valmont Industries.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether Valmont Industries offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Valmont Industries' financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Valmont Industries Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Valmont Industries Stock:Check out Valmont Industries Correlation, Valmont Industries Volatility and Valmont Industries Alpha and Beta module to complement your research on Valmont Industries. 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 Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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.