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VMC Stock Analysis

Data source: Trade-Ideas Alerts | 11 alerts analyzed | Backtest period: 2022-03-04 → 2024-10-24

⚠️ Small sample size (11 alerts). Statistics may have high variance. Interpret with caution.

🏢 Company Profile

Vulcan Materials Company(Holding Company) MINING & QUARRYING OF NONMETALLIC MINERALS (NO FUELS) (SIC 1400)
📍 NYSE 📅 IPO: Jan 02, 1957 🔗 www.vulcanmaterials.com
💰 Market Cap: $39.65B 👥 Employees: 11,436
Vulcan Materials is the United States' largest producer of construction aggregates (crushed stone, sand, and gravel). Its largest markets include Texas, California, Virginia, Tennessee, Georgia, Florida, North Carolina, and Alabama. In 2024, Vulcan sold 219.9 million tons of aggregates, 13.6 million tons of asphalt mix, and 3.6 million cubic yards of ready-mix. As of Dec. 31, 2024, the company had 16.5 billion tons of aggregate reserves.
📊
11
Total Alerts
🎯
54.5%
Win Rate (EOD)
💰
-0.30%
Avg Gain (EOD)
🚀
+0.84%
Avg MFE (Max Potential)

📈 Performance by Timeframe

5MIN

Win Rate: 36.4%
Avg Gain: -0.19%
Avg Winner: +0.65%
Avg Loser: -0.68%
Best: +1.75%
Worst: -1.20%
Trades: 4/7

15MIN

Win Rate: 27.3%
Avg Gain: -0.59%
Avg Winner: +0.94%
Avg Loser: -1.16%
Best: +1.95%
Worst: -4.64%
Trades: 3/8

30MIN

Win Rate: 36.4%
Avg Gain: -0.59%
Avg Winner: +1.03%
Avg Loser: -1.52%
Best: +2.73%
Worst: -4.22%
Trades: 4/7

60MIN

Win Rate: 27.3%
Avg Gain: -0.54%
Avg Winner: +1.79%
Avg Loser: -1.41%
Best: +4.52%
Worst: -3.25%
Trades: 3/8

EOD (End of Day)

Win Rate: 54.5%
Avg Gain: -0.30%
Avg Winner: +0.71%
Avg Loser: -1.51%
Best: +1.96%
Worst: -3.54%
Trades: 6/5

🚀 Max Favorable / Adverse Excursion (MFE/MAE)

Institutional-grade metrics showing the maximum profit potential and risk for each alert.

📈 MFE (Max Profit Potential)

Average MFE: +0.84%
Best MFE: +4.77%
Avg Time to MFE: 138 min

On average, VMC alerts reach +0.84% profit potential within 138 minutes.

📉 MAE (Max Drawdown Risk)

Average MAE: -0.87%
Worst MAE: -3.07%
Avg Time to MAE: 18 min

Before reaching MFE, expect an average drawdown of 0.87%.

⚖️ Risk/Reward Ratio

0.97:1

Challenging risk/reward - consider tighter stops.

💡 Trading Insight: Based on 11 alerts, VMC typically reaches +0.84% profit before pulling back. Consider setting profit targets around 0.7% to capture most of the move.

🌅 Premarket Gap Analysis (9:25 → 9:30)

Total Gaps Analyzed 11
Gap Up % 36.4%
Avg Gap -0.20%
Best Gap +1.17%

🏭 Sector Comparison: MINING & QUARRYING OF NONMETALLIC MINERALS (NO FUELS)

How VMC compares to 10 other tickers in the same sector.

5-Min Gain
VMC: -0.19% Sector: -0.04% -0.16%
EOD Gain
VMC: -0.30% Sector: +18.85% -19.15%
Avg MFE
VMC: +0.84% Sector: +3.76% -2.93%

📋 Last 20 Alerts

Historical VMC alerts with performance metrics calculated from 1-minute price data. Each row shows the actual price movement at different timeframes after the alert.

Date Time Price 5min 15min 30min 60min EOD MFE MAE Gap Result
2024-10-24 09:29:53 $254.01 -0.37% -0.44% +0.36% +0.69% +0.84% +1.00% -0.64% -0.11% LOSS
2024-09-11 09:27:09 $232.5 -0.46% -1.05% -1.64% -2.54% +0.19% +0.37% -3.07% -0.43% LOSS
2023-11-06 09:25:00 $207.78 +0.24% -0.56% -0.32% -0.21% -0.31% +0.24% +0.24% +0.24% WIN
2023-05-22 09:28:00 $198.0 -0.26% -0.35% -0.76% -0.58% -0.37% - -0.41% -0.28% LOSS
2023-02-22 09:27:00 $180.52 +0.32% +0.55% +0.76% +0.18% +0.20% +1.17% -0.22% +1.17% WIN
2023-02-21 09:28:00 $185.65 -0.97% -0.54% -1.84% -1.91% -2.76% -0.48% -1.22% -0.81% LOSS
2023-02-16 09:29:00 $181.8 +1.75% +1.95% +2.73% +4.52% +1.96% +4.77% -0.08% +0.08% WIN
2023-02-02 09:25:00 $186.62 -0.36% -0.75% -0.31% -1.19% +0.48% +1.31% -1.19% -0.46% LOSS
2022-12-06 09:25:00 $179.0 +0.29% +0.31% +0.26% -0.19% -0.59% +0.56% +0.29% +0.37% WIN
2022-05-16 09:25:00 $166.0 -1.20% -4.64% -4.22% -3.25% -3.54% -0.40% -1.20% -0.90% LOSS
2022-03-04 09:25:00 $176.08 -1.11% -0.98% -1.52% -1.45% +0.58% +0.69% -2.03% -1.11% LOSS

Table Metrics Explained:

  • 5min/15min/30min/60min/EOD: Price change at each timeframe (calculated from real minute-by-minute data)
  • MFE: Maximum Favorable Excursion - highest profit potential reached during the day
  • MAE: Maximum Adverse Excursion - worst drawdown experienced before reaching MFE
  • Gap: Premarket price gap from 9:25 AM to 9:30 AM market open
  • Result: WIN if 5min change > 0%, LOSS otherwise

⚠️ VMC Shows Negative Expectancy

Despite a 54.5% win rate, VMC has -0.30% average expectancy because losses outweigh wins. Use the app to find filters that improve the win size or reduce loss size, making VMC profitable.

🔧 Fix VMC Risk/Reward →

Why Analyze VMC with FILTRIX?

🛡️ Realistic Entry Simulation

We don't inflate stats. Our analysis tracks only the first alert of the day for VMC. This simulates a true "Gap & Go" entry at pre-market hours (9:25-9:30 AM), avoiding the trap of chasing a stock that has already extended.

💰 Max Potential (MFE) Analysis

How much is left in the move? On winning days, VMC historically offers an average upside of +0.84% intraday. Our data helps you distinguish between a quick scalp and a runner.

📊 VMC Momentum Personality

With a baseline win rate of 54.5%, VMC shows negative expectancy despite winning more often - average losses (-1.51%) outweigh average wins (+0.71%). This suggests the need for tighter stops or better entry timing.

⏱️ Optimized Exit Timing

⚠️ Caution Advised: VMC shows negative expectancy across all tested intraday timeframes (Best: EOD (End of Day) at -0.30%). This suggests VMC is prone to fading after the open, making it a potential candidate for short-selling or quick scalps only.