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Walmart Alpha and Beta Analysis

<div class='circular--portrait' style='background:#8A0CCF;color: white;font-size:3em;padding-top: 40px;;'>WMT</div>
WMT -- USA Stock  

Fiscal Quarter End: April 30, 2020  

This module allows you to check different measures of market premium (i.e. an alpha and beta) for Walmart as well as systematic risk associated with investing in Walmart over a specified time horizon. Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility againt benchmark. The goal is to know if an investor is being compensated for the volatility risk taken.The return on investment might be better than a benchmark but still not compensate for the assumption of the volatility risk. Check out Walmart Backtesting, Walmart Valuation, Walmart Correlation, Walmart Hype Analysis, Walmart Volatility, Walmart History and analyze Walmart Performance.
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Enterprise Value

Walmart Market Premiums

α0.0063   β0.08
30 days against DJI

Walmart expected buy-and-hold returns

Walmart Market Price Analysis

Walmart Return and Market Media

The median price of Walmart for the period between Mon, Nov 25, 2019 and Sun, Feb 23, 2020 is 117.89 with a coefficient of variation of 1.6. The daily time series for the period is distributed with a sample standard deviation of 1.89, arithmetic mean of 117.78, and mean deviation of 1.66. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
    
  Timeline 
1
Payment of 37789 shares by Marc Lore of Walmart subject to R...11/26/2019
2
Walmart exotic insider transaction detected11/27/2019
3
Acquisition or disposition of Walmart securities by Walton H...12/02/2019
4
Payment of 296 shares by Schoewe Thomas M of Walmart subject...12/03/2019
5
Payment of 140 shares by Castro Wright Eduardo of Walmart su...12/05/2019
6
Walmart exotic insider transaction detected12/09/2019
7
Walmart exotic insider transaction detected12/10/2019
8
Walmart exotic insider transaction detected12/11/2019
9
Payment of 12277 shares by Suresh Kumar of Walmart subject t...12/12/2019
10
Exercise or conversion by Chambers Mary Susan of 4429 shares...12/18/2019
11
Walmart exotic insider transaction detected12/20/2019
12
Payment of 37789 shares by Marc Lore of Walmart subject to R...12/23/2019
13
Exercise or conversion by Menzer John B of 20390 shares of W...12/24/2019
14
Bona fide gift to Scott H Lee Jr of 308161 shares of Walmart...12/27/2019
15
Acquisition by C McMillon of 32626 shares of Walmart subject...12/31/2019
16
Purchase by Breyer James of 400 shares of Walmart01/02/2020
17
Acquisition by Carla Harris of 105 shares of Walmart subject...01/03/2020
18
Sale by Walton Alice L of 275000 shares of Walmart01/07/2020
19
Acquisition by Greg Penner of 388 shares of Walmart subject ...01/08/2020
20
Exercise or conversion by Charles Holley of 7000 shares of W...01/09/2020
21
Payment of 694 shares by Simon William S of Walmart subject ...01/10/2020
22
Acquisition by Rachel Brand of 5437 shares of Walmart subjec...01/13/2020
23
Walmart exotic insider transaction detected01/14/2020
24
Acquisition by Kathryn McLay of 12944 shares of Walmart subj...01/15/2020
25
Walmart exotic insider transaction detected01/16/2020
26
Exercise or conversion by Castro Wright Eduardo of 17071 sha...01/17/2020
27
Walmart exotic insider transaction detected01/20/2020
28
Walmart Takes Its Private-Label Grocery Efforts to the Next ...01/22/2020
29
Walmart exotic insider transaction detected01/23/2020
30
Acquisition by Steven Reinemund of 2198 shares of Walmart su...01/27/2020
31
Payment of 315 shares by Steven Whaley of Walmart subject to...01/29/2020
32
Acquisition by Chambers Mary Susan of 7756 shares of Walmart...01/30/2020
33
Payment of 3665 shares by Kathryn McLay of Walmart subject t...02/04/2020
34
Payment of 6902 shares by Daniel Bartlett of Walmart subject...02/07/2020
35
Payment of 148644 shares by Scott H Lee Jr of Walmart subjec...02/10/2020
36
Sale by Marc Lore of 85000 shares of Walmart02/11/2020
37
Disposition of 4599 shares by Michael Duke of Walmart subjec...02/12/2020
38
Walmart exotic insider transaction detected02/13/2020
39
Acquisition or disposition of Walmart securities by Jim Walt...02/14/2020
40
Walmart exotic insider transaction detected02/17/2020
41
Exercise or conversion by C McMillon of 50000 shares of Walm...02/18/2020
42
Payment of 37789 shares by Marc Lore of Walmart subject to R...02/19/2020