Walmart Stock Alpha and Beta Analysis

WMT Stock  USD 60.17  0.55  0.91%   
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Walmart. It also helps investors analyze the systematic and unsystematic risks associated with investing in Walmart over a specified time horizon. Remember, high Walmart's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Walmart's market risk premium analysis include:
Beta
0.32
Alpha
0.17
Risk
0.85
Sharpe Ratio
0.25
Expected Return
0.21
Please note that although Walmart alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Walmart did 0.17  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Walmart stock's relative risk over its benchmark. Walmart has a beta of 0.32  . As returns on the market increase, Walmart's returns are expected to increase less than the market. However, during the bear market, the loss of holding Walmart is expected to be smaller as well. Price Book Value Ratio is likely to gain to 5.57 in 2024. Enterprise Value Multiple is likely to gain to 14.31 in 2024.

Walmart Quarterly Cash And Equivalents

13.89 Billion

Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the 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 its reference but still not compensate for the assumption of the risk.
  
Check out Walmart Backtesting, Walmart Valuation, Walmart Correlation, Walmart Hype Analysis, Walmart Volatility, Walmart History and analyze Walmart Performance.
For more information on how to buy Walmart Stock please use our How to Invest in Walmart guide.

Walmart Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Walmart market risk premium is the additional return an investor will receive from holding Walmart long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Walmart. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Walmart's performance over market.
α0.17   β0.32

Walmart expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Walmart's Buy-and-hold return. Our buy-and-hold chart shows how Walmart performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Walmart Market Price Analysis

Market price analysis indicators help investors to evaluate how Walmart stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Walmart shares will generate the highest return on investment. By understating and applying Walmart stock market price indicators, traders can identify Walmart position entry and exit signals to maximize returns.

Walmart Return and Market Media

The median price of Walmart for the period between Sat, Dec 30, 2023 and Fri, Mar 29, 2024 is 56.27 with a coefficient of variation of 5.54. The daily time series for the period is distributed with a sample standard deviation of 3.14, arithmetic mean of 56.7, and mean deviation of 2.77. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
       Timeline  
 
Walmart dividend paid on 2nd of January 2024
01/02/2024
1
Heres What We Like About Walmarts Upcoming Dividend
03/11/2024
2
Walmart Proved Its A Worthy Opponent To Both Amazon And Google
03/14/2024
3
Walmart makes its AI-powered route optimization logistics tech available to businesses
03/18/2024
4
SECs New T1 Settlement Rule to Revolutionize Trading by 2024
03/21/2024
5
Apples AI Awakening Is Googles Gemini the Spark AAPL Stock Needs
03/22/2024
6
Rising Interest Costs Squeeze Junk-Rated US Companies Amid Fed Rate Hikes
03/25/2024
7
Ready to Rock 3 Entertainment Stocks to Buy for the 2024 Concert Season
03/26/2024
8
Disposition of 2601 shares by David Chojnowski of Walmart at 165.59 subject to Rule 16b-3
03/27/2024

About Walmart Beta and Alpha

For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Walmart or other stocks. Alpha measures the amount that position in Walmart has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
 2021 2022 2023 2024 (projected)
Price Earnings Ratio28.5533.5628.6827.45
Short Term Coverage Ratios4.644.375.472.85

Walmart Upcoming Company Events

As portrayed in its financial statements, the presentation of Walmart's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Walmart's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Walmart's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Walmart. Please utilize our Beneish M Score to check the likelihood of Walmart's management manipulating its earnings.
20th of February 2024
Upcoming Quarterly Report
View
16th of May 2024
Next Financial Report
View
31st of January 2024
Next Fiscal Quarter End
View
20th of February 2024
Next Fiscal Year End
View
31st of October 2023
Last Quarter Report
View
31st of January 2023
Last Financial Announcement
View

Build Portfolio with Walmart

Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.

Build Diversified Portfolios

Align your risk with return expectations

Fix your portfolio
By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
When determining whether Walmart is a good investment, qualitative aspects like company management, corporate governance, and ethical practices play a significant role. A comparison with peer companies also provides context and helps to understand if Walmart Stock is undervalued or overvalued. This multi-faceted approach, blending both quantitative and qualitative analysis, forms a solid foundation for making an informed investment decision about Walmart Stock. Highlighted below are key reports to facilitate an investment decision about Walmart Stock:
Check out Walmart Backtesting, Walmart Valuation, Walmart Correlation, Walmart Hype Analysis, Walmart Volatility, Walmart History and analyze Walmart Performance.
For more information on how to buy Walmart Stock please use our How to Invest in Walmart guide.
You can also try the Crypto Correlations module to use cryptocurrency correlation module to diversify your cryptocurrency portfolio across multiple coins.

Complementary Tools for Walmart Stock analysis

When running Walmart's price analysis, check to measure Walmart'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 Walmart is operating at the current time. Most of Walmart's value examination focuses on studying past and present price action to predict the probability of Walmart's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Walmart's price. Additionally, you may evaluate how the addition of Walmart to your portfolios can decrease your overall portfolio volatility.
Insider Screener
Find insiders across different sectors to evaluate their impact on performance
AI Investment Finder
Use AI to screen and filter profitable investment opportunities
Latest Portfolios
Quick portfolio dashboard that showcases your latest portfolios
CEOs Directory
Screen CEOs from public companies around the world
Portfolio File Import
Quickly import all of your third-party portfolios from your local drive in csv format
Competition Analyzer
Analyze and compare many basic indicators for a group of related or unrelated entities
Bonds Directory
Find actively traded corporate debentures issued by US companies
Walmart 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.
A focus of Walmart technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Walmart trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...