Walmart Stock Market Value
| WMT Stock | USD 59.09 1.05 1.75% |
| Symbol | Walmart |
Walmart Price To Book Ratio
Is Walmart's industry 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 Walmart. If investors know Walmart 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 Walmart 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 (0.12) | Dividend Share 0.76 | Earnings Share 1.91 | Revenue Per Share 80.243 | Quarterly Revenue Growth 0.057 |
The market value of Walmart is measured differently than its book value, which is the value of Walmart that is recorded on the company's balance sheet. Investors also form their own opinion of Walmart's value that differs from its market value or its book value, called intrinsic value, which is Walmart's 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 Walmart's market value can be influenced by many factors that don't directly affect Walmart's 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 Walmart's value and its price as these two are different measures arrived at by different means. Investors typically determine if Walmart is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Walmart's 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.
Walmart '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 Walmart's 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 Walmart.
| 01/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Walmart on January 25, 2024 and sell it all today you would earn a total of 0.00 from holding Walmart or generate 0.0% return on investment in Walmart over 90 days. Walmart is related to or competes with Big Lots, Thrivent High, Morningstar Unconstrained, Via Renewables, T Rowe, and 70082LAB3. Walmart Inc. engages in the operation of retail, wholesale, and other units worldwide More
Walmart 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 Walmart's 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 Walmart upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7123 | |||
| Information Ratio | 0.0849 | |||
| Maximum Drawdown | 4.93 | |||
| Value At Risk | (1.23) | |||
| Potential Upside | 1.46 |
Walmart Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Walmart's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Walmart's standard deviation. In reality, there are many statistical measures that can use Walmart historical prices to predict the future Walmart's volatility.| Risk Adjusted Performance | 0.1206 | |||
| Jensen Alpha | 0.1268 | |||
| Total Risk Alpha | 0.0426 | |||
| Sortino Ratio | 0.0997 | |||
| Treynor Ratio | 0.5072 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Walmart's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Walmart Backtested Returns
We consider Walmart very steady. Walmart shows Sharpe Ratio of 0.17, which attests that the company had a 0.17% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Walmart, which you can use to evaluate the volatility of the company. Please check out Walmart's Mean Deviation of 0.625, market risk adjusted performance of 0.5172, and Downside Deviation of 0.7123 to validate if the risk estimate we provide is consistent with the expected return of 0.15%. Walmart has a performance score of 13 on a scale of 0 to 100. The firm maintains a market beta of 0.3, which attests to not very significant fluctuations relative to the market. 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. Walmart right now maintains a risk of 0.85%. Please check out Walmart value at risk, as well as the relationship between the kurtosis and price action indicator , to decide if Walmart will be following its historical returns.
Auto-correlation | -0.63 |
Very good reverse predictability
Walmart has very good reverse predictability. Overlapping area represents the amount of predictability between Walmart time series from 25th of January 2024 to 10th of March 2024 and 10th of March 2024 to 24th of April 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 Walmart price movement. The serial correlation of -0.63 indicates that roughly 63.0% of current Walmart price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.63 | |
| Spearman Rank Test | -0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 0.42 |
Walmart lagged returns against current returns
Autocorrelation, which is Walmart 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 Walmart's stock expected returns. We can calculate the autocorrelation of Walmart returns to help us make a trade decision. For example, suppose you find that Walmart 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 |
| Timeline |
Walmart 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 Walmart stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Walmart stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Walmart stock over time.
Current vs Lagged Prices |
| Timeline |
Walmart Lagged Returns
When evaluating Walmart's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Walmart stock have on its future price. Walmart 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, Walmart autocorrelation shows the relationship between Walmart stock current value and its past values and can show if there is a momentum factor associated with investing in Walmart.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.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 Correlation, Walmart Volatility and Walmart Alpha and Beta module to complement your research on Walmart. For more information on how to buy Walmart Stock please use our How to Invest in Walmart guide.You can also try the Portfolio Manager module to state of the art Portfolio Manager to monitor and improve performance of your invested capital.
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.
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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.