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Walmart Risk Analysis And Volatility

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

Earnings Report: May 21, 2020  

Macroaxis considers Walmart to be very steady. Walmart shows Sharpe Ratio of -0.028 which attests that the company had -0.028% of return per unit of risk over the last 3 months. Macroaxis philosophy towards determining risk of any stock is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Walmart exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to check out Walmart Market Risk Adjusted Performance of 0.6275 and Mean Deviation of 0.5716 to validate risk estimate we provide.
Interest Expense

90 Days Market Risk

Very steady

Chance of Distress

90 Days Economic Sensitivity

Moves indifferently to market moves

Walmart Market Sensitivity

As returns on market increase, returns on owning Walmart are expected to decrease at a much smaller rate. During bear market, Walmart is likely to outperform the market.
3 Months Beta |Analyze Walmart Demand Trend
Check current 30 days Walmart correlation with market (DOW)
β = -0.0366

Walmart Central Daily Price Deviation

Walmart Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Developed by Larry Williams, the Weighted Close is the average of Walmart high, low and close of a chart with the close values weighted twice. It can be used to smooth an indicator that normally takes only Walmart closing price as input. View also all equity analysis or get more info about weighted close price price transform indicator.

Walmart Projected Return Density Against Market

Considering 30-days investment horizon, Walmart has beta of -0.0366 . This means as returns on benchmark increase, returns on holding Walmart are expected to decrease at a much smaller rate. During bear market, however, Walmart is likely to outperform the market. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Walmart is significantly underperforming DOW.
 Predicted Return Density 
    
  Returns 
Considering 30-days investment horizon, the coefficient of variation of Walmart is -3576.18. The daily returns are destributed with a variance of 0.54 and standard deviation of 0.74. The mean deviation of Walmart is currently at 0.57. For similar time horizon, the selected benchmark (DOW) has volatility of 0.78
α
Alpha over DOW
=0.02
β
Beta against DOW=0.04
σ
Overall volatility
=0.74
Ir
Information ratio =0.13

Walmart Return Volatility

the firm has volatility of 0.7355% on return distribution over 30 days investment horizon. the entity inherits 0.8082% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
    
  Timeline 

Walmart Investment Opportunity

DOW has a standard deviation of returns of 0.81 and is 1.09 times more volatile than Walmart. of all equities and portfolios are less risky than Walmart. Compared to the overall equity markets, volatility of historical daily returns of Walmart is lower than 6 () of all global equities and portfolios over the last 30 days. Use Walmart to enhance returns of your portfolios. The stock experiences normal upward fluctuation. Check odds of Walmart to be traded at $123.78 in 30 days. . As returns on market increase, returns on owning Walmart are expected to decrease at a much smaller rate. During bear market, Walmart is likely to outperform the market.

Walmart correlation with market

correlation synergy
Good diversification
Overlapping area represents the amount of risk that can be diversified away by holding Walmart Inc and equity matching DJI index in the same portfolio.

Walmart Current Risk Indicators

Walmart Suggested Diversification Pairs

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