WALMART INC 395 Performance
| 931142EB5 | 101.20 11.65 13.01% |
The entity maintains a market beta of 0.88, which attests to possible diversification benefits within a given portfolio. WALMART returns are very sensitive to returns on the market. As the market goes up or down, WALMART is expected to follow.
Risk-Adjusted Performance
6 of 100
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Modest
Compared to the overall equity markets, risk-adjusted returns on investments in WALMART INC 395 are ranked lower than 6 (%) of all global equities and portfolios over the last 90 days. Despite somewhat uncertain basic indicators, WALMART may actually be approaching a critical reversion point that can send shares even higher in June 2024. ...more
WALMART |
WALMART Relative Risk vs. Return Landscape
If you would invest 9,214 in WALMART INC 395 on February 7, 2024 and sell it today you would earn a total of 906.00 from holding WALMART INC 395 or generate 9.83% return on investment over 90 days. WALMART INC 395 is generating 0.1709% of daily returns and assumes 1.917% volatility on return distribution over the 90 days horizon. Simply put, 16% of bonds are less volatile than WALMART, and 97% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
WALMART Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WALMART's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as WALMART INC 395, and traders can use it to determine the average amount a WALMART's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0891
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Estimated Market Risk
| 1.92 actual daily | 17 83% of assets are more volatile |
Expected Return
| 0.17 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.09 actual daily | 6 94% of assets perform better |
Based on monthly moving average WALMART is performing at about 6% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of WALMART by adding it to a well-diversified portfolio.
About WALMART Performance
To evaluate WALMART INC 5 Bond as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when WALMART generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare WALMART Bond's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand WALMART INC 5 market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents WALMART's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.