| WMT Stock | | | 88.19 0.83 0.95% |
Walmart total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for Walmart or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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Walmart has current Total Risk Alpha of 0.1726. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.1726 | |
| ER[a] | = | Expected return on investing in Walmart |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Walmart |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Walmart Total Risk Alpha Peers Comparison
Walmart Total Risk Alpha Relative To Other Indicators
Walmart is rated
second in total risk alpha category among its peers. It is rated
below average in maximum drawdown category among its peers reporting about
23.94 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Walmart is roughly
23.94 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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