Wal-Mart (Germany) Market Value
| 4GNB Stock | EUR 2.40 0.04 1.64% |
| Symbol | Wal-Mart |
Wal-Mart '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 Wal-Mart'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 Wal-Mart.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Wal-Mart on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Wal Mart de Mxico or generate 0.0% return on investment in Wal-Mart over 90 days. Wal-Mart is related to or competes with CODERE ONLINE, BOS BETTER, CARSALES, DATA MODUL, China DatangRenewable, SALESFORCE INC, and Salesforce. Wal-Mart de Mxico, S.A.B. de C.V. owns and operates self-service stores in Mexico and Central America More
Wal-Mart 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 Wal-Mart'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 Wal Mart de Mxico upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 15.56 | |||
| Value At Risk | (5.04) | |||
| Potential Upside | 4.58 |
Wal-Mart Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wal-Mart's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wal-Mart's standard deviation. In reality, there are many statistical measures that can use Wal-Mart historical prices to predict the future Wal-Mart's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.27) | |||
| Total Risk Alpha | 0.1435 | |||
| Treynor Ratio | 0.8923 |
Wal Mart de Backtested Returns
Wal Mart de shows Sharpe Ratio of -0.0746, which attests that the company had a -0.0746 % return per unit of risk over the last 3 months. Wal Mart de exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Wal-Mart's Standard Deviation of 3.03, mean deviation of 2.37, and Market Risk Adjusted Performance of 0.9023 to validate the risk estimate we provide. The firm maintains a market beta of -0.26, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Wal-Mart are expected to decrease at a much lower rate. During the bear market, Wal-Mart is likely to outperform the market. At this point, Wal Mart de has a negative expected return of -0.23%. Please make sure to check out Wal-Mart's variance, jensen alpha, and the relationship between the standard deviation and information ratio , to decide if Wal Mart de performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.19 |
Insignificant reverse predictability
Wal Mart de Mxico has insignificant reverse predictability. Overlapping area represents the amount of predictability between Wal-Mart time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Wal Mart de price movement. The serial correlation of -0.19 indicates that over 19.0% of current Wal-Mart price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.19 | |
| Spearman Rank Test | 0.28 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Wal Mart de lagged returns against current returns
Autocorrelation, which is Wal-Mart 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 Wal-Mart's stock expected returns. We can calculate the autocorrelation of Wal-Mart returns to help us make a trade decision. For example, suppose you find that Wal-Mart 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 |
Wal-Mart 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 Wal-Mart stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wal-Mart stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wal-Mart stock over time.
Current vs Lagged Prices |
| Timeline |
Wal-Mart Lagged Returns
When evaluating Wal-Mart's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wal-Mart stock have on its future price. Wal-Mart 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, Wal-Mart autocorrelation shows the relationship between Wal-Mart stock current value and its past values and can show if there is a momentum factor associated with investing in Wal Mart de Mxico.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Wal-Mart Stock
Wal-Mart financial ratios help investors to determine whether Wal-Mart Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Wal-Mart with respect to the benefits of owning Wal-Mart security.