Walmart (Germany) Market Value
| WMT Stock | EUR 93.29 1.21 1.31% |
| Symbol | Walmart |
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.
| 01/30/2025 |
| 03/01/2025 |
If you would invest 0.00 in Walmart on January 30, 2025 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 30 days. Walmart is related to or competes with Nippon Steel, Harmony Gold, ANGANG STEEL, Calibre Mining, and Ringmetall. 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 | 1.93 | |||
| Information Ratio | 0.1196 | |||
| Maximum Drawdown | 9.41 | |||
| Value At Risk | (2.26) | |||
| Potential Upside | 2.46 |
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 | 0.087 | |||
| Jensen Alpha | 0.1663 | |||
| Total Risk Alpha | 0.2077 | |||
| Sortino Ratio | 0.0949 | |||
| Treynor Ratio | 0.5803 |
Walmart Backtested Returns
At this point, Walmart is very steady. Walmart shows Sharpe Ratio of 0.0762, which attests that the company had a 0.0762 % return per unit of risk over the last 3 months. We have found thirty technical indicators for Walmart, which you can use to evaluate the volatility of the company. Please check out Walmart's Mean Deviation of 1.11, downside deviation of 1.93, and Market Risk Adjusted Performance of 0.5903 to validate if the risk estimate we provide is consistent with the expected return of 0.11%. Walmart has a performance score of 6 on a scale of 0 to 100. The firm maintains a market beta of 0.28, 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 1.51%. Please check out Walmart value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Walmart will be following its historical returns.
Auto-correlation | -0.8 |
Almost perfect reverse predictability
Walmart has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Walmart time series from 30th of January 2025 to 14th of February 2025 and 14th of February 2025 to 1st 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 Walmart price movement. The serial correlation of -0.8 indicates that around 80.0% of current Walmart price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 14.01 |
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 |
Currently Active Assets on Macroaxis
Additional Information and Resources on Investing in Walmart Stock
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 detail on how to invest in Walmart Stock please use our How to Invest in Walmart guide.You can also try the Portfolio Holdings module to check your current holdings and cash postion to detemine if your portfolio needs rebalancing.
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.