Walmart (Germany) Market Value

WMT Stock  EUR 78.37  0.34  0.44%   
Walmart's market value is the price at which a share of Walmart trades on a public exchange. It measures the collective expectations of Walmart investors about its performance. Walmart is trading at 78.37 as of the 17th of March 2025. This is a 0.44 percent increase since the beginning of the trading day. The stock's lowest day price was 77.76.
With this module, you can estimate the performance of a buy and hold strategy of Walmart and determine expected loss or profit from investing in Walmart over a given investment horizon. 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.
Symbol

Please note, there is a significant difference between Walmart's value and its price as these two are different measures arrived at by different means. Investors typically determine if Walmart is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Walmart's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
0.00
12/17/2024
No Change 0.00  0.0 
In 2 months and 31 days
03/17/2025
0.00
If you would invest  0.00  in Walmart on December 17, 2024 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 90 days. Walmart is related to or competes with G-III APPAREL, ARISTOCRAT LEISURE, Microchip Technology, and Computer. 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.

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.
Hype
Prediction
LowEstimatedHigh
76.6878.3780.06
Details
Intrinsic
Valuation
LowRealHigh
70.5383.7685.45
Details
Naive
Forecast
LowNextHigh
74.8976.5878.27
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
71.9184.1196.30
Details

Walmart Backtested Returns

Walmart shows Sharpe Ratio of -0.13, which attests that the company had a -0.13 % return per unit of risk over the last 3 months. Walmart exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Walmart's Mean Deviation of 1.27, market risk adjusted performance of (0.44), and Standard Deviation of 1.67 to validate the risk estimate we provide. The firm maintains a market beta of 0.47, which attests to possible diversification benefits within a given portfolio. 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. At this point, Walmart has a negative expected return of -0.23%. Please make sure to check out Walmart's maximum drawdown, kurtosis, day median price, as well as the relationship between the potential upside and daily balance of power , to decide if Walmart performance from the past will be repeated at some point in the near future.

Auto-correlation

    
  -0.77  

Almost perfect reverse predictability

Walmart has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Walmart time series from 17th of December 2024 to 31st of January 2025 and 31st of January 2025 to 17th 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 -0.77 indicates that around 77.0% of current Walmart price fluctuation can be explain by its past prices.
Correlation Coefficient-0.77
Spearman Rank Test-0.23
Residual Average0.0
Price Variance38.03

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.
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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.
A focus of Walmart technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Walmart trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...