Walmart Stock Alpha and Beta Analysis
| WMT Stock | USD 104.04 0.00 0.00% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Walmart. It also helps investors analyze the systematic and unsystematic risks associated with investing in Walmart over a specified time horizon. Remember, high Walmart's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Walmart's market risk premium analysis include:
Beta 0.34 | Alpha 0.31 | Risk 1.11 | Sharpe Ratio 0.28 | Expected Return 0.31 |
Walmart Quarterly Cash And Equivalents |
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Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Walmart |
Walmart Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Walmart market risk premium is the additional return an investor will receive from holding Walmart long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Walmart. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Walmart's performance over market.| α | 0.31 | β | 0.34 |
Walmart expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Walmart's Buy-and-hold return. Our buy-and-hold chart shows how Walmart performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Walmart Market Price Analysis
Market price analysis indicators help investors to evaluate how Walmart stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Walmart shares will generate the highest return on investment. By understating and applying Walmart stock market price indicators, traders can identify Walmart position entry and exit signals to maximize returns.
Walmart Return and Market Media
The median price of Walmart for the period between Tue, Nov 19, 2024 and Mon, Feb 17, 2025 is 93.0 with a coefficient of variation of 5.59. The daily time series for the period is distributed with a sample standard deviation of 5.22, arithmetic mean of 93.33, and mean deviation of 3.9. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
| Walmart dividend paid on 13th of December 2024 | 12/13/2024 |
| Walmart dividend paid on 6th of January 2025 | 01/06/2025 |
1 | Congress Park Capital LLC Trims Holdings in Walmart Inc. | 01/17/2025 |
2 | Disposition of 29124 shares by C McMillon of Walmart at 92.6197 subject to Rule 16b-3 | 01/23/2025 |
3 | Disposition of 35508 shares by Daniel Bartlett of Walmart at 98.65 subject to Rule 16b-3 | 01/31/2025 |
4 | Walmart Advances While Market Declines Some Information for Investors | 02/03/2025 |
5 | Walmart office closure in Charlotte to impact 250 employees | 02/06/2025 |
6 | Walmart Inc. Shares Sold by Mainsail Financial Group LLC | 02/10/2025 |
7 | TreeHouse Foods Queued for Q4 Earnings Release Is a Beat Likely | 02/11/2025 |
8 | 3 Evergreen Retail Stocks to Buy Like Theres No Tomorrow | 02/12/2025 |
9 | Walmart Inc. Shares Acquired by Capital Advisors Inc. OK | 02/13/2025 |
10 | TreeHouse Foods Sees Strong EPS Beat Despite Challenging Year | 02/14/2025 |
About Walmart Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Walmart or other stocks. Alpha measures the amount that position in Walmart has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
| 2023 | 2024 | 2025 (projected) | Dividend Yield | 0.0138 | 0.0124 | 0.0108 | Price To Sales Ratio | 0.69 | 0.79 | 0.86 |
Walmart Upcoming Company Events
As portrayed in its financial statements, the presentation of Walmart's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Walmart's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Walmart's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Walmart. Please utilize our Beneish M Score to check the likelihood of Walmart's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 16th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 20th of February 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of January 2023 Last Financial Announcement | View |
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Additional Tools for Walmart Stock Analysis
When running Walmart's price analysis, check to measure Walmart's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Walmart is operating at the current time. Most of Walmart's value examination focuses on studying past and present price action to predict the probability of Walmart's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Walmart's price. Additionally, you may evaluate how the addition of Walmart to your portfolios can decrease your overall portfolio volatility.