Walmart Stock Beta

WMT Stock

USD 88.39 1.21 1.39%

Walmart fundamentals help investors to digest information that contributes to Walmart's financial success or failures. It also enables traders to predict the movement of Walmart Stock. The fundamental analysis module provides a way to measure Walmart's intrinsic value by examining its available economic and financial indicators, including the cash flow records, the balance sheet account changes, the income statement patterns, and various microeconomic indicators and financial ratios related to Walmart stock.

Short Long Term Debt Total Total Assets

This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools.

Walmart Company Beta Analysis

Walmart's Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of an equity instrument to the financial market in which this instrument is traded. For example, if Beta of equity is 2, it is expected to significantly outperform market when the market is going up and significantly underperform when the market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns over time.

Beta

Covariance

Variance

More About Beta | All Equity Analysis

Current Walmart Beta

0.52

Most of Walmart's fundamental indicators, such as Beta, are part of a valuation analysis module that helps investors searching for stocks that are currently trading at higher or lower prices than their real value. If the real value is higher than the market price, Walmart is considered to be undervalued, and we provide a buy recommendation. Otherwise, we render a sell signal.

Walmart Beta Driver Correlations

Understanding the fundamental principles of building solid financial models for Walmart is extremely important. It helps to project a fair market value of Walmart Stock properly, considering its historical fundamentals such as Beta. Since Walmart's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Walmart's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Walmart's interrelated accounts and indicators.

	Total Assets	Total Stockholder Equity	Net Debt	Retained Earnings	Net Receivables	Total Liab	Total Current Assets	Short Term Debt	Intangible Assets	Accounts Payable	Common Stock	Long Term Debt	Property Plant Equipment	Current Deferred Revenue	Good Will	Net Tangible Assets	Total Permanent Equity	Long Term Debt Total	Capital Surpluse	Deferred Long Term Liab	Accumulated Depreciation	Long Term Investments	Short Long Term Debt	Cash And Equivalents	Net Invested Capital	Net Working Capital	Capital Stock
Total Assets		0.95	0.91	0.95	0.73	0.83	0.97	0.49	0.17	0.97	-0.01	0.72	0.89	0.06	0.75	0.0	0.01	0.35	0.16	0.85	-0.66	0.49	-0.01	0.36	0.06	0.4	0.15
Total Stockholder Equity	0.95		0.86	0.98	0.7	0.75	0.91	0.56	0.42	0.89	0.02	0.74	0.94	0.15	0.54	0.06	-0.18	0.37	-0.05	0.69	-0.54	0.3	-0.03	0.18	-0.06	0.23	0.1
Net Debt	0.91	0.86		0.84	0.64	0.76	0.79	0.64	0.24	0.84	0.11	0.84	0.82	0.23	0.74	0.0	-0.11	0.48	0.04	0.73	-0.51	0.35	0.13	0.14	0.06	0.16	0.09
Retained Earnings	0.95	0.98	0.84		0.65	0.74	0.9	0.46	0.34	0.9	-0.06	0.69	0.91	0.04	0.56	0.09	-0.08	0.36	-0.09	0.72	-0.63	0.35	-0.02	0.2	-0.05	0.25	0.09
Net Receivables	0.73	0.7	0.64	0.65		0.92	0.73	0.39	0.01	0.75	-0.06	0.59	0.82	-0.02	0.63	-0.16	0.13	-0.08	0.33	0.79	-0.62	0.41	-0.18	0.4	0.47	0.29	0.37
Total Liab	0.83	0.75	0.76	0.74	0.92		0.82	0.37	-0.09	0.84	-0.08	0.67	0.8	-0.1	0.8	-0.23	0.27	0.07	0.26	0.89	-0.79	0.58	-0.08	0.54	0.54	0.45	0.26
Total Current Assets	0.97	0.91	0.79	0.9	0.73	0.82		0.38	0.08	0.94	-0.07	0.64	0.83	0.01	0.73	-0.05	0.05	0.28	0.23	0.86	-0.66	0.51	-0.14	0.53	0.1	0.57	0.15
Short Term Debt	0.49	0.56	0.64	0.46	0.39	0.37	0.38		0.57	0.38	-0.02	0.55	0.57	0.41	0.23	-0.02	-0.44	0.29	-0.24	0.16	-0.08	0.03	0.4	-0.23	-0.15	-0.2	-0.12
Intangible Assets	0.17	0.42	0.24	0.34	0.01	-0.09	0.08	0.57		0.01	0.37	0.36	0.39	0.61	-0.42	0.2	-0.78	0.36	-0.61	-0.32	0.38	-0.53	0.12	-0.58	-0.58	-0.5	-0.28
Accounts Payable	0.97	0.89	0.84	0.9	0.75	0.84	0.94	0.38	0.01		-0.08	0.57	0.85	-0.09	0.79	-0.01	0.21	0.18	0.3	0.91	-0.75	0.64	0.04	0.4	0.11	0.43	0.24
Common Stock	-0.01	0.02	0.11	-0.06	-0.06	-0.08	-0.07	-0.02	0.37	-0.08		0.3	0.05	0.67	-0.08	-0.18	-0.4	0.35	0.04	-0.15	0.45	-0.28	0.01	-0.19	-0.19	-0.17	-0.09
Long Term Debt	0.72	0.74	0.84	0.69	0.59	0.67	0.64	0.55	0.36	0.57	0.3		0.71	0.4	0.56	-0.29	-0.33	0.7	-0.21	0.51	-0.32	-0.01	-0.05	0.12	0.19	0.14	-0.04
Property Plant Equipment	0.89	0.94	0.82	0.91	0.82	0.8	0.83	0.57	0.39	0.85	0.05	0.71		0.16	0.51	0.02	-0.15	0.21	0.06	0.71	-0.5	0.28	-0.03	0.1	0.05	0.09	0.32
Current Deferred Revenue	0.06	0.15	0.23	0.04	-0.02	-0.1	0.01	0.41	0.61	-0.09	0.67	0.4	0.16		-0.18	-0.04	-0.66	0.46	-0.24	-0.23	0.5	-0.48	-0.02	-0.31	-0.38	-0.26	-0.22
Good Will	0.75	0.54	0.74	0.56	0.63	0.8	0.73	0.23	-0.42	0.79	-0.08	0.56	0.51	-0.18		-0.34	0.42	0.25	0.47	0.9	-0.74	0.69	0.06	0.6	0.47	0.6	0.2
Net Tangible Assets	0.0	0.06	0.0	0.09	-0.16	-0.23	-0.05	-0.02	0.2	-0.01	-0.18	-0.29	0.02	-0.04	-0.34		-0.21	-0.33	-0.03	-0.12	0.16	-0.07	-0.13	-0.34	-0.55	-0.37	0.02
Total Permanent Equity	0.01	-0.18	-0.11	-0.08	0.13	0.27	0.05	-0.44	-0.78	0.21	-0.4	-0.33	-0.15	-0.66	0.42	-0.21		-0.46	0.47	0.44	-0.63	0.73	0.14	0.5	0.57	0.42	0.3
Long Term Debt Total	0.35	0.37	0.48	0.36	-0.08	0.07	0.28	0.29	0.36	0.18	0.35	0.7	0.21	0.46	0.25	-0.33	-0.46		-0.46	0.05	0.03	-0.31	0.06	-0.12	-0.24	0.05	-0.45
Capital Surpluse	0.16	-0.05	0.04	-0.09	0.33	0.26	0.23	-0.24	-0.61	0.3	0.04	-0.21	0.06	-0.24	0.47	-0.03	0.47	-0.46		0.51	-0.15	0.53	-0.16	0.48	0.28	0.4	0.55
Deferred Long Term Liab	0.85	0.69	0.73	0.72	0.79	0.89	0.86	0.16	-0.32	0.91	-0.15	0.51	0.71	-0.23	0.9	-0.12	0.44	0.05	0.51		-0.8	0.72	-0.09	0.6	0.43	0.56	0.42
Accumulated Depreciation	-0.66	-0.54	-0.51	-0.63	-0.62	-0.79	-0.66	-0.08	0.38	-0.75	0.45	-0.32	-0.5	0.5	-0.74	0.16	-0.63	0.03	-0.15	-0.8		-0.77	-0.09	-0.55	-0.49	-0.52	-0.1
Long Term Investments	0.49	0.3	0.35	0.35	0.41	0.58	0.51	0.03	-0.53	0.64	-0.28	-0.01	0.28	-0.48	0.69	-0.07	0.73	-0.31	0.53	0.72	-0.77		0.34	0.58	0.42	0.54	0.32
Short Long Term Debt	-0.01	-0.03	0.13	-0.02	-0.18	-0.08	-0.14	0.4	0.12	0.04	0.01	-0.05	-0.03	-0.02	0.06	-0.13	0.14	0.06	-0.16	-0.09	-0.09	0.34		-0.38	-0.12	-0.32	-0.1
Cash And Equivalents	0.36	0.18	0.14	0.2	0.4	0.54	0.53	-0.23	-0.58	0.4	-0.19	0.12	0.1	-0.31	0.6	-0.34	0.5	-0.12	0.48	0.6	-0.55	0.58	-0.38		0.62	0.96	0.13
Net Invested Capital	0.06	-0.06	0.06	-0.05	0.47	0.54	0.1	-0.15	-0.58	0.11	-0.19	0.19	0.05	-0.38	0.47	-0.55	0.57	-0.24	0.28	0.43	-0.49	0.42	-0.12	0.62		0.45	0.38
Net Working Capital	0.4	0.23	0.16	0.25	0.29	0.45	0.57	-0.2	-0.5	0.43	-0.17	0.14	0.09	-0.26	0.6	-0.37	0.42	0.05	0.4	0.56	-0.52	0.54	-0.32	0.96	0.45		0.0
Capital Stock	0.15	0.1	0.09	0.09	0.37	0.26	0.15	-0.12	-0.28	0.24	-0.09	-0.04	0.32	-0.22	0.2	0.02	0.3	-0.45	0.55	0.42	-0.1	0.32	-0.1	0.13	0.38	0.0

Click cells to compare fundamentals

In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.

Competition

Predict Walmart

In accordance with the recently published financial statements, Walmart has a Beta of 0.516. This is 58.05% lower than that of the Consumer Staples Distribution & Retail sector and 43.91% lower than that of the Consumer Staples industry. The beta for all United States stocks is notably lower than that of the firm.

Walmart Beta Peer Comparison

Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Walmart's direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the stocks which would be a good addition to a portfolio. Peer analysis of Walmart could also be used in its relative valuation, which is a method of valuing Walmart by comparing valuation metrics of similar companies.

Walmart is currently under evaluation in beta category among its peers.

Walmart Current Valuation Drivers

We derive many important indicators used in calculating different scores of Walmart from analyzing Walmart's financial statements. These drivers represent accounts that assess Walmart's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Walmart's important valuation drivers and their relationship over time.

	2019	2020	2021	2022	2023	2024 (projected)
Market Cap	326.3B	394.2B	390.3B	391.9B	444.9B	467.1B
Enterprise Value	389.2B	439.8B	432.9B	442.0B	496.3B	521.2B

Walmart ESG Sustainability

Some studies have found that companies with high sustainability scores are getting higher valuations than competitors with lower social-engagement activities. While most ESG disclosures are voluntary and do not directly affect the long term financial condition, Walmart's sustainability indicators can be used to identify proper investment strategies using environmental, social, and governance scores that are crucial to Walmart's managers, analysts, and investors.

Environmental

Governance

Social

Walmart Institutional Holders

Institutional Holdings refers to the ownership stake in Walmart that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Walmart's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Walmart's value.

		Shares
Franklin Resources Inc	2024-06-30	40 M
State Farm Mutual Automobile Ins Co	2024-09-30	39.2 M
Legal & General Group Plc	2024-06-30	36.3 M
Ameriprise Financial Inc	2024-06-30	33.7 M
Jpmorgan Chase & Co	2024-06-30	33.6 M
Charles Schwab Investment Management Inc	2024-09-30	31.2 M
Nuveen Asset Management, Llc	2024-06-30	29.6 M
Bank Of New York Mellon Corp	2024-06-30	28.7 M
Amvescap Plc.	2024-06-30	27 M
Vanguard Group Inc	2024-09-30	420.7 M
Blackrock Inc	2024-06-30	296.9 M

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 Fundamentals

	Return On Equity	0.19
	Return On Asset	0.0695
	Profit Margin	0.02 %
	Operating Margin	0.05 %
	Current Valuation	752.47 B
	Shares Outstanding	8.04 B
	Shares Owned By Insiders	46.38 %
	Shares Owned By Institutions	35.56 %
	Number Of Shares Shorted	31.7 M
	Price To Earning	47.07 X
	Price To Book	7.95 X
	Price To Sales	1.05 X
	Revenue	648.12 B
	Gross Profit	147.57 B
	EBITDA	38.87 B
	Net Income	15.51 B
	Cash And Equivalents	8.88 B
	Cash Per Share	4.27 X
	Total Debt	60.44 B
	Debt To Equity	0.81 %
	Current Ratio	0.87 X
	Book Value Per Share	10.41 X
	Cash Flow From Operations	35.73 B
	Short Ratio	2.59 X
	Earnings Per Share	2.42 X
	Price To Earnings To Growth	3.10 X
	Target Price	94.47
	Number Of Employees	2.1 M
	Beta	0.52
	Market Capitalization	700.77 B
	Total Asset	252.4 B
	Retained Earnings	89.81 B
	Working Capital	(15.54 B)
	Current Asset	60.24 B
	Current Liabilities	64.62 B
	Annual Yield	0.01 %
	Five Year Return	1.82 %
	Net Asset	252.4 B

About Walmart Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Walmart's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Walmart using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Walmart based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.

Please read more on our fundamental analysis page.

Thematic Opportunities

Explore Investment Opportunities

Build portfolios using Macroaxis predefined set of investing ideas. Many of Macroaxis investing ideas can easily outperform a given market. Ideas can also be optimized per your risk profile before portfolio origination is invoked. Macroaxis thematic optimization helps investors identify companies most likely to benefit from changes or shifts in various micro-economic or local macro-level trends. Originating optimal thematic portfolios involves aligning investors' personal views, ideas, and beliefs with their actual investments.

Explore Investing Ideas

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.

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2024 Macroaxis LLC