Wal-Mart (Germany) Market Value
| 4GNB Stock | EUR 2.46 0.06 2.38% |
| 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.
| 11/06/2023 |
| 11/30/2024 |
If you would invest 0.00 in Wal-Mart on November 6, 2023 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 390 days. Wal-Mart is related to or competes with Renesas Electronics, Meiko Electronics, UET United, Eastman Chemical, KIMBALL ELECTRONICS, SHIN-ETSU CHEMICAL, and Nucletron Electronic. 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.
| Downside Deviation | 2.7 | |||
| Information Ratio | 0.145 | |||
| Maximum Drawdown | 82.19 | |||
| Value At Risk | (4.17) | |||
| Potential Upside | 4.84 |
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 | 0.1285 | |||
| Jensen Alpha | 1.92 | |||
| Total Risk Alpha | (0.15) | |||
| Sortino Ratio | 0.6913 | |||
| Treynor Ratio | 3.33 |
Wal Mart de Backtested Returns
Wal-Mart is extremely dangerous given 3 months investment horizon. Wal Mart de shows Sharpe Ratio of 0.15, which attests that the company had a 0.15% return per unit of risk over the last 3 months. We were able to interpolate thirty different technical indicators, which can help you to evaluate if expected returns of 1.99% are justified by taking the suggested risk. Use Wal Mart de Mxico Mean Deviation of 4.86, market risk adjusted performance of 3.34, and Downside Deviation of 2.7 to evaluate company specific risk that cannot be diversified away. Wal-Mart holds a performance score of 12 on a scale of zero to a hundred. The firm maintains a market beta of 0.6, which attests to possible diversification benefits within a given portfolio. As returns on the market increase, Wal-Mart's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wal-Mart is expected to be smaller as well. Use Wal Mart de Mxico semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to analyze future returns on Wal Mart de Mxico.
Auto-correlation | 0.01 |
Virtually no predictability
Wal Mart de Mxico has virtually no predictability. Overlapping area represents the amount of predictability between Wal-Mart time series from 6th of November 2023 to 19th of May 2024 and 19th of May 2024 to 30th of November 2024. 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 0.01 indicates that just 1.0% of current Wal-Mart price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.01 | |
| Spearman Rank Test | -0.34 | |
| Residual Average | 0.0 | |
| Price Variance | 0.18 |
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.