WALMART INC 3625 Market Value
| 931142DW0 | 116.41 38.55 49.51% |
| 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 bond 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.
| 02/29/2024 |
| 11/25/2024 |
If you would invest 0.00 in WALMART on February 29, 2024 and sell it all today you would earn a total of 0.00 from holding WALMART INC 3625 or generate 0.0% return on investment in WALMART over 270 days. WALMART is related to or competes with Coca Cola, JPMorgan Chase, Dupont De, Alcoa Corp, Boeing, Microsoft, and Procter Gamble. 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 bond 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 INC 3625 upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 2.35 | |||
| Information Ratio | 0.1117 | |||
| Maximum Drawdown | 19.61 | |||
| Value At Risk | (2.54) | |||
| Potential Upside | 7.95 |
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 | 0.1145 | |||
| Jensen Alpha | 0.5869 | |||
| Total Risk Alpha | (0.10) | |||
| Sortino Ratio | 0.2343 | |||
| Treynor Ratio | 0.9693 |
WALMART INC 3625 Backtested Returns
WALMART appears to be very steady, given 3 months investment horizon. WALMART INC 3625 shows Sharpe Ratio of 0.0383, which attests that the bond had a 0.0383% return per unit of standard deviation over the last 3 months. We have found twenty-eight technical indicators for WALMART INC 3625, which you can use to evaluate the volatility of the entity. Please utilize WALMART's Mean Deviation of 2.07, downside deviation of 2.35, and Risk Adjusted Performance of 0.1145 to validate if our risk estimates are consistent with your expectations. The entity maintains a market beta of 0.69, 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.
Auto-correlation | -0.34 |
Poor reverse predictability
WALMART INC 3625 has poor reverse predictability. Overlapping area represents the amount of predictability between WALMART time series from 29th of February 2024 to 13th of July 2024 and 13th of July 2024 to 25th 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 WALMART INC 3625 price movement. The serial correlation of -0.34 indicates that nearly 34.0% of current WALMART price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.34 | |
| Spearman Rank Test | -0.08 | |
| Residual Average | 0.0 | |
| Price Variance | 21.0 |
WALMART INC 3625 lagged returns against current returns
Autocorrelation, which is WALMART bond'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 bond 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 bond 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 bond is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if WALMART bond is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in WALMART bond 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 bond 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 bond current value and its past values and can show if there is a momentum factor associated with investing in WALMART INC 3625.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in WALMART Bond
WALMART financial ratios help investors to determine whether WALMART Bond 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 WALMART with respect to the benefits of owning WALMART security.