Walmart (Germany) Market Value
| WMT Stock | EUR 84.83 3.80 4.29% |
| 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 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.
| 03/13/2024 |
| 03/08/2025 |
If you would invest 0.00 in Walmart on March 13, 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 360 days. Walmart is related to or competes with Eidesvik Offshore, Suntory Beverage, COFCO Joycome, Thai Beverage, BG Foods, and SWISS WATER. 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.
| Information Ratio | 0.0068 | |||
| Maximum Drawdown | 9.47 | |||
| Value At Risk | (3.50) | |||
| Potential Upside | 1.66 |
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 | (0.02) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | 0.1034 | |||
| Treynor Ratio | (0.29) |
Walmart Backtested Returns
Walmart shows Sharpe Ratio of -0.0305, which attests that the company had a -0.0305 % 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 Standard Deviation of 1.75, market risk adjusted performance of (0.28), and Mean Deviation of 1.21 to validate the risk estimate we provide. The firm maintains a market beta of 0.22, which attests to not very significant fluctuations relative to the market. 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 -0.0535%. 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 | 0.84 |
Very good predictability
Walmart has very good predictability. Overlapping area represents the amount of predictability between Walmart time series from 13th of March 2024 to 9th of September 2024 and 9th of September 2024 to 8th 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 0.84 indicates that around 84.0% of current Walmart price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.84 | |
| Spearman Rank Test | 0.86 | |
| Residual Average | 0.0 | |
| Price Variance | 80.4 |
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 |
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.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 information on how to trade Walmart Stock refer to our How to Trade Walmart Stock guide.You can also try the Equity Valuation module to check real value of public entities based on technical and fundamental data.
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.