Walmart Cdr Stock Market Value
| WMT Stock | 50.20 0.28 0.55% |
| Symbol | Walmart |
Walmart CDR '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 CDR'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 CDR.
| 07/26/2025 |
| 01/22/2026 |
If you would invest 0.00 in Walmart CDR on July 26, 2025 and sell it all today you would earn a total of 0.00 from holding Walmart CDR or generate 0.0% return on investment in Walmart CDR over 180 days. Walmart CDR is related to or competes with NVIDIA CDR, Nvidia CDR, Alphabet CDR, Apple, Alphabet, Apple CDR, and Netflix. Walmart CDR is entity of Canada. It is traded as Stock on TO exchange. More
Walmart CDR 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 CDR'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 CDR upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.0 | |||
| Information Ratio | 0.0507 | |||
| Maximum Drawdown | 8.57 | |||
| Value At Risk | (1.55) | |||
| Potential Upside | 2.08 |
Walmart CDR Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Walmart CDR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Walmart CDR's standard deviation. In reality, there are many statistical measures that can use Walmart CDR historical prices to predict the future Walmart CDR's volatility.| Risk Adjusted Performance | 0.0967 | |||
| Jensen Alpha | 0.1681 | |||
| Total Risk Alpha | (0.01) | |||
| Sortino Ratio | 0.0698 | |||
| Treynor Ratio | (2.61) |
Walmart CDR Backtested Returns
As of now, Walmart Stock is very steady. Walmart CDR shows Sharpe Ratio of 0.13, which attests that the company had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Walmart CDR, which you can use to evaluate the volatility of the company. Please check out Walmart CDR's Mean Deviation of 1.01, market risk adjusted performance of (2.60), and Downside Deviation of 1.0 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. Walmart CDR has a performance score of 10 on a scale of 0 to 100. The firm maintains a market beta of -0.0623, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Walmart CDR are expected to decrease at a much lower rate. During the bear market, Walmart CDR is likely to outperform the market. Walmart CDR right now maintains a risk of 1.41%. Please check out Walmart CDR treynor ratio, kurtosis, period momentum indicator, as well as the relationship between the downside variance and day median price , to decide if Walmart CDR will be following its historical returns.
Auto-correlation | 0.66 |
Good predictability
Walmart CDR has good predictability. Overlapping area represents the amount of predictability between Walmart CDR time series from 26th of July 2025 to 24th of October 2025 and 24th of October 2025 to 22nd of January 2026. 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 CDR price movement. The serial correlation of 0.66 indicates that around 66.0% of current Walmart CDR price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.66 | |
| Spearman Rank Test | 0.73 | |
| Residual Average | 0.0 | |
| Price Variance | 6.58 |
Walmart CDR lagged returns against current returns
Autocorrelation, which is Walmart CDR 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 CDR's stock expected returns. We can calculate the autocorrelation of Walmart CDR returns to help us make a trade decision. For example, suppose you find that Walmart CDR 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 CDR 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 CDR stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Walmart CDR stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Walmart CDR stock over time.
Current vs Lagged Prices |
| Timeline |
Walmart CDR Lagged Returns
When evaluating Walmart CDR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Walmart CDR stock have on its future price. Walmart CDR 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 CDR autocorrelation shows the relationship between Walmart CDR stock current value and its past values and can show if there is a momentum factor associated with investing in Walmart CDR.
Regressed Prices |
| Timeline |
Pair Trading with Walmart CDR
One of the main advantages of trading using pair correlations is that every trade hedges away some risk. Because there are two separate transactions required, even if Walmart CDR position performs unexpectedly, the other equity can make up some of the losses. Pair trading also minimizes risk from directional movements in the market. For example, if an entire industry or sector drops because of unexpected headlines, the short position in Walmart CDR will appreciate offsetting losses from the drop in the long position's value.Moving together with Walmart Stock
Moving against Walmart Stock
| 0.82 | NFLX | Netflix Inc CDR | PairCorr |
| 0.73 | MSFT | Microsoft Corp CDR | PairCorr |
| 0.73 | MSFT | Microsoft CDR Earnings Call This Week | PairCorr |
| 0.55 | NVDA | NVIDIA CDR | PairCorr |
| 0.55 | NVDA | Nvidia CDR | PairCorr |
The ability to find closely correlated positions to Walmart CDR could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Walmart CDR when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Walmart CDR - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Walmart CDR to buy it.
The correlation of Walmart CDR is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Walmart CDR moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Walmart CDR moves in either direction, the perfectly negatively correlated security will move in the opposite direction. If the correlation is 0, the equities are not correlated; they are entirely random. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.
Correlation analysis and pair trading evaluation for Walmart CDR can also be used as hedging techniques within a particular sector or industry or even over random equities to generate a better risk-adjusted return on your portfolios.Other Information on Investing in Walmart Stock
Walmart CDR financial ratios help investors to determine whether Walmart 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 Walmart with respect to the benefits of owning Walmart CDR security.