WALMART INC 4 Performance
| 931142DG5 | 85.90 1.21 1.43% |
The entity maintains a market beta of -0.19, which attests to not very significant fluctuations relative to the market. As returns on the market increase, returns on owning WALMART are expected to decrease at a much lower rate. During the bear market, WALMART is likely to outperform the market.
Risk-Adjusted Performance
Weak
Weak | Strong |
Compared to the overall equity markets, risk-adjusted returns on investments in WALMART INC 4 are ranked lower than 1 (%) of all global equities and portfolios over the last 90 days. Despite somewhat strong basic indicators, WALMART is not utilizing all of its potentials. The latest stock price disturbance, may contribute to short-term losses for the investors. ...more
| Yield To Maturity | 5.577 |
WALMART |
WALMART Relative Risk vs. Return Landscape
If you would invest 8,550 in WALMART INC 4 on November 18, 2024 and sell it today you would earn a total of 40.00 from holding WALMART INC 4 or generate 0.47% return on investment over 90 days. WALMART INC 4 is generating 0.0154% of daily returns and assumes 0.9629% volatility on return distribution over the 90 days horizon. Simply put, 8% of bonds are less volatile than WALMART, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
WALMART Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for WALMART's investment risk. Standard deviation is the most common way to measure market volatility of bonds, such as WALMART INC 4, and traders can use it to determine the average amount a WALMART's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.016
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| Negative Returns | 931142DG5 |
Estimated Market Risk
| 0.96 actual daily | 8 92% of assets are more volatile |
Expected Return
| 0.02 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| 0.02 actual daily | 1 99% of assets perform better |
Based on monthly moving average WALMART is performing at about 1% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of WALMART by adding it to a well-diversified portfolio.
About WALMART Performance
By analyzing WALMART's fundamental ratios, stakeholders can gain valuable insights into WALMART's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if WALMART has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if WALMART has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.