Walmart (Germany) Performance
| WMT Stock | EUR 58.20 2.85 5.15% |
Walmart has a performance score of 12 on a scale of 0 to 100. The firm maintains a market beta of -0.33, which attests to possible diversification benefits within a given portfolio. 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. Walmart right now maintains a risk of 1.16%. Please check out Walmart value at risk, expected short fall, and the relationship between the treynor ratio and downside variance , to decide if Walmart will be following its historical returns.
Risk-Adjusted Performance
12 of 100
Weak | Strong |
Good
Compared to the overall equity markets, risk-adjusted returns on investments in Walmart are ranked lower than 12 (%) of all global equities and portfolios over the last 90 days. In spite of rather fragile basic indicators, Walmart may actually be approaching a critical reversion point that can send shares even higher in June 2024. ...more
| Begin Period Cash Flow | 14.8 B | |
| Free Cash Flow | 12.2 B |
Walmart |
Walmart Relative Risk vs. Return Landscape
If you would invest 5,211 in Walmart on February 17, 2024 and sell it today you would earn a total of 609.00 from holding Walmart or generate 11.69% return on investment over 90 days. Walmart is generating 0.1879% of daily returns assuming 1.1572% volatility of returns over the 90 days investment horizon. Simply put, 10% of all stocks have less volatile historical return distribution than Walmart, and 97% 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 stocks, such as Walmart, 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 = 0.1624
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | WMT | |||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns |
Estimated Market Risk
| 1.16 actual daily | 10 90% of assets are more volatile |
Expected Return
| 0.19 actual daily | 3 97% of assets have higher returns |
Risk-Adjusted Return
| 0.16 actual daily | 12 88% of assets perform better |
Based on monthly moving average Walmart is performing at about 12% 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.
Walmart Fundamentals Growth
Walmart Stock prices reflect investors' perceptions of the future prospects and financial health of Walmart, and Walmart fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Walmart Stock performance.
| Current Valuation | 426.31 B | |||
| Price To Book | 5.45 X | |||
| Price To Sales | 0.67 X | |||
| Revenue | 611.29 B | |||
| EBITDA | 30.09 B | |||
| Total Debt | 34.65 B | |||
| Cash Flow From Operations | 29.1 B | |||
| Total Asset | 243.46 B | |||
About Walmart Performance
To evaluate Walmart Stock as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Walmart generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Walmart Stock's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Walmart market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Walmart's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.Things to note about Walmart performance evaluation
Checking the ongoing alerts about Walmart for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Walmart help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.Evaluating Walmart's performance can involve analyzing a variety of financial metrics and factors. Some of the key considerations to evaluate Walmart's stock performance include:- Analyzing Walmart's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Walmart's stock is overvalued or undervalued compared to its peers.
- Examining Walmart's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Walmart's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Walmart's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Walmart's stock. These opinions can provide insight into Walmart's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Your Current Watchlist to better understand how to build diversified portfolios, which includes a position in Walmart. Also, note that the market value of any company could be tightly coupled with the direction of predictive economic indicators such as signals in board of governors. For information on how to trade Walmart Stock refer to our How to Trade Walmart Stock guide.You can also try the Bollinger Bands module to use Bollinger Bands indicator to analyze target price for a given investing horizon.
Complementary Tools for Walmart Stock analysis
When running Walmart's price analysis, check to measure Walmart's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Walmart is operating at the current time. Most of Walmart's value examination focuses on studying past and present price action to predict the probability of Walmart's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Walmart's price. Additionally, you may evaluate how the addition of Walmart to your portfolios can decrease your overall portfolio volatility.
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Portfolio Suggestion Get suggestions outside of your existing asset allocation including your own model portfolios | |
| Theme Ratings Determine theme ratings based on digital equity recommendations. Macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Portfolio File Import Quickly import all of your third-party portfolios from your local drive in csv format | |
| Stock Screener Find equities using a custom stock filter or screen asymmetry in trading patterns, price, volume, or investment outlook. | |
| Pattern Recognition Use different Pattern Recognition models to time the market across multiple global exchanges | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated | |
| Bond Analysis Evaluate and analyze corporate bonds as a potential investment for your portfolios. | |
| Cryptocurrency Center Build and monitor diversified portfolio of extremely risky digital assets and cryptocurrency | |
| Fundamentals Comparison Compare fundamentals across multiple equities to find investing opportunities | |
| AI Portfolio Architect Use AI to generate optimal portfolios and find profitable investment opportunities | |
| Bonds Directory Find actively traded corporate debentures issued by US companies | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios |