WALMART INC 4 Alpha and Beta Analysis
| 931142DG5 | 98.74 12.84 14.95% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as WALMART INC 4. It also helps investors analyze the systematic and unsystematic risks associated with investing in WALMART over a specified time horizon. Remember, high WALMART's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to WALMART's market risk premium analysis include:
Beta 0.8 | Alpha 0.14 | Risk 2.34 | Sharpe Ratio 0.14 | Expected Return 0.32 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
WALMART |
WALMART Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. WALMART market risk premium is the additional return an investor will receive from holding WALMART long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in WALMART. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate WALMART's performance over market.| α | 0.14 | β | 0.80 |
WALMART Market Price Analysis
Market price analysis indicators help investors to evaluate how WALMART bond reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading WALMART shares will generate the highest return on investment. By understating and applying WALMART bond market price indicators, traders can identify WALMART position entry and exit signals to maximize returns.
WALMART Return and Market Media
The median price of WALMART for the period between Mon, Feb 19, 2024 and Sun, May 19, 2024 is 86.82 with a coefficient of variation of 2.83. The daily time series for the period is distributed with a sample standard deviation of 2.45, arithmetic mean of 86.8, and mean deviation of 1.56. The Bond did not receive any noticable media coverage during the period. Price Growth (%) |
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About WALMART Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including WALMART or other bonds. Alpha measures the amount that position in WALMART INC 4 has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards WALMART in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, WALMART's short interest history, or implied volatility extrapolated from WALMART options trading.
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Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
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Check out WALMART Backtesting, Portfolio Optimization, WALMART Correlation, WALMART Hype Analysis, WALMART Volatility, WALMART History and analyze WALMART Performance. For information on how to trade WALMART Bond refer to our How to Trade WALMART Bond guide.You can also try the Idea Optimizer module to use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio .
WALMART technical bond 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, bond market cycles, or different charting patterns.