Walmart Stock Market Value

WMT
 Stock
  

USD 133.11  2.16  1.65%   

Walmart's market value is the price at which a share of Walmart stock trades on a public exchange. It measures the collective expectations of Walmart investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of Walmart and determine expected loss or profit from investing in Walmart over a given investment horizon. Check out Walmart Correlation, Walmart Volatility and Walmart Alpha and Beta module to complement your research on Walmart.
Symbol


Is Walmart's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Walmart. If investors know Walmart will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Walmart listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
The market value of Walmart is measured differently than its book value, which is the value of Walmart that is recorded on the company's balance sheet. Investors also form their own opinion of Walmart's value that differs from its market value or its book value, called intrinsic value, which is Walmart's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Walmart's market value can be influenced by many factors that don't directly affect Walmart's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Walmart's value and its price as these two are different measures arrived at by different means. Investors typically determine Walmart value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Walmart's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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.
0.00
08/30/2022
No Change 0.00  0.0 
In 30 days
09/29/2022
0.00
If you would invest  0.00  in Walmart on August 30, 2022 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 30 days. Walmart is related to or competes with Amazon. Walmart Inc. engages in the operation of retail, wholesale, and other units worldwide 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.

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.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of Walmart's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy. Please use the tools below to analyze the current value of Walmart in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
131.45133.19134.93
Details
Intrinsic
Valuation
LowReal ValueHigh
119.80162.13163.87
Details
Naive
Forecast
LowNext ValueHigh
130.05131.79133.53
Details
19 Analysts
Consensus
LowTarget PriceHigh
153.00171.19190.00
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Walmart. Your research has to be compared to or analyzed against Walmart's peers to derive any actionable benefits. When done correctly, Walmart's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in Walmart.

Walmart Backtested Returns

We consider Walmart very steady. Walmart shows Sharpe Ratio of 0.0843, which attests that the company had 0.0843% of return per unit of risk over the last 3 months. Our standpoint towards determining the volatility of a stock is to use all available market data together with stock-specific technical indicators that cannot be diversified away. We have found twenty-eight technical indicators for Walmart, which you can use to evaluate the future volatility of the company. Please check out Walmart Downside Deviation of 2.07, market risk adjusted performance of 0.182, and Mean Deviation of 1.11 to validate if the risk estimate we provide is consistent with the expected return of 0.15%.
Walmart has a performance score of 6 on a scale of 0 to 100. The firm maintains a market beta of 0.6432, which attests to possible diversification benefits within a given portfolio. Let's try to break down what Walmart's beta means in this case. As returns on the market increase, Walmart returns are expected to increase less than the market. However, during the bear market, the loss on holding Walmart will be expected to be smaller as well. Although it is important to respect Walmart historical price patterns, it is better to be realistic regarding the information on the equity's current price history. The philosophy towards determining future performance of any stock is to evaluate the business as a whole together with its past performance, including all available fundamental and technical indicators. By examining Walmart technical indicators, you can presently evaluate if the expected return of 0.15% will be sustainable into the future. Walmart right now maintains a risk of 1.75%. Please check out Walmart value at risk, as well as the relationship between the kurtosis and market facilitation index to decide if Walmart will be following its historical returns.

Auto-correlation

    
  -0.63  

Very good reverse predictability

Walmart has very good reverse predictability. Overlapping area represents the amount of predictability between Walmart time series from 30th of August 2022 to 14th of September 2022 and 14th of September 2022 to 29th of September 2022. 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 -0.63 indicates that roughly 63.0% of current Walmart price fluctuation can be explain by its past prices.
Correlation Coefficient-0.63
Spearman Rank Test-0.57
Residual Average0.0
Price Variance2.27

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 stock 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 stock movement to match the lagging time series.
   Current and Lagged Values   
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       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   
Share
       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   
Share
       Timeline  

Be your own money manager

Our tools can tell you how much better you can do entering a position in Walmart without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.

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Check out Walmart Correlation, Walmart Volatility and Walmart Alpha and Beta module to complement your research on Walmart. You can also try Fund Screener module to find actively-traded funds from around the world traded on over 30 global exchanges.

Complementary Tools for analysis

When running Walmart 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 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.
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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.
A focus of Walmart technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Walmart trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...