Walmart Stock Alpha and Beta Analysis


USD 153.22  0.15  0.1%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Walmart. 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.
Check out Walmart Backtesting, Walmart Valuation, Walmart Correlation, Walmart Hype Analysis, Walmart Volatility, Walmart History and analyze Walmart Performance.
Please note that although Walmart alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., NYSE Composite index.) So in this particular case, Walmart did 0.16  better than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of Walmart stock's relative risk over its benchmark. Walmart has a beta of 0.58  . 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.
Walmart Enterprise Value over EBIT is comparatively stable at the moment as compared to the past year. Walmart reported Enterprise Value over EBIT of 11.50 in 2021. Enterprise Value over EBITDA is likely to gain to 10.49 in 2022, whereas Enterprise Value is likely to drop slightly above 231 B in 2022.
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.

Enterprise Value

230.97 Billion

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.
α0.16   β0.58
90 days against NYA

Walmart expected buy-and-hold returns

Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Walmart's Buy-and-hold return. Our buy-and-hold chart shows how Walmart performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

Walmart Market Price Analysis

Market price analysis indicators help investors to evaluate how Walmart stock 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 stock 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 Sat, Sep 3, 2022 and Fri, Dec 2, 2022 is 135.74 with a coefficient of variation of 5.24. The daily time series for the period is distributed with a sample standard deviation of 7.24, arithmetic mean of 138.35, and mean deviation of 6.04. The Stock received substential amount of media coverage during this 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 stocks. Alpha measures the amount that position in Walmart 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.
 2019 2020 (projected)
Long Term Debt to Equity0.640.56
Interest Coverage8.5310.28

Walmart Upcoming Company Events

As portrayed in its financial statements, the presentation of Walmart's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Walmart's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Walmart's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Walmart. Please utilize our Beneish M Score to check the likelihood of Walmart's management manipulating its earnings.
Upcoming Quarterly Report17th of February 2022
Next Financial Report17th of May 2022
Next Fiscal Quarter End31st of January 2022
Next Fiscal Year End17th of February 2022
Last Quarter Report31st of October 2021
Last Financial Announcement31st of January 2021

Build Portfolio with Walmart

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.

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Check out Walmart Backtesting, Walmart Valuation, Walmart Correlation, Walmart Hype Analysis, Walmart Volatility, Walmart History and analyze Walmart Performance. You can also try Earnings Calls module to check upcoming earnings announcements updated hourly across public exchanges.

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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...