Walmart Total Risk Alpha
| WMT Stock | | | EUR 106.36 0.04 0.04% |
This technical indicator view for Total Risk Alpha organizes signals for Walmart and comparable instruments. Coverage varies by data normalization and availability; see
Equity Screeners for broader screening context. Review
Your Current Watchlist to understand diversified portfolio construction. Such insight adds context to allocation decisions within a diversified portfolio. This suggests a position in Walmart within the portfolio mix. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as
signals in inflation.
Walmart has current Total Risk Alpha of 0.1807. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.1807 | |
| ER[a] | = | Expected return on investing in Walmart |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on Walmart |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
Walmart Total Risk Alpha Peers Comparison
Walmart Total Risk Alpha Relative To Other Indicators
Walmart is evaluated as
second in Total Risk Alpha in total risk alpha category among its top compatitors. It is currently under evaluation. in maximum drawdown category among its top compatitors reporting about
46.95 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for Walmart is roughly
46.95 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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