Walmart Common Stock Stock Market Value
| WMT Stock | USD 116.70 1.18 1.02% |
| Symbol | Walmart |
Walmart Common Stock Price To Book Ratio
Is Consumer Staples Distribution & Retail space 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 Common. 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 Common listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth 0.352 | Dividend Share 0.913 | Earnings Share 2.86 | Revenue Per Share | Quarterly Revenue Growth 0.058 |
The market value of Walmart Common Stock 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 Common's value that differs from its market value or its book value, called intrinsic value, which is Walmart Common'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 Common's market value can be influenced by many factors that don't directly affect Walmart Common'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 Common's value and its price as these two are different measures arrived at by different means. Investors typically determine if Walmart Common is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Walmart Common'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 Common '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 Common'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 Common.
| 11/14/2025 |
| 12/14/2025 |
If you would invest 0.00 in Walmart Common on November 14, 2025 and sell it all today you would earn a total of 0.00 from holding Walmart Common Stock or generate 0.0% return on investment in Walmart Common over 30 days. Walmart Common is related to or competes with Costco Wholesale, Ollies Bargain, Dollar General, Dollar Tree, PriceSmart, BJs Wholesale, and Target. Walmart Inc. engages in the operation of retail, wholesale, and other units worldwide More
Walmart Common 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 Common'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 Common Stock upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.01 | |||
| Information Ratio | 0.0918 | |||
| Maximum Drawdown | 8.12 | |||
| Value At Risk | (1.60) | |||
| Potential Upside | 2.07 |
Walmart Common Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Walmart Common's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Walmart Common's standard deviation. In reality, there are many statistical measures that can use Walmart Common historical prices to predict the future Walmart Common's volatility.| Risk Adjusted Performance | 0.1079 | |||
| Jensen Alpha | 0.193 | |||
| Total Risk Alpha | 0.0608 | |||
| Sortino Ratio | 0.1277 | |||
| Treynor Ratio | 3.16 |
Walmart Common Stock Backtested Returns
Currently, Walmart Common Stock is very steady. Walmart Common Stock shows Sharpe Ratio of 0.14, which attests that the company had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Walmart Common Stock, which you can use to evaluate the volatility of the company. Please check out Walmart Common's Mean Deviation of 0.9524, downside deviation of 1.01, and Market Risk Adjusted Performance of 3.17 to validate if the risk estimate we provide is consistent with the expected return of 0.19%. Walmart Common has a performance score of 10 on a scale of 0 to 100. The firm maintains a market beta of 0.0625, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Walmart Common's returns are expected to increase less than the market. However, during the bear market, the loss of holding Walmart Common is expected to be smaller as well. Walmart Common Stock right now maintains a risk of 1.42%. Please check out Walmart Common Stock value at risk, as well as the relationship between the kurtosis and market facilitation index , to decide if Walmart Common Stock will be following its historical returns.
Auto-correlation | 0.67 |
Good predictability
Walmart Common Stock has good predictability. Overlapping area represents the amount of predictability between Walmart Common time series from 14th of November 2025 to 29th of November 2025 and 29th of November 2025 to 14th of December 2025. 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 Common Stock price movement. The serial correlation of 0.67 indicates that around 67.0% of current Walmart Common price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.51 | |
| Residual Average | 0.0 | |
| Price Variance | 2.66 |
Walmart Common Stock lagged returns against current returns
Autocorrelation, which is Walmart Common 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 Common's stock expected returns. We can calculate the autocorrelation of Walmart Common returns to help us make a trade decision. For example, suppose you find that Walmart Common 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Walmart Common 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 Common stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Walmart Common stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Walmart Common stock over time.
Current vs Lagged Prices |
| Timeline |
Walmart Common Lagged Returns
When evaluating Walmart Common's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Walmart Common stock have on its future price. Walmart Common 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 Common autocorrelation shows the relationship between Walmart Common stock current value and its past values and can show if there is a momentum factor associated with investing in Walmart Common Stock.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for Walmart Stock Analysis
When running Walmart Common's price analysis, check to measure Walmart Common'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 Common is operating at the current time. Most of Walmart Common's value examination focuses on studying past and present price action to predict the probability of Walmart Common'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 Common's price. Additionally, you may evaluate how the addition of Walmart Common to your portfolios can decrease your overall portfolio volatility.