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WMT    COST    TGT    DLTR    Benchmark  United States  NYSE  10,989   114.0176 Index Moved Up 1.0484%  


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WalMart Beta  

$82.53  1.18  1.45%     
Beta is one of the most important measures of equity market volatility. Beta can be thought of as asset elasticity or sensitivity to market. In other words, it is a number that shows the relationship of financial instrument to the financial market in which this instrument is traded. For example if Beta of equity is 2, it will be expected to significantly outperform market when market is going up and significantly underperform when market is going down. Similarly, Beta of 1 indicates that an asset and market will generate similar returns during over time.
WalMart 
Beta 
 = 
Covariance 
Variance 
 = 
0.29

About Beta

In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
Compare WalMart to competition

WalMart Beta Assessment

Value  
Benchmark  Embed   WalMart Comparables 
In accordance with recently published financial statements WalMart Stores Inc has Beta of 0.29. This is 172.5% lower than that of the Services sector, and 12.12% lower than that of Discount, Variety Stores industry, The Beta for all stocks is 107.14% lower than the firm.

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Found 10 equities

Beta

WMT NYQWalMart Stores Inc
0.29
COST NMSCostco Wholesale Corporation
0.79
TGT NYQTarget Corp
0.83
DLTR NMSDollar Tree Inc
0.83
FDO NYQFamily Dollar Stores Inc
0.23
BIG NYQBig Lots Inc
1.28
PSMT NMSPriceSmart Inc
1.87
ZU NMSzulily Inc
0.0
TUES NMSTuesday Morning Corporation
1.64
FRED NMSFreds Inc
1.21
You can backtest this sub-set of assets as a synthetic portfolio or check its risk adjusted returns  
WalMart is rated below average in beta category among related companies.
PSMT  
Benchmark  Embed   WalMart Comparables 
SymbolWMT
ISINUS9311421039
CUSIP931142103
NameWalMart Stores Inc
InstrumentUSA Stock
CurrencyUSD - US Dollar
ExchangeNew York Stock Exchange
 
As returns on market increase, WalMart returns are expected to increase less than the market. However during bear market, the loss on holding WalMart will be expected to be smaller as well.

Other WalMart Fundamentals

Return On Equity19.93 %
Return On Asset8.31 %
Profit Margin3.37 %
Operating Margin5.59 %
Current Valuation311.18 B
Shares Outstanding3.23 B
Shares Owned by Insiders51.24 %
Shares Owned by Institutions30.40 %
Number of Shares Shorted25.24 M
Price to Earning16.35 times
Price to Book3.32 times
Price to Sales0.56 times
Revenue485.65 B
Gross Profit118.22 B
EBITDA36.32 B
Net Income16.08 B
Cash and Equivalents9.14 B
Cash per Share2.83 times
Total Debt50.38 B
Debt to Equity0.59 times
Current Ratio0.97 times
Book Value Per Share25.20 times
Cash Flow from Operations28.56 B
Short Ratio3.20 times
One Year High90.97
One Year Low72.61
Earnings Per Share5.05 times
Price to Earnings To Growth3.61 times
Number of Employees2.2 M
Beta0.29
Market Capitalization266.77 B
Total Asset207.89 B
Retained Earnings80.81 B
Working Capital(5.72 B)
Current Asset65.84 B
Current Liabilities71.56 B
Z Score5.0