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WMT COST TGT DLTR 
Benchmark  United States  NYSE  11,046   36.629 Index Moved Up 0.33%  


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WalMart Beta

   
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

=
0.37
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

In accordance with recently published financial statements WalMart Stores Inc has Beta of 0.37. This is 192.5% lower than that of the Services sector, and 12.12% higher than that of Discount, Variety Stores industry, The Beta for all stocks is 164.29% lower than the firm.

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Found 10 equities

Beta

WMT NYQWalMart Stores Inc
0.37
COST NMSCostco Wholesale Corporation
0.43
TGT NYQTarget Corp
0.81
DLTR NMSDollar Tree Inc
0.32
FDO NYQFamily Dollar Stores Inc
0.46
ZU NMSzulily Inc
0.0
PSMT NMSPriceSmart Inc
1.09
BIG NYQBig Lots Inc
0.85
TUES NMSTuesday Morning Corporation
1.24
FRED NMSFreds Inc
1.27
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.

Fix Your Portfolios with WalMart

Fix your portfolio
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 when you add WalMart Stores Inc to your portfolio

WalMart Stores Inc Profile

WMT
WalMart Stores Inc
USA Stock
Currency: USD - US Dollar
Traded on New 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.
WalMart Stores Inc Small BetaWalMart Stores Beta Legend

Other WalMart Fundamentals

Return On Equity21.13 %
Return On Asset8.22 %
Profit Margin3.32 %
Operating Margin5.58 %
Current Valuation286.74 B
Shares Outstanding3.22 B
Shares Owned by Insiders51.17 %
Shares Owned by Institutions30.40 %
Number of Shares Shorted29.56 M
Price to Earning15.18 times
Price to Book3.25 times
Price to Sales0.50 times
Revenue477.18 B
Gross Profit118.22 B
EBITDA35.56 B
Net Income15.68 B
Cash and Equivalents6.01 B
Cash per Share1.87 times
Total Debt55.56 B
Debt to Equity0.71 times
Current Ratio0.88 times
Book Value Per Share22.63 times
Cash Flow from Operations24.3 B
Short Ratio6.00 times
One Year High81.37
One Year Low71.51
Earnings Per Share4.84 times
Price to Earnings To Growth1.75 times
Number of Employees2.2 M
Beta0.37
Market Capitalization237.06 B
Total Asset202.75 B
Retained Earnings73.37 B
Working Capital(8.26 B)
Current Asset59.69 B
Current Liabilities67.94 B
Z Score4.4
Probability Of Bankruptcy14.11 %


 

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