WalMart Stores Beta

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Beta Analysis

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 Stores 
Beta 
 = 
Covariance 
Variance 
 = 
0.03

Distress Driver Correlations

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 to competition

WalMart Stores Beta Assessment

Margin

WalMart Stores Margin Growth Rates

Operating Margin

EBITDA Margin

Gross Margin

In accordance with recently published financial statements WalMart Stores Inc has Beta of 0.03. This is much higher than that of the Consumer sector, and significantly higher than that of Diversified Wholesale And Retail industry, The Beta for all stocks is over 1000% lower than the firm.

Peer Comparison

WalMart Stores Beta Comparison
  Beta 
      WalMart Stores Comparables 
WalMart Stores is currently under evaluation in beta category among related companies.

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As returns on market increase, WalMart Stores returns are expected to increase less than the market. However during bear market, the loss on holding WalMart Stores will be expected to be smaller as well.
Return On Equity13.80 %
Return On Asset0.07 %
Profit Margin0.03 %
Operating Margin4.79 %
Current Valuation257.95 B
Shares Outstanding3.04 B
Shares Owned by Insiders51.35 %
Shares Owned by Institutions30.60 %
Number of Shares Shorted28.02 M
Price to Earning17.74 times
Price to Book3.24 times
Price to Sales0.49 times
Revenue482.13 B
Gross Profit121.15 B
EBITDA32.97 B
Net Income14.69 B
Cash and Equivalents8.71 B
Cash per Share1.93 times
Total Debt50.03 B
Debt to Equity0.63 times
Current Ratio0.86 times
Book Value Per Share24.28 times
Cash Flow from Operations27.39 B
Short Ratio3.33 times
Earnings Per Share4.40 times
Price to Earnings To Growth3.24 times
Number of Employees2.3 M
Beta0.03
Market Capitalization236.86 B
Total Asset199.58 B
Retained Earnings90.02 B
Working Capital(4.38 B)
Current Asset60.24 B
Current Liabilities64.62 B
Z Score4.4
Last Dividend Paid2.04