WalMart Stores Beta

  

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 
 = 
0.16

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.
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WalMart Stores Beta Assessment

 Beta 
Benchmark  Embed   WalMart Stores Comparables 
In accordance with recently published financial statements WalMart Stores Inc has Beta of 0.16. This is 66.67% lower than that of the Services sector, and 30.43% lower than that of Discount, Variety Stores industry, The Beta for all stocks is 36.0% higher than the company.
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Showing first 19 of many similar equities found by Beta
WMT NYQWalMart Stores Inc
0.16
COST NMSCostco Wholesale Corporation
0.85
TGT NYQTarget Corp
0.56
DLTR NMSDollar Tree Inc
0.52
PSMT NMSPriceSmart Inc
1.63
BIG NYQBig Lots Inc
0.52
OLLI NGMOllies Bargain Outlet Holdings Inc
0.0
FRED NMSFreds Inc
1.45
TUES NMSTuesday Morning Corporation
2.15
M NYQMacys Inc
0.81
DG NYQDollar General Corporation
0.71
HD NYQThe Home Depot Inc
1.04
SCSC NMSScanSource Inc
1.21
SHLD NMSSears Holdings Corporation
1.44
AAN NYQAarons Inc
0.16
TECD NMSTech Data Corp
0.73
JCP NYQJ C Penney Company Inc
0.67
BBY NYQBest Buy Co Inc
0.84
BKS NYQBarnes Noble Inc
2.73
You can backtest this sub-set of assets as a synthetic portfolio or check its risk adjusted returns  
Peer Comparison
WalMart Stores Beta Comparison
  Beta 
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WalMart Stores is rated below average in beta category among related companies.
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Chance of Distress

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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 Equity18.93 %
Return On Asset7.50 %
Profit Margin3.04 %
Operating Margin4.92 %
Current Valuation266.18 B
Shares Outstanding3.12 B
Shares Owned by Insiders51.35 %
Shares Owned by Institutions30.60 %
Number of Shares Shorted29.14 M
Price to Earning16.23 times
Price to Book2.96 times
Price to Sales0.47 times
Revenue483.83 B
Gross Profit121.15 B
EBITDA33.5 B
Net Income14.73 B
Cash and Equivalents7.68 B
Cash per Share2.47 times
Total Debt47.49 B
Debt to Equity0.60 times
Current Ratio0.86 times
Book Value Per Share24.61 times
Cash Flow from Operations32.22 B
Short Ratio4.15 times
One Year High75.19
One Year Low56.3
Earnings Per Share4.64 times
Price to Earnings To Growth5.13 times
Number of Employees2.3 M
Beta0.16
Market Capitalization226.58 B
Total Asset198.7 B
Retained Earnings84.14 B
Working Capital(11.18 B)
Current Asset59.1 B
Current Liabilities70.28 B
Z Score4.4