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WalMart Beta

$72.25  0.07  0.10%
    
  
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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 
 = 
0.75

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 Beta Assessment

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In accordance with recently published financial statements WalMart Stores Inc has Beta of 0.75. This is 287.5% lower than that of the Services sector, and 127.27% higher than that of Discount, Variety Stores industry, The Beta for all stocks is 435.71% lower than the firm.

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Found 10 equities

Beta

WMT NYQWalMart Stores Inc
0.75
COST NMSCostco Wholesale Corporation
0.76
TGT NYQTarget Corp
0.87
DLTR NMSDollar Tree Inc
0.96
FDO NYQFamily Dollar Stores Inc
0.21
PSMT NMSPriceSmart Inc
1.43
BIG NYQBig Lots Inc
1.31
ZU NMSzulily Inc
0.0
FRED NMSFreds Inc
1.12
TUES NMSTuesday Morning Corporation
2.53
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.
TUES  
Benchmark  Embed   WalMart Comparables 
SymbolWMT
ISINUS9311421039
CUSIP931142103
NameWalMart Stores Inc
InstrumentUSA Stock
Analyst ConsensusHold 21 Opinions
Risk-adjusted AdviceBuy Under Valued
Average Bond RatingAA Extremely Strong
CurrencyUSD - US Dollar
ExchangeNew York Stock Exchange
DescriptionWalMart Stores Inc. operates retail stores in various formats worldwide. more
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 Equity20.72 %
Return On Asset8.25 %
Profit Margin3.32 %
Operating Margin5.49 %
Current Valuation280.58 B
Shares Outstanding3.22 B
Shares Owned by Insiders51.24 %
Shares Owned by Institutions30.40 %
Number of Shares Shorted20.51 M
Price to Earning14.68 times
Price to Book3.11 times
Price to Sales0.49 times
Revenue485.52 B
Gross Profit120.56 B
EBITDA35.88 B
Net Income15.84 B
Cash and Equivalents7.76 B
Cash per Share2.41 times
Total Debt50.69 B
Debt to Equity0.63 times
Current Ratio0.89 times
Book Value Per Share23.73 times
Cash Flow from Operations27.07 B
Short Ratio2.80 times
One Year High90.97
One Year Low70.36
Earnings Per Share4.98 times
Price to Earnings To Growth3.52 times
Number of Employees2.2 M
Beta0.75
Market Capitalization235.29 B
Total Asset200.75 B
Retained Earnings82.49 B
Working Capital(7.49 B)
Current Asset62.13 B
Current Liabilities69.62 B
Z Score4.4