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WMT COST TGT DLTR 
Benchmark  United States  NYSE  10,816   76.793 Index Moved Down -0.7%  


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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 

 = 
0.34
Value over time
 
Change Benchmark  Embed   3 Year Regression 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

In accordance with recently published financial statements WalMart Stores Inc has Beta of 0.34. This is 185.0% lower than that of the Services sector, and 3.03% higher than that of Discount, Variety Stores industry, The Beta for all stocks is 142.86% lower than the firm.

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Found 10 equities

Beta

WMT NYQWalMart Stores Inc
0.34
COST NMSCostco Wholesale Corporation
0.38
TGT NYQTarget Corp
0.85
DLTR NMSDollar Tree Inc
0.34
FDO NYQFamily Dollar Stores Inc
0.38
ZU NMSzulily Inc
0.0
PSMT NMSPriceSmart Inc
1.3
BIG NYQBig Lots Inc
0.93
TUES NMSTuesday Morning Corporation
1.2
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.
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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 Equity20.27 %
Return On Asset8.21 %
Profit Margin3.30 %
Operating Margin5.53 %
Current Valuation291.86 B
Shares Outstanding3.23 B
Shares Owned by Insiders51.17 %
Shares Owned by Institutions30.40 %
Number of Shares Shorted29.56 M
Price to Earning15.59 times
Price to Book3.15 times
Price to Sales0.51 times
Revenue480.48 B
Gross Profit118.22 B
EBITDA35.58 B
Net Income15.45 B
Cash and Equivalents6.18 B
Cash per Share1.92 times
Total Debt54.18 B
Debt to Equity0.65 times
Current Ratio0.89 times
Book Value Per Share24.07 times
Cash Flow from Operations23.91 B
Short Ratio6.00 times
One Year High81.37
One Year Low71.51
Earnings Per Share4.84 times
Price to Earnings To Growth2.13 times
Number of Employees2 M
Beta0.34
Market Capitalization243.87 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 Bankruptcy14.14 %


 

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