Wal Mart Buy or Sell Recommendation

Macroaxis provides Wal Mart Stores Inc buy hold or sell recommendation only in the context of selected investment horizon and investor attitude towards risk assumed by holding Wal Mart positions. The advice algorithm takes into account all of Wal Mart Stores Inc available fundamental, technical, and predictive indicators you will find on this site. The advice is provided from Wal Mart buy-and-hold prospective. See also Wal Mart Analyst Recommendation to compare Macroaxis Buy or Sell Recommendation with current analyst consensus

Investment Horizon

  

Risk Tolerance

  
Symbol
Execute Advice
Wal Mart Stores Inc -- USA Stock  

USD 96.62  0.21  0.22%

Considering 30-days investment horizon, and your above average risk tolerance our recommendation regarding Wal Mart Stores Inc is 'Strong Buy'.
For the selected time horizon Wal Mart Stores Inc has a risk adjusted performance of 0.0674, jensen alpha of 0.2699, total risk alpha of 0.1634, sortino ratio of 0.2832 and treynor ratio of 0.099
Macroaxis provides buy or sell recommendation on Wal Mart to complement and cross-verify current analyst consensus on Wal Mart Stores. Our buy or sell advice engine determines the company potential to grow exclusively from the prospective of investors current risk tolerance and investing horizon. To make sure Wal Mart Stores Inc is not overpriced, please check out all Wal Mart Stores fundamentals including its Revenue, Earnings Per Share, Last Dividend Paid, as well as the relationship between Total Debt and Retained Earnings . Given that Wal Mart Stores has Price to Earning of 23.19 times, we strongly advise you confirm Wal Mart Stores market performance and probability of bankruptcy to make sure the company can sustain itself in the current economic cycle given your prevalent risk tolerance and investing horizon.

Returns Distribution Density

Mean Return0.43Value At Risk1.38
Potential Upside1.47Standard Deviation2.5
 Return Density 
      Distribution 

Institutional Investors

Security TypeSharesValue
Vanguard Group IncCommon Shares106 M8.3 B
Blackrock IncCommon Shares91.3 M7.1 B
State Street CorpCommon Shares67.6 M5.3 B
Bank Of America CorpCommon Shares23.5 M1.8 B
Fmr LlcCommon Shares21.5 M1.7 B
Dodge CoxCommon Shares21.1 M1.6 B
Price T Rowe Associates IncCommon Shares19.5 M1.5 B

Wal Mart Greeks

α
Alpha over DOW
=0.27
βBeta against DOW=4.21
σ
Overall volatility
=2.5
 IrInformation ratio =0.15

Wal Mart Volatility Alert

Wal Mart Stores Inc has relatively low volatility with skewness of 3.74 and kurtosis of 16.2. However, we advise all investors to independently investigate Wal Mart Stores Inc to ensure market all accessible information is consistent with the expectations about its upside potential and future risk-adjusted return.
    
 Better Than Average     
    
 Worse Than Average Compare Wal Mart to competition
FundamentalsWal MartPeer Average
Return On Equity17 % (15.17) %
Return On Asset7.05 % (15.64) %
Profit Margin2.6 % (5.5) %
Operating Margin4.6 % (10.91) %
Current Valuation304.91 B152.14 B
Shares Outstanding2.99 B1.43 B
Shares Owned by Insiders52.79 % 6.91 %
Shares Owned by Institutions30.59 % 18.37 %
Number of Shares Shorted41.95 M3.24 M
Price to Earning23.19 times40.69 times
Price to Book3.78 times14.44 times
Price to Sales0.59 times17.81 times
Revenue490.01 B9.85 B
Gross Profit124.62 B21.75 B
EBITDA32.87 B1.41 B
Net Income12.73 B517.71 M
Cash and Equivalents6.47 B3.89 B
Cash per Share2.17 times5.17 times
Total Debt47.99 B7.36 B
Debt to Equity60.7 % 0.72 %
Current Ratio0.78 times3.3 times
Book Value Per Share25.52 times13.64 times
Cash Flow from Operations27.96 B1.25 B
Short Ratio5.86 times2.09 times
Earnings Per Share4.16 times2.3 times
Price to Earnings To Growth3.77 times1.22 times
Number of Employees2.3 M10.67 K
Beta0.060.34
Market Capitalization288.32 B29.78 B
Total Asset199.58 B126.86 B
Retained Earnings90.02 B38.24 B
Working Capital(4.38 B)3.58 B
Current Asset60.24 B36.8 B
SellBuy
Strong Buy

Volatility

Hype Condition

Current Valuation

Odds of Distress

Economic Sensitivity

Analyst Consensus

Piotroski F Score

Financial Leverage

   Wal Mart exotic insider transaction detected [view details]
Risk Adjusted Performance0.0674
Market Risk Adjusted Performance0.109
Mean Deviation1.2
Semi Deviation0.5429
Downside Deviation1.35
Coefficient Of Variation585.32
Standard Deviation2.5
Variance6.24
Information Ratio0.1529
Jensen Alpha0.2699
Total Risk Alpha0.1634
Sortino Ratio0.2832
Treynor Ratio0.099
Maximum Drawdown13.06
Value At Risk(1.38)
Potential Upside1.47
Downside Variance1.82
Semi Variance0.2948
Expected Short fall(1.22)
Skewness3.74
Kurtosis16.2

Current Valuation

Wal Mart Current Valuation Analysis
Wal Mart Stores Inc is rated first in current valuation category among related companies. After adjusting for long-term liabilities, total market size of Diversified Wholesale And Retail industry is at this time estimated at about 601.25 Billion. Wal Mart totals roughly 304.91 Billion in current valuation claiming about 51% of equities under Diversified Wholesale And Retail industry.