Walmart maintains Market Risk Adjusted Performance of 0.003498, Mean Deviation of 0.5918 and Downside Deviation of 0.5521. Relative to Fundamental Indicators, Macroaxis technical analysis interface lets you check existing technical drivers of Walmart as well as the relationship between them. Specifically you can use this information to find out if the organization will indeed mirror its model of past data patterns or the prices will eventually revert. We found nineteen technical drivers for Walmart which can be compared to its rivals. Please check out WalmartStandard Deviation, Value At Risk as well as the relationship between Value At Risk and Kurtosis to decide if Walmart is priced fairly providing market reflects its latest price of 95.9 per share. Given that Walmart has Jensen Alpha of 0.0481, we strongly advise you confirm Walmart prevalent market performance to make sure the company can sustain itself at future point.
Incorrect Input. Please change your parameters or increase the time horizon required for running this function. The output start index for this execution was zero with a total number of output elements of zero. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Walmart volatility. High ATR values indicate high volatility, and low values indicate low volatility. View also all equity analysis or get more info about average true range volatility indicators indicator.
Walmart Trend Analysis
Use this graph to draw trend lines for Walmart. You can use it to identify possible trend reversals for Walmart as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Walmart price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.
Walmart Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Walmart applied against its price change over selected period. The best fit line has a slop of 0.02 % which may imply that the returns on investment in Walmart will continue to fail. It has 34 observation points and a regression sum of squares at 0.24, which is the sum of squared deviations for the predicted Walmart price change compared to its average price change.
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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations when you add Walmart to your portfolio