Walmart Related Correlations
| WMT Stock | USD 59.26 0.39 0.65% |
Is Walmart's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Walmart. If investors know Walmart will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Walmart listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.12) | Dividend Share 0.76 | Earnings Share 1.91 | Revenue Per Share 80.243 | Quarterly Revenue Growth 0.057 |
The market value of Walmart is measured differently than its book value, which is the value of Walmart that is recorded on the company's balance sheet. Investors also form their own opinion of Walmart's value that differs from its market value or its book value, called intrinsic value, which is Walmart's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Walmart's market value can be influenced by many factors that don't directly affect Walmart's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Walmart's value and its price as these two are different measures arrived at by different means. Investors typically determine if Walmart is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Walmart's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Correlations
| 0.78 | 0.47 | 0.63 | 0.75 | 0.0 | 0.6 | AQUI | ||
| 0.78 | 0.76 | 0.79 | 0.95 | 0.0 | 0.83 | MSTSX | ||
| 0.47 | 0.76 | 0.62 | 0.81 | 0.0 | 0.62 | LBHIX | ||
| 0.63 | 0.79 | 0.62 | 0.86 | 0.0 | 0.69 | VIASP | ||
| 0.75 | 0.95 | 0.81 | 0.86 | 0.0 | 0.83 | RRTLX | ||
| 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | OSHDF | ||
| 0.6 | 0.83 | 0.62 | 0.69 | 0.83 | 0.0 | 70082LAB3 | ||
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Correlation Matchups
Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.High positive correlations
| High negative correlations
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Risk-Adjusted Indicators
There is a big difference between Walmart Stock performing well and Walmart Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Walmart's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.| Mean Deviation | Jensen Alpha | Sortino Ratio | Treynor Ratio | Semi Deviation | Expected Shortfall | Potential Upside | Value @Risk | Maximum Drawdown | ||
|---|---|---|---|---|---|---|---|---|---|---|
| AQUI | 1.32 | 0.63 | 0.00 | 0.95 | 0.00 | 0.00 | 25.00 | |||
| MSTSX | 0.46 | (0.02) | (0.04) | 0.04 | 0.64 | 0.98 | 3.20 | |||
| LBHIX | 0.19 | (0.03) | 0.00 | (0.39) | 0.00 | 0.48 | 1.21 | |||
| VIASP | 1.53 | 0.09 | 0.03 | 0.17 | 2.28 | 3.60 | 13.41 | |||
| RRTLX | 0.26 | 0.01 | (0.13) | 0.21 | 0.31 | 0.51 | 1.46 | |||
| OSHDF | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | |||
| 70082LAB3 | 1.00 | (0.16) | 0.00 | (9.12) | 0.00 | 1.52 | 17.21 |