Wal Mart De Stock Market Value
| WMMVF Stock | USD 2.73 0.14 4.88% |
| Symbol | Wal |
Wal Mart 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Wal Mart's pink sheet what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Wal Mart.
| 01/05/2023 |
| 12/25/2024 |
If you would invest 0.00 in Wal Mart on January 5, 2023 and sell it all today you would earn a total of 0.00 from holding Wal Mart de or generate 0.0% return on investment in Wal Mart over 720 days. Wal Mart is related to or competes with Barratt Developments, J Sainsbury, Kingfisher Plc, and Kesko Oyj. Wal-Mart de Mxico, S.A.B. de C.V. owns and operates self-service stores in Mexico and Central America More
Wal Mart Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Wal Mart's pink sheet current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Wal Mart de upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 13.41 | |||
| Value At Risk | (4.33) | |||
| Potential Upside | 3.92 |
Wal Mart Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Wal Mart's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Wal Mart's standard deviation. In reality, there are many statistical measures that can use Wal Mart historical prices to predict the future Wal Mart's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.19) | |||
| Total Risk Alpha | (0.30) | |||
| Treynor Ratio | (1.65) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Wal Mart's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Wal Mart de Backtested Returns
Wal Mart de shows Sharpe Ratio of -0.062, which attests that the company had a -0.062% return per unit of risk over the last 3 months. Wal Mart de exposes twenty-four different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please check out Wal Mart's Mean Deviation of 1.95, standard deviation of 2.65, and Market Risk Adjusted Performance of (1.64) to validate the risk estimate we provide. The firm maintains a market beta of 0.11, which attests to not very significant fluctuations relative to the market. As returns on the market increase, Wal Mart's returns are expected to increase less than the market. However, during the bear market, the loss of holding Wal Mart is expected to be smaller as well. At this point, Wal Mart de has a negative expected return of -0.16%. Please make sure to check out Wal Mart's skewness, as well as the relationship between the day median price and relative strength index , to decide if Wal Mart de performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.6 |
Good reverse predictability
Wal Mart de has good reverse predictability. Overlapping area represents the amount of predictability between Wal Mart time series from 5th of January 2023 to 31st of December 2023 and 31st of December 2023 to 25th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Wal Mart de price movement. The serial correlation of -0.6 indicates that roughly 60.0% of current Wal Mart price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.6 | |
| Spearman Rank Test | -0.54 | |
| Residual Average | 0.0 | |
| Price Variance | 0.24 |
Wal Mart de lagged returns against current returns
Autocorrelation, which is Wal Mart pink sheet's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Wal Mart's pink sheet expected returns. We can calculate the autocorrelation of Wal Mart returns to help us make a trade decision. For example, suppose you find that Wal Mart has exhibited high autocorrelation historically, and you observe that the pink sheet is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Wal Mart regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Wal Mart pink sheet is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Wal Mart pink sheet is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Wal Mart pink sheet over time.
Current vs Lagged Prices |
| Timeline |
Wal Mart Lagged Returns
When evaluating Wal Mart's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Wal Mart pink sheet have on its future price. Wal Mart autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Wal Mart autocorrelation shows the relationship between Wal Mart pink sheet current value and its past values and can show if there is a momentum factor associated with investing in Wal Mart de.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in Wal Pink Sheet
Wal Mart financial ratios help investors to determine whether Wal Pink Sheet is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Wal with respect to the benefits of owning Wal Mart security.