NYSE:WMT Walmart Inc stock

NYSE:WMT – Walmart Inc data analysis summary on 20-07-2021:

  • Last closing quote is 141.87 USD
  • Last daily return is 0.45% (0.64 USD in absolute)
  • Last year return is 7.91%
  • Last year historical 1% Value at Risk is -2.54%

NYSE:WMT – Walmart Inc informations :

NYSE:WMT – Walmart Inc refers to :

NYSE:WMT stock price evolution and returns

Note : Because prices are observed at a certain point and may be subject to noise, we also consider 15 days and 45 days closing price moving average which is smoother and thus robust to insignificant fluctuations.

1 month 6 months 12 months 24 months
Closing price returns 4.01% -2.50%* 7.91% 25.75%
15 days moving average returns 0.79% -3.83% 10.33% 23.81%
45 days moving average returns 0.02% -5.04% 13.33% 28.80%

Notes :

  • Reading example: NYSE:WMT stock closing price has decreased of 2.50%* over the last 6 months
  • Returns are not annualized

NYSE:WMT stock returns distributions and risk

Daily historical returns values
1-year data 2 years of data
Value at Risk 1% -2.54% -4.44%
5% -1.75%(a) -1.95%
10% -1.37% -1.45%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.04%(b) 0.06%
Volatility
(standard deviation)
1.20%(c) 1.60%
Value at Risk 1% -2.76% -3.66%
5% -1.94%(d) -2.57%
10% -1.51% -1.99%

Notes:

  • Reading example: Using historical NYSE:WMT stock data closing price daily returns over last year, the 5% worst returns are less than -1.75%(a). Also, if we assume that historical NYSE:WMT stock returns price over last year follows a normal distribution of mean 0.04%(b) and standard deviation 1.20%(c), the 5% worst returns are less than -1.94%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud