NYSE:WMT Walmart Inc stock

NYSE:WMT – Walmart Inc data analysis summary on 19-01-2022:

  • Last closing quote is 143.94 USD
  • Last daily return is 1.00% (1.42 USD in absolute)
  • Last year return is 0.38%
  • Last year historical 1% Value at Risk is -2.57%

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 3.41% 1.92%* 0.38% 24.53%
15 days moving average returns 2.82% 2.52% -1.38% 23.38%
45 days moving average returns -1.59% 1.60% -3.60% 20.04%

Notes :

  • Reading example: NYSE:WMT stock closing price has increased of 1.92%* 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% -2.57% -4.43%
5% -1.69%(a) -1.98%
10% -1.19% -1.49%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.00%(b) 0.06%
Volatility
(standard deviation)
1.06%(c) 1.59%
Value at Risk 1% -2.46% -3.65%
5% -1.74%(d) -2.57%
10% -1.35% -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 -1.69%(a). Also, if we assume that historical NYSE:WMT stock returns price over last year follows a normal distribution of mean 0.00%(b) and standard deviation 1.06%(c), the 5% worst returns are less than -1.74%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud