NYSE:WMT Walmart Inc stock

NYSE:WMT – Walmart Inc data analysis summary on 09-09-2021:

  • Last closing quote is 146.42 USD
  • Last daily return is -0.71% (-1.04 USD in absolute)
  • Last year return is 4.67%
  • Last year historical 1% Value at Risk is -2.37%

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 0.58% 13.60%* 4.67% 25.87%
15 days moving average returns 3.51% 12.50% 7.63% 30.54%
45 days moving average returns 3.40% 3.45% 8.93% 29.76%

Notes :

  • Reading example: NYSE:WMT stock closing price has increased of 13.60%* 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% -2.37% -4.42%
5% -1.67%(a) -1.93%
10% -1.20% -1.38%
Assuming daily returns follows Normal Distribution (mean, volatility)
1 year-data 2 years of data
Mean 0.03%(b) 0.06%
Volatility
(standard deviation)
1.05%(c) 1.56%
Value at Risk 1% -2.42% -3.57%
5% -1.70%(d) -2.50%
10% -1.32% -1.94%

Notes:

  • Reading example: Using historical NYSE:WMT stock data closing price daily returns over last year, the 5% worst returns are less than -1.67%(a). Also, if we assume that historical NYSE:WMT stock returns price over last year follows a normal distribution of mean 0.03%(b) and standard deviation 1.05%(c), the 5% worst returns are less than -1.70%(d).
  • Returns are not annualized

Data sources

Stock data provided by IEX Cloud