Contents

Return and volatility forecasts, Value at Risk (VaR), Volume

Updated regularly - Last update on 11-May-2012 
 
Return on Wal-Mart (wmt) stock follows ARMA(5,5)-GARCH(1,1) model (Student-t errors)
Given current Wal-Mart stock close price of 59.42 the forecast for the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '59.37'     '59.46'      '59.49'      '59.33'  

Probability of Wal-Mart stock close price to increase in the next: 
    '1 week'    '2 weeks'    '3 weeks'    '4 weeks'
    '47.16%'    '53.62%'     '50.91%'     '45.86%' 

Value at Risk (VaR) for $1,000 worth of Wal-Mart stock at 5 percent probability: 
Lose at most $22.96 in 1 day, $125.78 in 30 days and $217.86 in 90 days

Stock price, return, high and low

Price fundamentals for Wal-Mart (wmt) stock 
 
Wal-Mart stock price change in percent over the last: 
    '30 days'     '6 months'    '1 year'     '3 years' 
    '-0.5190%'    '4.3921%'     '9.5501%'    '27.8399%'

Average daily return (continuously compounded) for Wal-Mart stock over the last: 
    '30 days'    '6 months'    '1 year'     '3 years'
    '0.0015%'    '0.0169%'     '0.0399%'    '0.0309%'

OVER THE LAST YEAR:
The minimum Wal-Mart stock close price of 47.47 was observed on 10-Aug-2011 
The maximum Wal-Mart stock close price of 62.03 was observed on 20-Apr-2012 
Current close price of Wal-Mart (59.42) as a percent of range is equal to 82.07% 
 
The lowest one-day return (i.e. largest price drop for Wal-Mart stock) 
 of -4.77% was observed on 23-Apr-2012 
The highest one-day return (i.e. largest price increase for Wal-Mart stock) 
 of 3.81% was observed on 09-Aug-2011 

Technical Analysis: RSI and MACD

RSI readings of Wal-Mart share greater than 70 are in overbought territory, 
while RSI below 30 is oversold region. RSI 30 to 70 is neutral.
Buy Wal-Mart stocks when the MACD line crosses up through the signal line.
Sell Wal-Mart shares when MACD line crosses down through the signal line.

Technical Analysis: Accumulation/Distribution oscillator and Momentum

The Accumulation/Distribution oscillator is a common tool based on the high,
low, opening, and closing prices of Wal-Mart share for each tradind day.
Momentum calculates the difference between two prices separated by 12 days.

Technical Analysis: Chaikin oscillator and Chaikin volatility

This Chaikin oscillator is computed by subtracting exponential,
moving average of the A/D line of Wal-Mart stock from the three-period
exponential moving average of the A/D line.
Chaikin volatility is computed from a 10-period exponential moving
average and 10-day difference of Wal-Mart stock.

Technical Analysis: Williams %R and On-Balance volume

Wal-Mart equity is considered oversold if Williams R is below -80.
Wal-Mart share is overbought if Williams R is above -20. 
On-Balance Volume for Wal-Mart stock adds or subtracts volume to
a total depending on whether Wal-Mart price moves up or down.

Stock performance compared to Dow Jones Index

Does Wal-Mart (wmt) stock go together with Dow Jones Index? 
 
Correlation between return on Wal-Mart stock and Dow Jones Index over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '41.74%'     '46.26%'      '65.57%'    '56.51%' 

Percent of time when return on Wal-Mart stock was higher than on Dow Jones Index 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '63.64%'     '54.33%'      '50.99%'    '47.56%' 

Stock performance compared to GOLD ETF (gld)

Does Wal-Mart (wmt) stock go together with GOLD ETF? 
 
Correlation between return on Wal-Mart stock and GOLD ETF over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '10.94%'     '10.58%'      '-6.20%'    '-0.37%' 

Percent of time when return on Wal-Mart stock was higher than on GOLD ETF 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '63.64%'     '52.76%'      '47.04%'    '46.37%' 

Stock performance compared to Physical Silver (slv)

Does Wal-Mart (wmt) stock go together with Physical Silver? 
 
Correlation between return on Wal-Mart stock and Physical Silver over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '52.92%'     '22.15%'      '7.22%'     '8.59%'  

Percent of time when return on Wal-Mart stock was higher than on Physical Silver 
 over the last: 
    '30 days'    '6 months'    '1 year'    '3 years'
    '68.18%'     '54.33%'      '49.01%'    '44.39%' 

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