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Microsoft Excel LibreOffice Calc

Walmart Inc. (WMT)


Capital Asset Pricing Model (CAPM)

Medium level of difficulty


Rates of Return

Walmart Inc., monthly rates of return

Microsoft Excel LibreOffice Calc
Walmart Inc. (WMT) Standard & Poor’s 500 (S&P 500)
t Date PriceWMT,t1 DividendWMT,t1 RWMT,t2 PriceS&P 500,t RS&P 500,t3
Feb 28, 2013 hidden hidden
1. Mar 31, 2013 hidden hidden hidden hidden hidden
2. Apr 30, 2013 hidden hidden hidden hidden
3. May 31, 2013 hidden hidden hidden hidden hidden
. . . . . . .
. . . . . . .
. . . . . . .
70. Dec 31, 2018 hidden hidden hidden hidden hidden
71. Jan 31, 2019 hidden hidden hidden hidden
Average: hidden hidden
Standard deviation: hidden hidden
Walmart Inc. (WMT) Standard & Poor’s 500 (S&P 500)
t Date PriceWMT,t1 DividendWMT,t1 RWMT,t2 PriceS&P 500,t RS&P 500,t3
Feb 28, 2013 hidden hidden
1. Mar 31, 2013 hidden hidden hidden hidden hidden
2. Apr 30, 2013 hidden hidden hidden hidden
3. May 31, 2013 hidden hidden hidden hidden hidden
4. Jun 30, 2013 hidden hidden hidden hidden
5. Jul 31, 2013 hidden hidden hidden hidden
6. Aug 31, 2013 hidden hidden hidden hidden hidden
7. Sep 30, 2013 hidden hidden hidden hidden
8. Oct 31, 2013 hidden hidden hidden hidden
9. Nov 30, 2013 hidden hidden hidden hidden
10. Dec 31, 2013 hidden hidden hidden hidden hidden
11. Jan 31, 2014 hidden hidden hidden hidden
12. Feb 28, 2014 hidden hidden hidden hidden
13. Mar 31, 2014 hidden hidden hidden hidden hidden
14. Apr 30, 2014 hidden hidden hidden hidden
15. May 31, 2014 hidden hidden hidden hidden hidden
16. Jun 30, 2014 hidden hidden hidden hidden
17. Jul 31, 2014 hidden hidden hidden hidden
18. Aug 31, 2014 hidden hidden hidden hidden hidden
19. Sep 30, 2014 hidden hidden hidden hidden
20. Oct 31, 2014 hidden hidden hidden hidden
21. Nov 30, 2014 hidden hidden hidden hidden
22. Dec 31, 2014 hidden hidden hidden hidden hidden
23. Jan 31, 2015 hidden hidden hidden hidden
24. Feb 28, 2015 hidden hidden hidden hidden
25. Mar 31, 2015 hidden hidden hidden hidden hidden
26. Apr 30, 2015 hidden hidden hidden hidden
27. May 31, 2015 hidden hidden hidden hidden hidden
28. Jun 30, 2015 hidden hidden hidden hidden
29. Jul 31, 2015 hidden hidden hidden hidden
30. Aug 31, 2015 hidden hidden hidden hidden hidden
31. Sep 30, 2015 hidden hidden hidden hidden
32. Oct 31, 2015 hidden hidden hidden hidden
33. Nov 30, 2015 hidden hidden hidden hidden
34. Dec 31, 2015 hidden hidden hidden hidden hidden
35. Jan 31, 2016 hidden hidden hidden hidden
36. Feb 29, 2016 hidden hidden hidden hidden
37. Mar 31, 2016 hidden hidden hidden hidden hidden
38. Apr 30, 2016 hidden hidden hidden hidden
39. May 31, 2016 hidden hidden hidden hidden hidden
40. Jun 30, 2016 hidden hidden hidden hidden
41. Jul 31, 2016 hidden hidden hidden hidden
42. Aug 31, 2016 hidden hidden hidden hidden hidden
43. Sep 30, 2016 hidden hidden hidden hidden
44. Oct 31, 2016 hidden hidden hidden hidden
45. Nov 30, 2016 hidden hidden hidden hidden
46. Dec 31, 2016 hidden hidden hidden hidden hidden
47. Jan 31, 2017 hidden hidden hidden hidden
48. Feb 28, 2017 hidden hidden hidden hidden
49. Mar 31, 2017 hidden hidden hidden hidden hidden
50. Apr 30, 2017 hidden hidden hidden hidden
51. May 31, 2017 hidden hidden hidden hidden hidden
52. Jun 30, 2017 hidden hidden hidden hidden
53. Jul 31, 2017 hidden hidden hidden hidden
54. Aug 31, 2017 hidden hidden hidden hidden hidden
55. Sep 30, 2017 hidden hidden hidden hidden
56. Oct 31, 2017 hidden hidden hidden hidden
57. Nov 30, 2017 hidden hidden hidden hidden
58. Dec 31, 2017 hidden hidden hidden hidden hidden
59. Jan 31, 2018 hidden hidden hidden hidden
60. Feb 28, 2018 hidden hidden hidden hidden
61. Mar 31, 2018 hidden hidden hidden hidden hidden
62. Apr 30, 2018 hidden hidden hidden hidden
63. May 31, 2018 hidden hidden hidden hidden hidden
64. Jun 30, 2018 hidden hidden hidden hidden
65. Jul 31, 2018 hidden hidden hidden hidden
66. Aug 31, 2018 hidden hidden hidden hidden hidden
67. Sep 30, 2018 hidden hidden hidden hidden
68. Oct 31, 2018 hidden hidden hidden hidden
69. Nov 30, 2018 hidden hidden hidden hidden
70. Dec 31, 2018 hidden hidden hidden hidden hidden
71. Jan 31, 2019 hidden hidden hidden hidden
Average: hidden hidden
Standard deviation: hidden hidden

Show all

1 Data in US$ per share of common stock, adjusted for splits and stock dividends.

2 Rate of return on common stock of WMT during period t

3 Rate of return on S&P 500 (the market portfolio proxy) during period t


Systematic Risk (β) Estimation

Microsoft Excel LibreOffice Calc
VarianceWMT hidden
VarianceS&P 500 hidden
CovarianceWMT, S&P 500 hidden
Correlation coefficientWMT, S&P 5001 hidden
βWMT2 hidden
αWMT3 hidden

Calculations

1 Correlation coefficientWMT, S&P 500
= CovarianceWMT, S&P 500 ÷ (Standard deviationWMT × Standard deviationS&P 500)
= hidden ÷ (hidden × hidden)

2 βWMT
= CovarianceWMT, S&P 500 ÷ VarianceS&P 500
= hidden ÷ hidden

3 αWMT
= AverageWMT – βWMT × AverageS&P 500
= hiddenhidden × hidden


Expected Rate of Return

Microsoft Excel LibreOffice Calc
Assumptions
Rate of return on LT Treasury Composite1 RF hidden
Expected rate of return on market portfolio2 E(RM) hidden
Systematic risk (β) of Walmart Inc.’s common stock βWMT hidden
 
Expected rate of return on Walmart Inc.’s common stock3 E(RWMT) hidden

1 Unweighted average of bid yields on all outstanding fixed-coupon U.S. Treasury bonds neither due or callable in less than 10 years (risk-free rate of return proxy).

2 See details »

3 E(RWMT) = RF + βWMT [E(RM) – RF]
= hidden + hidden [hiddenhidden]
= hidden