On 2026-08-20, Walmart (WMT) closed at 103.84 USD, down 9.15% on the day. Its RSI(14) of 29.78 is in the 2nd percentile of its history since 1973. Its 20-day return of -4.21% is in the 17th percentile. It trades at 21.2% of its 52-week range. RSI below 30 is conventionally termed oversold. Its RSI last entered overbought 189 days ago (2026-02-12) and oversold 0 days ago (2026-08-20). It is trading below its 20-, 50- and 200-day moving averages. Its 20/50/200-day moving averages are 112.5 / 113.93 / 118.51 USD, with price -7.70% / -8.86% / -12.38% against them. Its moving averages stack 200-day > 50-day > 20-day. Its 52-week range is 95.42–135.16 USD; it closed 23.17% below the high and 8.82% above the low. The high was set 93 days ago (2026-05-19) and the low 359 days ago (2025-08-26). It is 23.17% below its all-time high, set 93 days ago (2026-05-19). Its 20-day volatility is 2.389% daily, in the 86th percentile of its history since 1973. Its realized volatility across horizons is 5-day 4.007%, 20-day 2.389%, 60-day 1.829%, and 120-day 1.763% daily. Annualized, these are 5-day 63.6%, 20-day 37.9%, 60-day 29.0%, and 120-day 28.0%. Its 14-day average true range (ATR) is 3.07 USD, 2.96% of price. It has returned -10.27% (1st pctile) over 5 days, -7.34% (4th) over 10 days, -4.21% (17th) over 20 days, -12.42% (5th) over 60 days, -18.84% (3rd) over 120 days, and +2.52% (32nd) over 252 days. Against the S&P 500, its weekly-return beta +0.15 / correlation +0.07 (52-week); beta +0.28 / correlation +0.15 (26-week). Relative to the S&P 500, it has returned -7.35% (20-day), -14.05% (60-day), and -16.66% (252-day). Its weekly-return correlation to the change in the US 10-year TIPS real yield is -0.23 (52-week); -0.19 (26-week).
=== WALMART (WMT) (USD) ===
price & change (as of 2026-08-20, prior 2026-08-19)
close 103.84
change -10.46 (-9.151%)
listing Exchange: NASDAQ, Currency: USD
range (as of 2026-08-20)
range 4.15
close pos 23.9% of range
moving averages (as of 2026-08-20)
20d MA 112.50 price below by -7.70%
50d MA 113.93 price below by -8.86%
200d MA 118.51 price below by -12.38%
200d MA slope +0.67% over 20 sessions (rising)
price < all MAs
stack: 200d > 50d > 20d
20d MA last crossed below 50d MA: 2026-06-02 (79d ago)
20d MA last crossed below 200d MA: 2026-07-07 (44d ago)
50d MA last crossed below 200d MA: 2026-07-24 (27d ago)
volatility (as of 2026-08-20)
20d stdev 2.389% daily ≈ 37.9% annualized (×√252) (86th pct of own history, since 1973 (11032 obs))
5d vol 4.007% daily ≈ 63.6% annualized (×√252) (96th pct of own history, since 1973 (11047 obs))
60d vol 1.829% daily ≈ 29.0% annualized (×√252) (71st pct of own history, since 1973 (10992 obs))
120d vol 1.763% daily ≈ 28.0% annualized (×√252) (65th pct of own history, since 1973 (10932 obs))
vs easing-2024 avg 1.62× (2.389% vs 1.476% era avg)
ATR (as of 2026-08-20)
ATR(14) 3.07
ATR% 2.96% (80th pct of own history, since 1973 (11038 obs))
range/ATR 135.2%
relative volume (as of 2026-08-20)
RVOL 3.81x (today vs 20-day average volume)
pctile 100th pct of own history, since 1973 (11032 obs)
52-week range (as of 2026-08-20)
high 135.16 (-23.17% from high) [2026-05-19, 93d ago]
low 95.42 (+8.82% from low) [2025-08-26, 359d ago]
drawdown -23.17% from all-time high, 93d ago (2026-05-19)
max drawdown (10-year, close-basis) -26.01% (2022-04-21 53.29 -> 2022-06-17 39.43, 57d peak-to-trough); recovered 2023-07-28 (406d after trough)
momentum (as of 2026-08-20)
RSI(14) 29.78 (2nd pct of own history, since 1973 (11038 obs))
last overbought 189d ago (2026-02-12)
last oversold 0d ago (2026-08-20)
MACD (as of 2026-08-20)
MACD(12,26,9) -0.50 (below signal) signal -0.20 hist -0.30
returns (as of 2026-08-20)
5d return -10.27% (1st pct of own history, since 1973 (11047 obs))
10d return -7.34% (4th pct of own history, since 1973 (11042 obs))
20d return -4.21% (17th pct of own history, since 1973 (11032 obs))
60d return -12.42% (5th pct of own history, since 1973 (10992 obs))
120d return -18.84% (3rd pct of own history, since 1973 (10932 obs))
252d return +2.52% (32nd pct of own history, since 1973 (10800 obs))
YTD return -6.79%
volatility by rate-era
pre-crisis 4.62% (from 1973-03-22)
ZIRP-2009 1.06%
tightening-2015 1.30%
ZIRP-2019 1.40%
tightening-2022 1.38%
easing-2024 1.48%
real-yield sensitivity (weekly returns vs weekly Δ in 10Y TIPS real yield, DFII10) (as of 2026-08-19)
vs real yield (Δ) -0.19 (26w)
vs real yield (Δ) -0.23 (52w)
S&P 500 market factor (weekly returns) (as of 2026-08-20)
vs S&P 500 beta +0.28 corr +0.15 (26w)
vs S&P 500 beta +0.15 corr +0.07 (52w)
vs S&P 500 -7.35% rel (20d return)
vs S&P 500 -14.05% rel (60d return)
vs S&P 500 -16.66% rel (252d return)
vs Nasdaq 100 beta +0.16 corr +0.13 (26w)
vs Nasdaq 100 beta +0.02 corr +0.01 (52w)
vs Nasdaq 100 -6.95% rel (20d return)
vs Nasdaq 100 -9.77% rel (60d return)
vs Nasdaq 100 -22.36% rel (252d return)
vs XLP (Consumer Staples) beta +1.09 corr +0.54 (26w)
vs XLP (Consumer Staples) beta +1.29 corr +0.64 (52w)
vs XLP -6.74% rel (20d return)
vs XLP -14.44% rel (60d return)
vs XLP -0.59% rel (252d return)