Toronto Dominion (UK) Market Value
| 0VL8 Stock | 129.60 0.69 0.53% |
| Symbol | Toronto |
Toronto Dominion 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Toronto Dominion's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Toronto Dominion.
| 12/14/2025 |
| 01/13/2026 |
If you would invest 0.00 in Toronto Dominion on December 14, 2025 and sell it all today you would earn a total of 0.00 from holding Toronto Dominion Bank or generate 0.0% return on investment in Toronto Dominion over 30 days. Toronto Dominion is related to or competes with Enbridge, Endo International, UP Fintech, Align Technology, Transense Technologies, Fidelity Emerging, and ASML Holding. Toronto Dominion is entity of United Kingdom More
Toronto Dominion Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Toronto Dominion's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Toronto Dominion Bank upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.36 | |||
| Information Ratio | 0.4398 | |||
| Maximum Drawdown | 8.31 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 2.9 |
Toronto Dominion Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Toronto Dominion's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Toronto Dominion's standard deviation. In reality, there are many statistical measures that can use Toronto Dominion historical prices to predict the future Toronto Dominion's volatility.| Risk Adjusted Performance | 0.3833 | |||
| Jensen Alpha | 0.6858 | |||
| Total Risk Alpha | 0.5388 | |||
| Sortino Ratio | 0.4514 | |||
| Treynor Ratio | 3.68 |
Toronto Dominion Bank Backtested Returns
Toronto Dominion appears to be very steady, given 3 months investment horizon. Toronto Dominion Bank owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.58, which indicates the firm had a 0.58 % return per unit of risk over the last 3 months. By inspecting Toronto Dominion's technical indicators, you can evaluate if the expected return of 0.63% is justified by implied risk. Please review Toronto Dominion's Coefficient Of Variation of 196.44, semi deviation of 0.5752, and Risk Adjusted Performance of 0.3833 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Toronto Dominion holds a performance score of 45. The entity has a beta of 0.19, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Toronto Dominion's returns are expected to increase less than the market. However, during the bear market, the loss of holding Toronto Dominion is expected to be smaller as well. Please check Toronto Dominion's jensen alpha, sortino ratio, and the relationship between the standard deviation and total risk alpha , to make a quick decision on whether Toronto Dominion's existing price patterns will revert.
Auto-correlation | 0.96 |
Excellent predictability
Toronto Dominion Bank has excellent predictability. Overlapping area represents the amount of predictability between Toronto Dominion time series from 14th of December 2025 to 29th of December 2025 and 29th of December 2025 to 13th of January 2026. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Toronto Dominion Bank price movement. The serial correlation of 0.96 indicates that 96.0% of current Toronto Dominion price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.96 | |
| Spearman Rank Test | 1.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.51 |
Toronto Dominion Bank lagged returns against current returns
Autocorrelation, which is Toronto Dominion stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Toronto Dominion's stock expected returns. We can calculate the autocorrelation of Toronto Dominion returns to help us make a trade decision. For example, suppose you find that Toronto Dominion has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Toronto Dominion regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Toronto Dominion stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toronto Dominion stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Toronto Dominion stock over time.
Current vs Lagged Prices |
| Timeline |
Toronto Dominion Lagged Returns
When evaluating Toronto Dominion's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Toronto Dominion stock have on its future price. Toronto Dominion autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Toronto Dominion autocorrelation shows the relationship between Toronto Dominion stock current value and its past values and can show if there is a momentum factor associated with investing in Toronto Dominion Bank.
Regressed Prices |
| Timeline |
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Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Additional Tools for Toronto Stock Analysis
When running Toronto Dominion's price analysis, check to measure Toronto Dominion's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Toronto Dominion is operating at the current time. Most of Toronto Dominion's value examination focuses on studying past and present price action to predict the probability of Toronto Dominion's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Toronto Dominion's price. Additionally, you may evaluate how the addition of Toronto Dominion to your portfolios can decrease your overall portfolio volatility.