Toyota Motor Stock Market Value
| TM Stock | USD 190.97 3.99 2.13% |
| Symbol | Toyota |
Toyota Motor Price To Book Ratio
Is Automobile Manufacturers space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Toyota. If investors know Toyota will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Toyota listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.55) | Dividend Share 85 | Earnings Share 20.44 | Revenue Per Share | Quarterly Revenue Growth 0.001 |
The market value of Toyota Motor is measured differently than its book value, which is the value of Toyota that is recorded on the company's balance sheet. Investors also form their own opinion of Toyota's value that differs from its market value or its book value, called intrinsic value, which is Toyota's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Toyota's market value can be influenced by many factors that don't directly affect Toyota's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between Toyota's value and its price as these two are different measures arrived at by different means. Investors typically determine if Toyota is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Toyota's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
Toyota '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 Toyota'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 Toyota.
| 12/31/2024 |
| 01/30/2025 |
If you would invest 0.00 in Toyota on December 31, 2024 and sell it all today you would earn a total of 0.00 from holding Toyota Motor or generate 0.0% return on investment in Toyota over 30 days. Toyota is related to or competes with Ferrari NV, Stellantis, GM, Ford, Rivian Automotive, Lucid, and Xpeng. Toyota Motor Corporation designs, manufactures, assembles, and sells passenger vehicles, minivans and commercial vehicle... More
Toyota 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 Toyota'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 Toyota Motor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.44 | |||
| Information Ratio | 0.0358 | |||
| Maximum Drawdown | 13.5 | |||
| Value At Risk | (1.93) | |||
| Potential Upside | 2.69 |
Toyota Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Toyota's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Toyota's standard deviation. In reality, there are many statistical measures that can use Toyota historical prices to predict the future Toyota's volatility.| Risk Adjusted Performance | 0.0761 | |||
| Jensen Alpha | 0.1104 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0434 | |||
| Treynor Ratio | 0.3833 |
Toyota Motor Backtested Returns
As of now, Toyota Stock is very steady. Toyota Motor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.1, which indicates the firm had a 0.1 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Toyota Motor, which you can use to evaluate the volatility of the company. Please validate Toyota's Semi Deviation of 1.34, risk adjusted performance of 0.0761, and Coefficient Of Variation of 1183.86 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. Toyota has a performance score of 7 on a scale of 0 to 100. The entity has a beta of 0.36, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Toyota's returns are expected to increase less than the market. However, during the bear market, the loss of holding Toyota is expected to be smaller as well. Toyota Motor right now has a risk of 1.8%. Please validate Toyota maximum drawdown, skewness, as well as the relationship between the Skewness and day typical price , to decide if Toyota will be following its existing price patterns.
Auto-correlation | -0.57 |
Good reverse predictability
Toyota Motor has good reverse predictability. Overlapping area represents the amount of predictability between Toyota time series from 31st of December 2024 to 15th of January 2025 and 15th of January 2025 to 30th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Toyota Motor price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Toyota price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.27 | |
| Residual Average | 0.0 | |
| Price Variance | 4.62 |
Toyota Motor lagged returns against current returns
Autocorrelation, which is Toyota 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 Toyota's stock expected returns. We can calculate the autocorrelation of Toyota returns to help us make a trade decision. For example, suppose you find that Toyota 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 |
Toyota 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 Toyota stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toyota stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Toyota stock over time.
Current vs Lagged Prices |
| Timeline |
Toyota Lagged Returns
When evaluating Toyota's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Toyota stock have on its future price. Toyota 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, Toyota autocorrelation shows the relationship between Toyota stock current value and its past values and can show if there is a momentum factor associated with investing in Toyota Motor.
Regressed Prices |
| Timeline |
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Toyota technical stock analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, stock market cycles, or different charting patterns.