Toll Brothers Stock Market Value
| TOL Stock | USD 167.80 10.21 6.48% |
| Symbol | Toll |
Toll Brothers Price To Book Ratio
Is Household Durables 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 Toll Brothers. If investors know Toll 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 Toll Brothers 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 (0.04) | Dividend Share 0.88 | Earnings Share 14.48 | Revenue Per Share 100.231 | Quarterly Revenue Growth 0.015 |
The market value of Toll Brothers is measured differently than its book value, which is the value of Toll that is recorded on the company's balance sheet. Investors also form their own opinion of Toll Brothers' value that differs from its market value or its book value, called intrinsic value, which is Toll Brothers' 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 Toll Brothers' market value can be influenced by many factors that don't directly affect Toll Brothers' 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 Toll Brothers' value and its price as these two are different measures arrived at by different means. Investors typically determine if Toll Brothers is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Toll Brothers' 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.
Toll Brothers '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 Toll Brothers' 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 Toll Brothers.
| 10/26/2024 |
| 11/25/2024 |
If you would invest 0.00 in Toll Brothers on October 26, 2024 and sell it all today you would earn a total of 0.00 from holding Toll Brothers or generate 0.0% return on investment in Toll Brothers over 30 days. Toll Brothers is related to or competes with DR Horton, Lennar, KB Home, NVR, PulteGroup, Beazer Homes, and Hovnanian Enterprises. Toll Brothers, Inc., together with its subsidiaries, designs, builds, markets, sells, and arranges finance for a range o... More
Toll Brothers 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 Toll Brothers' 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 Toll Brothers upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.76 | |||
| Information Ratio | 0.0293 | |||
| Maximum Drawdown | 9.12 | |||
| Value At Risk | (2.91) | |||
| Potential Upside | 3.43 |
Toll Brothers Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Toll Brothers' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Toll Brothers' standard deviation. In reality, there are many statistical measures that can use Toll Brothers historical prices to predict the future Toll Brothers' volatility.| Risk Adjusted Performance | 0.0828 | |||
| Jensen Alpha | 0.0739 | |||
| Total Risk Alpha | (0.12) | |||
| Sortino Ratio | 0.0307 | |||
| Treynor Ratio | 0.2092 |
Toll Brothers Backtested Returns
Toll Brothers appears to be very steady, given 3 months investment horizon. Toll Brothers owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Toll Brothers, which you can use to evaluate the volatility of the company. Please review Toll Brothers' Semi Deviation of 1.51, coefficient of variation of 996.7, and Risk Adjusted Performance of 0.0828 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Toll Brothers holds a performance score of 10. The entity has a beta of 0.84, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Toll Brothers' returns are expected to increase less than the market. However, during the bear market, the loss of holding Toll Brothers is expected to be smaller as well. Please check Toll Brothers' expected short fall, and the relationship between the maximum drawdown and rate of daily change , to make a quick decision on whether Toll Brothers' existing price patterns will revert.
Auto-correlation | 0.63 |
Good predictability
Toll Brothers has good predictability. Overlapping area represents the amount of predictability between Toll Brothers time series from 26th of October 2024 to 10th of November 2024 and 10th of November 2024 to 25th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Toll Brothers price movement. The serial correlation of 0.63 indicates that roughly 63.0% of current Toll Brothers price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.63 | |
| Spearman Rank Test | 0.3 | |
| Residual Average | 0.0 | |
| Price Variance | 21.54 |
Toll Brothers lagged returns against current returns
Autocorrelation, which is Toll Brothers 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 Toll Brothers' stock expected returns. We can calculate the autocorrelation of Toll Brothers returns to help us make a trade decision. For example, suppose you find that Toll Brothers 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 |
Toll Brothers 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 Toll Brothers stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toll Brothers stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Toll Brothers stock over time.
Current vs Lagged Prices |
| Timeline |
Toll Brothers Lagged Returns
When evaluating Toll Brothers' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Toll Brothers stock have on its future price. Toll Brothers 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, Toll Brothers autocorrelation shows the relationship between Toll Brothers stock current value and its past values and can show if there is a momentum factor associated with investing in Toll Brothers.
Regressed Prices |
| Timeline |
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Toll Brothers 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.