Toll Brothers Stock Market Value
| TOL Stock | USD 104.89 1.87 1.82% |
| 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 (0.22) | Dividend Share 0.92 | Earnings Share 14.51 | Revenue Per Share | Quarterly Revenue Growth (0.05) |
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.
| 12/15/2024 |
| 03/15/2025 |
If you would invest 0.00 in Toll Brothers on December 15, 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 90 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.
| Information Ratio | (0.19) | |||
| Maximum Drawdown | 10.25 | |||
| Value At Risk | (5.28) | |||
| Potential Upside | 3.59 |
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 | (0.21) | |||
| Jensen Alpha | (0.41) | |||
| Total Risk Alpha | (0.20) | |||
| Treynor Ratio | (0.46) |
Toll Brothers Backtested Returns
Toll Brothers owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.18, which indicates the firm had a -0.18 % return per unit of risk over the last 3 months. Toll Brothers exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Toll Brothers' Risk Adjusted Performance of (0.21), coefficient of variation of (396.40), and Variance of 5.28 to confirm the risk estimate we provide. The entity has a beta of 1.28, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Toll Brothers will likely underperform. At this point, Toll Brothers has a negative expected return of -0.39%. Please make sure to validate Toll Brothers' jensen alpha, skewness, as well as the relationship between the Skewness and day median price , to decide if Toll Brothers performance from the past will be repeated at some point in the near future.
Auto-correlation | -0.51 |
Good reverse predictability
Toll Brothers has good reverse predictability. Overlapping area represents the amount of predictability between Toll Brothers time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Toll Brothers price movement. The serial correlation of -0.51 indicates that about 51.0% of current Toll Brothers price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.51 | |
| Spearman Rank Test | -0.66 | |
| Residual Average | 0.0 | |
| Price Variance | 107.2 |
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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Try AI Portfolio ArchitectCheck out Toll Brothers Correlation, Toll Brothers Volatility and Toll Brothers Alpha and Beta module to complement your research on Toll Brothers. For more information on how to buy Toll Stock please use our How to buy in Toll Stock guide.You can also try the Aroon Oscillator module to analyze current equity momentum using Aroon Oscillator and other momentum ratios.
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.