Toll Brothers (Germany) Alpha and Beta Analysis
| TLK Stock | EUR 120.45 2.00 1.69% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Toll Brothers. It also helps investors analyze the systematic and unsystematic risks associated with investing in Toll Brothers over a specified time horizon. Remember, high Toll Brothers' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Toll Brothers' market risk premium analysis include:
Beta 1.02 | Alpha (0.17) | Risk 2.52 | Sharpe Ratio (0.07) | Expected Return (0.17) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Toll Brothers Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Toll Brothers market risk premium is the additional return an investor will receive from holding Toll Brothers long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Toll Brothers. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Toll Brothers' performance over market.| α | -0.17 | β | 1.02 |
Toll Brothers expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Toll Brothers' Buy-and-hold return. Our buy-and-hold chart shows how Toll Brothers performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Toll Brothers Market Price Analysis
Market price analysis indicators help investors to evaluate how Toll Brothers stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Toll Brothers shares will generate the highest return on investment. By understating and applying Toll Brothers stock market price indicators, traders can identify Toll Brothers position entry and exit signals to maximize returns.
Toll Brothers Return and Market Media
The median price of Toll Brothers for the period between Tue, Sep 24, 2024 and Mon, Dec 23, 2024 is 138.57 with a coefficient of variation of 6.2. The daily time series for the period is distributed with a sample standard deviation of 8.7, arithmetic mean of 140.39, and mean deviation of 6.58. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Toll Brothers Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Toll or other stocks. Alpha measures the amount that position in Toll Brothers has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Toll Brothers in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Toll Brothers' short interest history, or implied volatility extrapolated from Toll Brothers options trading.
Build Portfolio with Toll Brothers
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Additional Information and Resources on Investing in Toll Stock
When determining whether Toll Brothers is a strong investment it is important to analyze Toll Brothers' competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact Toll Brothers' future performance. For an informed investment choice regarding Toll Stock, refer to the following important reports:Check out Toll Brothers Backtesting, Toll Brothers Valuation, Toll Brothers Correlation, Toll Brothers Hype Analysis, Toll Brothers Volatility, Toll Brothers History and analyze Toll Brothers Performance. For more detail on how to invest in Toll Stock please use our How to Invest in Toll Brothers guide.You can also try the Equity Forecasting module to use basic forecasting models to generate price predictions and determine price momentum.
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.