Toll Brothers Stock Alpha and Beta Analysis
| TOL Stock | USD 104.89 1.87 1.82% |
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 1.28 | Alpha (0.41) | Risk 2.2 | Sharpe Ratio (0.18) | Expected Return (0.39) |
Toll Brothers Quarterly Cash And Equivalents |
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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.
Toll |
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 | -0.41 | β | 1.28 |
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 Sat, Dec 14, 2024 and Fri, Mar 14, 2025 is 126.0 with a coefficient of variation of 9.58. The daily time series for the period is distributed with a sample standard deviation of 12.1, arithmetic mean of 126.37, and mean deviation of 9.37. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Disposition of 12491 shares by Martin Connor of Toll Brothers subject to Rule 16b-3 | 12/20/2024 |
2 | Disposition of tradable shares by Christine Garvey of Toll Brothers subject to Rule 16b-3 | 12/26/2024 |
3 | Disposition of 5000 shares by Martin Connor of Toll Brothers at 123.9001 subject to Rule 16b-3 | 01/10/2025 |
4 | Disposition of 2007 shares by Stephen East of Toll Brothers subject to Rule 16b-3 | 01/17/2025 |
5 | Acquisition by Karen Grimes of 3891 shares of Toll Brothers subject to Rule 16b-3 | 01/22/2025 |
| Toll Brothers dividend paid on 24th of January 2025 | 01/24/2025 |
6 | Acquisition by Karen Grimes of 1655 shares of Toll Brothers subject to Rule 16b-3 | 02/14/2025 |
7 | Zacks Investment Ideas feature highlights Toll Brothers | 02/20/2025 |
8 | Toll Brothers Inc. Is a Trending Stock Facts to Know Before Betting on It | 02/24/2025 |
9 | Brokers Suggest Investing in Toll Brothers Read This Before Placing a Bet | 02/27/2025 |
10 | Disposition of 17752 shares by Martin Connor of Toll Brothers at 143.09 subject to Rule 16b-3 | 02/28/2025 |
11 | Toll Brothers Inc Announces Final Home Opportunities in Pomona - Aspen Collection | 03/04/2025 |
12 | Jim Cramer Explains Why His Favorite Homebuilder Stock Is Falling | 03/05/2025 |
13 | Toll Brothers Announces New Luxury Home Community Now Open in Atlanta, Georgia | 03/06/2025 |
14 | Aviance Capital Partners LLC Buys 649 Shares of Toll Brothers, Inc. | 03/07/2025 |
15 | Disposition of 7000 shares by Paul Shapiro of Toll Brothers at 106.9674 subject to Rule 16b-3 | 03/11/2025 |
16 | Toll Brothers Hikes Dividend by 9 percent A Move to Boost Investor Value | 03/12/2025 |
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.
| 2023 | 2024 (projected) | Dividend Yield | 0.006153 | 0.005538 | Price To Sales Ratio | 1.4 | 1.61 |
Toll Brothers Upcoming Company Events
As portrayed in its financial statements, the presentation of Toll Brothers' financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Toll Brothers' leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Toll Brothers' public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Toll Brothers. Please utilize our Beneish M Score to check the likelihood of Toll Brothers' management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 28th of May 2024 Next Financial Report | View | |
| 31st of January 2024 Next Fiscal Quarter End | View | |
| 3rd of December 2024 Next Fiscal Year End | View | |
| 31st of October 2023 Last Quarter Report | View | |
| 31st of October 2023 Last Financial Announcement | View |
Build Portfolio with Toll Brothers
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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 information on how to buy Toll Stock please use our How to buy in Toll Stock guide.You can also try the Portfolio Optimization module to compute new portfolio that will generate highest expected return given your specified tolerance for risk.
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.