Toys R (Australia) Alpha and Beta Analysis
| TOY Stock | 0.04 0 5.26% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Toys R Us. It also helps investors analyze the systematic and unsystematic risks associated with investing in Toys R over a specified time horizon. Remember, high Toys R's 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 Toys R's market risk premium analysis include:
Beta (0.91) | Alpha (0.44) | Risk 5.7 | Sharpe Ratio (0.11) | Expected Return (0.61) |
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.
Toys |
Toys R Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Toys R market risk premium is the additional return an investor will receive from holding Toys R 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 Toys R. 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 Toys R's performance over market.| α | -0.44 | β | -0.91 |
Toys R 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 Toys R's Buy-and-hold return. Our buy-and-hold chart shows how Toys R performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Toys R Market Price Analysis
Market price analysis indicators help investors to evaluate how Toys R stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Toys R shares will generate the highest return on investment. By understating and applying Toys R stock market price indicators, traders can identify Toys R position entry and exit signals to maximize returns.
Toys R Return and Market Media
The median price of Toys R for the period between Sun, Dec 15, 2024 and Sat, Mar 15, 2025 is 0.046 with a coefficient of variation of 14.31. The daily time series for the period is distributed with a sample standard deviation of 0.01, arithmetic mean of 0.05, and mean deviation of 0.01. The Stock received some media coverage during the period. Price Growth (%) |
| Timeline |
1 | Toys R Us closing iconic Vancouver location - Vancouver Is Awesome | 03/10/2025 |
About Toys R 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 Toys or other stocks. Alpha measures the amount that position in Toys R Us 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 Toys R 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, Toys R's short interest history, or implied volatility extrapolated from Toys R options trading.
Build Portfolio with Toys R
Your optimized portfolios are the building block of your wealth. We provide an intuitive interface to determine which securities in a portfolio should be removed or rebalanced to achieve better diversification, find the right mix of securities that minimizes portfolio risk for a given return, or maximize portfolio expected return for a given risk level.Build Diversified Portfolios
Align your risk with return expectations
Additional Tools for Toys Stock Analysis
When running Toys R's price analysis, check to measure Toys R's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Toys R is operating at the current time. Most of Toys R's value examination focuses on studying past and present price action to predict the probability of Toys R's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Toys R's price. Additionally, you may evaluate how the addition of Toys R to your portfolios can decrease your overall portfolio volatility.