Toll Brothers Stock Alpha and Beta Analysis
| TOL Stock | USD 164.75 0.59 0.36% |
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 0.83 | Alpha 0.12 | Risk 1.88 | Sharpe Ratio 0.15 | Expected Return 0.28 |
Toll Brothers Quarterly Cash And Equivalents |
|
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 | 0.12 | β | 0.83 |
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, Aug 31, 2024 and Fri, Nov 29, 2024 is 150.85 with a coefficient of variation of 4.08. The daily time series for the period is distributed with a sample standard deviation of 6.14, arithmetic mean of 150.51, and mean deviation of 4.45. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 1000 shares by John McLean of Toll Brothers at 151.1 subject to Rule 16b-3 | 09/26/2024 |
2 | New Luxury Home Complex Coming To Royersford | 10/17/2024 |
| Toll Brothers dividend paid on 25th of October 2024 | 10/25/2024 |
4 | Vertiv and Foot Locker have been highlighted as Zacks Bull and Bear of the Day | 11/05/2024 |
5 | Heres How Much a 1000 Investment in Toll Brothers Made 10 Years Ago Would Be Worth Today | 11/11/2024 |
6 | Investors Heavily Search Toll Brothers Inc. Here is What You Need to Know | 11/12/2024 |
7 | Wall Street Analysts Think Toll Brothers Is a Good Investment Is It | 11/13/2024 |
8 | Toll Brothers Announces New Luxury Home Community Now Open in Flower Mound, Texas | 11/14/2024 |
9 | Toll Brothers Might Have The Makings Of A Multi-Bagger | 11/18/2024 |
10 | Toll Brothers, Inc. Shares Sold by Meeder Asset Management Inc. | 11/20/2024 |
11 | Toll Brothers Announces Final Opportunity at Verona Estates Community in Chatsworth, California | 11/22/2024 |
12 | Toll Brothers Inc Stock Price Up 6.43 percent on Nov 25 | 11/25/2024 |
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.
| 2021 | 2023 | 2024 (projected) | Dividend Yield | 0.0177 | 0.0105 | 0.00888 | Price To Sales Ratio | 0.49 | 0.9 | 1.26 |
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
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
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 Global Correlations module to find global opportunities by holding instruments from different markets.
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.