Toyota (Germany) Market Value
| TOMA Stock | EUR 218.00 6.00 2.83% |
| Symbol | Toyota |
Toyota '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 Toyota's 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 Toyota.
| 03/25/2024 |
| 04/24/2024 |
If you would invest 0.00 in Toyota on March 25, 2024 and sell it all today you would earn a total of 0.00 from holding Toyota Motor or generate 0.0% return on investment in Toyota over 30 days. Toyota is related to or competes with Tradeweb Markets, Trade Desk, National Retail, Kingdee International, TRADEGATE, Qurate Retail, and Unity Software. Toyota Motor Corporation designs, manufactures, assembles, and sells passenger vehicles, minivans and commercial vehicle... More
Toyota 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 Toyota's 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 Toyota Motor upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.85 | |||
| Information Ratio | 0.078 | |||
| Maximum Drawdown | 9.69 | |||
| Value At Risk | (2.61) | |||
| Potential Upside | 3.6 |
Toyota Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Toyota's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Toyota's standard deviation. In reality, there are many statistical measures that can use Toyota historical prices to predict the future Toyota's volatility.| Risk Adjusted Performance | 0.083 | |||
| Jensen Alpha | 0.2051 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | 0.0822 | |||
| Treynor Ratio | 0.69 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Toyota's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Toyota Motor Backtested Returns
Toyota appears to be very steady, given 3 months investment horizon. Toyota Motor owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the firm had a 0.15% return per unit of risk over the last 3 months. We have found thirty technical indicators for Toyota Motor, which you can use to evaluate the volatility of the company. Please review Toyota's Coefficient Of Variation of 808.45, risk adjusted performance of 0.083, and Semi Deviation of 1.33 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, Toyota holds a performance score of 11. The entity has a beta of 0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Toyota's returns are expected to increase less than the market. However, during the bear market, the loss of holding Toyota is expected to be smaller as well. Please check Toyota's downside variance, expected short fall, and the relationship between the potential upside and semi variance , to make a quick decision on whether Toyota's existing price patterns will revert.
Auto-correlation | 0.46 |
Average predictability
Toyota Motor has average predictability. Overlapping area represents the amount of predictability between Toyota time series from 25th of March 2024 to 9th of April 2024 and 9th of April 2024 to 24th of April 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Toyota Motor price movement. The serial correlation of 0.46 indicates that about 46.0% of current Toyota price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.46 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 39.56 |
Toyota Motor lagged returns against current returns
Autocorrelation, which is Toyota 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 Toyota's stock expected returns. We can calculate the autocorrelation of Toyota returns to help us make a trade decision. For example, suppose you find that Toyota 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 |
Toyota 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 Toyota stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Toyota stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Toyota stock over time.
Current vs Lagged Prices |
| Timeline |
Toyota Lagged Returns
When evaluating Toyota's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Toyota stock have on its future price. Toyota 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, Toyota autocorrelation shows the relationship between Toyota stock current value and its past values and can show if there is a momentum factor associated with investing in Toyota Motor.
Regressed Prices |
| Timeline |
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 Toyota 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, Toyota's short interest history, or implied volatility extrapolated from Toyota options trading.
Currently Active Assets on Macroaxis
When determining whether Toyota Motor is a strong investment it is important to analyze Toyota's 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 Toyota's future performance. For an informed investment choice regarding Toyota Stock, refer to the following important reports:Check out Toyota Correlation, Toyota Volatility and Toyota Alpha and Beta module to complement your research on Toyota. You can also try the ETFs module to find actively traded Exchange Traded Funds (ETF) from around the world.
Complementary Tools for Toyota Stock analysis
When running Toyota's price analysis, check to measure Toyota'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 Toyota is operating at the current time. Most of Toyota's value examination focuses on studying past and present price action to predict the probability of Toyota's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Toyota's price. Additionally, you may evaluate how the addition of Toyota to your portfolios can decrease your overall portfolio volatility.
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Toyota 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.