Toyota Motor Stock Z Score

TM Stock

USD 231.84 2.13 0.91%

Altman Z Score is one of the simplest fundamental models to determine how likely your company is to fail. The module uses available fundamental data of a given equity to approximate the Altman Z score. Altman Z Score is determined by evaluating five fundamental price points available from the company's current public disclosure documents. Check out Toyota Piotroski F Score and Toyota Valuation analysis.

At this time, Toyota's Capital Lease Obligations is very stable compared to the past year. As of the 19th of April 2024, Net Working Capital is likely to grow to about 3 T, while Capital Surpluse is likely to drop about 487.8 B. At this time, Toyota's Cost Of Revenue is very stable compared to the past year. As of the 19th of April 2024, Income Before Tax is likely to grow to about 4.4 T, while Selling General Administrative is likely to drop about 2.3 T.

Toyota Motor Company Z Score Analysis

Toyota's Z-Score is a simple linear, multi-factor model that measures the financial health and economic stability of a company. The score is used to predict the probability of a firm going into bankruptcy within next 24 months or two fiscal years from the day stated on the accounting statements used to calculate it. The model uses five fundamental business ratios that are weighted according to algorithm of Professor Edward Altman who developed it in the late 1960s at New York University..

Z Score

Sum Of

5 Factors

More About Z Score | All Equity Analysis

First Factor

1.2 * (

Working Capital

/

Total Assets )

Second Factor

1.4 * (

Retained Earnings

/

Total Assets )

Thrid Factor

3.3 * (

EBITAD

/

Total Assets )

Fouth Factor

0.6 * (

Market Value of Equity

/

Total Liabilities )

Fifth Factor

0.99 * (

Revenue

/

Total Assets )

Toyota Z Score Driver Correlations

Understanding the fundamental principles of building solid financial models for Toyota is extremely important. It helps to project a fair market value of Toyota Stock properly, considering its historical fundamentals such as Z Score. Since Toyota's main accounts across its financial reports are all linked and dependent on each other, it is essential to analyze all possible correlations between related accounts. However, instead of reviewing all of Toyota's historical financial statements, investors can examine the correlated drivers to determine its overall health. This can be effectively done using a conventional correlation matrix of Toyota's interrelated accounts and indicators.

	Total Assets	Total Stockholder Equity	Net Debt	Retained Earnings	Net Receivables	Total Liab	Total Current Assets	Short Term Debt	Accounts Payable	Short Term Investments	Common Stock	Long Term Debt	Treasury Stock	Property Plant Equipment	Current Deferred Revenue	Net Tangible Assets	Deferred Long Term Liab	Long Term Investments	Short Long Term Debt	Long Term Debt Total	Capital Surpluse	Cash And Equivalents	Net Invested Capital	Net Working Capital	Capital Stock
Total Assets		1.0	0.98	0.98	0.98	1.0	1.0	0.98	0.96	0.36	0.62	0.89	-0.75	0.88	0.22	0.57	0.8	0.46	-0.19	0.82	0.72	0.77	0.79	0.86	-0.64
Total Stockholder Equity	1.0		0.96	0.99	0.96	0.99	0.99	0.97	0.97	0.32	0.62	0.92	-0.78	0.91	0.23	0.61	0.83	0.5	-0.16	0.84	0.73	0.8	0.82	0.89	-0.65
Net Debt	0.98	0.96		0.95	0.99	0.99	0.98	1.0	0.91	0.49	0.56	0.83	-0.71	0.8	0.21	0.48	0.72	0.38	-0.25	0.76	0.68	0.69	0.71	0.77	-0.57
Retained Earnings	0.98	0.99	0.95		0.96	0.98	0.98	0.97	0.94	0.3	0.6	0.93	-0.83	0.9	0.26	0.64	0.84	0.53	-0.14	0.86	0.77	0.78	0.79	0.86	-0.62
Net Receivables	0.98	0.96	0.99	0.96		0.99	0.98	0.98	0.92	0.37	0.61	0.82	-0.68	0.81	0.2	0.49	0.7	0.4	-0.2	0.74	0.66	0.69	0.71	0.79	-0.62
Total Liab	1.0	0.99	0.99	0.98	0.99		1.0	0.99	0.95	0.38	0.61	0.88	-0.73	0.87	0.21	0.55	0.77	0.43	-0.21	0.8	0.71	0.75	0.78	0.84	-0.63
Total Current Assets	1.0	0.99	0.98	0.98	0.98	1.0		0.98	0.96	0.36	0.63	0.89	-0.73	0.88	0.2	0.55	0.79	0.44	-0.2	0.81	0.7	0.77	0.8	0.87	-0.66
Short Term Debt	0.98	0.97	1.0	0.97	0.98	0.99	0.98		0.92	0.48	0.56	0.86	-0.76	0.82	0.23	0.53	0.75	0.42	-0.23	0.8	0.72	0.7	0.72	0.78	-0.57
Accounts Payable	0.96	0.97	0.91	0.94	0.92	0.95	0.96	0.92		0.23	0.67	0.87	-0.67	0.88	0.19	0.61	0.85	0.55	-0.01	0.78	0.61	0.85	0.89	0.95	-0.7
Short Term Investments	0.36	0.32	0.49	0.3	0.37	0.38	0.36	0.48	0.23		-0.05	0.24	-0.33	0.15	-0.1	0.02	0.06	-0.09	-0.46	0.31	0.39	0.04	0.06	-0.03	0.16
Common Stock	0.62	0.62	0.56	0.6	0.61	0.61	0.63	0.56	0.67	-0.05		0.54	-0.29	0.57	0.16	0.45	0.52	0.44	0.12	0.5	0.34	0.68	0.73	0.68	-0.69
Long Term Debt	0.89	0.92	0.83	0.93	0.82	0.88	0.89	0.86	0.87	0.24	0.54		-0.91	0.97	0.08	0.78	0.82	0.57	-0.14	0.95	0.9	0.77	0.78	0.84	-0.57
Treasury Stock	-0.75	-0.78	-0.71	-0.83	-0.68	-0.73	-0.73	-0.76	-0.67	-0.33	-0.29	-0.91		-0.83	-0.18	-0.77	-0.74	-0.56	0.16	-0.94	-0.93	-0.65	-0.61	-0.62	0.26
Property Plant Equipment	0.88	0.91	0.8	0.9	0.81	0.87	0.88	0.82	0.88	0.15	0.57	0.97	-0.83		0.05	0.74	0.79	0.48	-0.18	0.91	0.85	0.79	0.8	0.87	-0.6
Current Deferred Revenue	0.22	0.23	0.21	0.26	0.2	0.21	0.2	0.23	0.19	-0.1	0.16	0.08	-0.18	0.05		0.04	0.54	0.2	0.1	0.1	-0.08	0.35	0.29	0.25	-0.04
Net Tangible Assets	0.57	0.61	0.48	0.64	0.49	0.55	0.55	0.53	0.61	0.02	0.45	0.78	-0.77	0.74	0.04		0.68	0.84	0.37	0.84	0.73	0.75	0.72	0.65	-0.24
Deferred Long Term Liab	0.8	0.83	0.72	0.84	0.7	0.77	0.79	0.75	0.85	0.06	0.52	0.82	-0.74	0.79	0.54	0.68		0.64	0.13	0.76	0.57	0.85	0.85	0.89	-0.55
Long Term Investments	0.46	0.5	0.38	0.53	0.4	0.43	0.44	0.42	0.55	-0.09	0.44	0.57	-0.56	0.48	0.2	0.84	0.64		0.66	0.62	0.4	0.72	0.7	0.62	-0.23
Short Long Term Debt	-0.19	-0.16	-0.25	-0.14	-0.2	-0.21	-0.2	-0.23	-0.01	-0.46	0.12	-0.14	0.16	-0.18	0.1	0.37	0.13	0.66		-0.14	-0.32	0.18	0.18	0.13	-0.03
Long Term Debt Total	0.82	0.84	0.76	0.86	0.74	0.8	0.81	0.8	0.78	0.31	0.5	0.95	-0.94	0.91	0.1	0.84	0.76	0.62	-0.14		0.93	0.81	0.78	0.74	-0.33
Capital Surpluse	0.72	0.73	0.68	0.77	0.66	0.71	0.7	0.72	0.61	0.39	0.34	0.9	-0.93	0.85	-0.08	0.73	0.57	0.4	-0.32	0.93		0.55	0.53	0.53	-0.28
Cash And Equivalents	0.77	0.8	0.69	0.78	0.69	0.75	0.77	0.7	0.85	0.04	0.68	0.77	-0.65	0.79	0.35	0.75	0.85	0.72	0.18	0.81	0.55		0.99	0.9	-0.41
Net Invested Capital	0.79	0.82	0.71	0.79	0.71	0.78	0.8	0.72	0.89	0.06	0.73	0.78	-0.61	0.8	0.29	0.72	0.85	0.7	0.18	0.78	0.53	0.99		0.93	-0.5
Net Working Capital	0.86	0.89	0.77	0.86	0.79	0.84	0.87	0.78	0.95	-0.03	0.68	0.84	-0.62	0.87	0.25	0.65	0.89	0.62	0.13	0.74	0.53	0.9	0.93		-0.73
Capital Stock	-0.64	-0.65	-0.57	-0.62	-0.62	-0.63	-0.66	-0.57	-0.7	0.16	-0.69	-0.57	0.26	-0.6	-0.04	-0.24	-0.55	-0.23	-0.03	-0.33	-0.28	-0.41	-0.5	-0.73

Click cells to compare fundamentals

To calculate a Z-Score, one would need to know a company's current working capital, its total assets and liabilities, and the amount of its latest earnings as well as earnings before interest and tax. Z-Scores can be used to compare the odds of bankruptcy of companies in a similar line of business or firms operating in the same industry. Companies with Z-Scores above 3.1 are generally considered to be stable and healthy with a low probability of bankruptcy. Scores that fall between 1.8 and 3.1 lie in a so-called 'grey area,' with scores of less than 1 indicating the highest probability of distress. Z Score is a used widely measure by financial auditors, accountants, money managers, loan processors, wealth advisers, and day traders. In the last 25 years, many financial models that utilize z-scores proved it to be successful as a predictor of corporate bankruptcy.

Competition

Predict Toyota

Based on the company's disclosures, Toyota Motor has a Z Score of 0.0. This is 100.0% lower than that of the Automobiles sector and 100.0% lower than that of the Consumer Discretionary industry. The z score for all United States stocks is 100.0% higher than that of the company.

Toyota Current Valuation Drivers

We derive many important indicators used in calculating different scores of Toyota from analyzing Toyota's financial statements. These drivers represent accounts that assess Toyota's ability to generate profits relative to its revenue, operating costs, and shareholders' equity. Below are some of Toyota's important valuation drivers and their relationship over time.

	2019	2020	2021	2022	2023	2024 (projected)
Market Cap	18.0T	24.1T	30.7T	25.8T	23.2T	12.3T
Enterprise Value	34.4T	44.7T	51.1T	47.6T	42.9T	45.0T

Toyota Institutional Holders

Institutional Holdings refers to the ownership stake in Toyota that is held by large financial organizations, pension funds or endowments. Institutions may purchase large blocks of Toyota's outstanding shares and can exert considerable influence upon its management. Institutional holders may also work to push the share price higher once they own the stock. Extensive social media coverage, TV shows, articles in high-profile magazines, and presentations at investor conferences help move the stock higher, increasing Toyota's value.

		Shares
Srb Corp	2023-12-31	333.2 K
Clark Capital Management Group Inc	2023-12-31	330.4 K
Natixis Advisors, Llc.	2023-12-31	283.6 K
Stifel Financial Corp	2023-12-31	276.8 K
Dimensional Fund Advisors, Inc.	2023-12-31	245.7 K
Jane Street Group, Llc	2023-12-31	240.7 K
Captrust Financial Advisors	2023-12-31	209.3 K
Envestnet Asset Management Inc	2023-12-31	185 K
American Century Companies Inc	2023-12-31	170.1 K
Fisher Asset Management, Llc	2023-12-31	6.2 M
Goldman Sachs Group Inc	2023-12-31	2 M

Toyota Fundamentals

	Return On Equity	0.15
	Return On Asset	0.039
	Profit Margin	0.10 %
	Operating Margin	0.14 %
	Current Valuation	25.84 T
	Shares Outstanding	1.35 B
	Shares Owned By Institutions	1.51 %
	Number Of Shares Shorted	633.73 K
	Price To Earning	11.34 X
	Price To Book	1.54 X
	Price To Sales	0.01 X
	Revenue	37.15 T
	Gross Profit	5.97 T
	EBITDA	5.71 T
	Net Income	2.49 T
	Cash And Equivalents	7.52 T
	Total Debt	29.38 T
	Debt To Equity	1.03 %
	Current Ratio	1.06 X
	Book Value Per Share	2,415 X
	Cash Flow From Operations	2.96 T
	Short Ratio	1.74 X
	Earnings Per Share	21.57 X
	Price To Earnings To Growth	3.50 X
	Target Price	224.81
	Number Of Employees	380.74 K
	Beta	0.5
	Market Capitalization	312.36 B
	Total Asset	74.3 T
	Retained Earnings	28.34 T
	Working Capital	2.5 T
	Current Asset	18.21 T
	Current Liabilities	16.12 T
	Annual Yield	0.02 %
	Five Year Return	2.72 %
	Net Asset	74.3 T
	Last Dividend Paid	65.0

About Toyota Fundamental Analysis

The Macroaxis Fundamental Analysis modules help investors analyze Toyota Motor's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Toyota using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Toyota Motor based on its fundamental data. In general, a quantitative approach, as applied to this company, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.

Please read more on our fundamental analysis page.

Toyota Investors Sentiment

The influence of Toyota's investor sentiment on the probability of its price appreciation or decline could be a good factor in your decision-making process regarding taking a position in Toyota. The overall investor sentiment generally increases the direction of a stock movement in a one-year investment horizon. However, the impact of investor sentiment on the entire stock market does not have solid backing from leading economists and market statisticians.

Investor biases related to Toyota's public news can be used to forecast risks associated with an investment in Toyota. The trend in average sentiment can be used to explain how an investor holding Toyota can time the market purely based on public headlines and social activities around Toyota Motor. Please note that most equities that are difficult to arbitrage are affected by market sentiment the most.

Toyota's market sentiment shows the aggregated news analyzed to detect positive and negative mentions from the text and comments. The data is normalized to provide daily scores for Toyota's and other traded tickers. The bigger the bubble, the more accurate is the estimated score. Higher bars for a given day show more participation in the average Toyota's news discussions. The higher the estimated score, the more favorable is the investor's outlook on Toyota.

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.

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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:

How To Invest In Toyota

Details

Is Toyota Stock a good investment?

Details

What is Toyota's Net Worth?

Details

Largest Automobile Manufacturers Companies

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Largest Automobiles & Components Companies

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Check out Toyota Piotroski F Score and Toyota Valuation analysis.

You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.

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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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Is Toyota's industry expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of Toyota. If investors know Toyota will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about Toyota listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.

Quarterly Earnings Growth

0.884

Dividend Share

Earnings Share

21.57

Revenue Per Share

2 K

Quarterly Revenue Growth

0.234

The market value of Toyota Motor is measured differently than its book value, which is the value of Toyota that is recorded on the company's balance sheet. Investors also form their own opinion of Toyota's value that differs from its market value or its book value, called intrinsic value, which is Toyota's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because Toyota's market value can be influenced by many factors that don't directly affect Toyota's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.

Please note, there is a significant difference between Toyota's value and its price as these two are different measures arrived at by different means. Investors typically determine if Toyota is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Toyota's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

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Toyota Motor Stock Z Score

Toyota Motor Company Z Score Analysis

Z Score

Sum Of

5 Factors

First Factor

1.2 * (

Working Capital

/

Total Assets )

Second Factor

1.4 * (

Retained Earnings

/

Total Assets )

Thrid Factor

3.3 * (

EBITAD

/

Total Assets )

Fouth Factor

0.6 * (

Market Value of Equity

/

Total Liabilities )

Fifth Factor

0.99 * (

Revenue

/

Total Assets )

Toyota Z Score Driver Correlations

Toyota Current Valuation Drivers

Toyota Institutional Holders

Toyota Fundamentals

About Toyota Fundamental Analysis

Toyota Investors Sentiment

Currently Active Assets on Macroaxis

Complementary Tools for Toyota Stock analysis

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