TOYOTA OTC Stock Market Value

TOYOF
 Stock
  

USD 15.29  0.07  0.46%   

TOYOTA MOTOR's market value is the price at which a share of TOYOTA MOTOR stock trades on a public exchange. It measures the collective expectations of TOYOTA MOTOR CORP investors about the entity's future performance. With this module, you can estimate the performance of a buy and hold strategy of TOYOTA MOTOR CORP and determine expected loss or profit from investing in TOYOTA MOTOR over a given investment horizon. Additionally, take a look at TOYOTA MOTOR Hype Analysis, TOYOTA MOTOR Correlation, TOYOTA MOTOR Valuation, TOYOTA MOTOR Volatility, as well as analyze TOYOTA MOTOR Alpha and Beta and TOYOTA MOTOR Performance.
Symbol
Backtest


Is TOYOTA MOTOR'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 MOTOR. 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 MOTOR 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 YOY
-0.29
Market Capitalization
212.9 B
Quarterly Revenue Growth YOY
0.055
Return On Assets
0.0288
Return On Equity
0.11
The market value of TOYOTA MOTOR CORP 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 MOTOR's value that differs from its market value or its book value, called intrinsic value, which is TOYOTA MOTOR'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 MOTOR's market value can be influenced by many factors that don't directly affect TOYOTA MOTOR'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 MOTOR's value and its price as these two are different measures arrived at by different means. Investors typically determine TOYOTA MOTOR value by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, TOYOTA MOTOR'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.

TOYOTA MOTOR '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 MOTOR's otc 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 MOTOR.
0.00
07/06/2021
No Change 0.00  0.0 
In 11 months and 27 days
07/01/2022
0.00
If you would invest  0.00  in TOYOTA MOTOR on July 6, 2021 and sell it all today you would earn a total of 0.00 from holding TOYOTA MOTOR CORP or generate 0.0% return on investment in TOYOTA MOTOR over 360 days. Toyota Motor Corporation designs, manufactures, assembles, and sells passenger vehicles, minivans and commercial vehicle...More

TOYOTA MOTOR 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 MOTOR's otc 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 CORP upside and downside potential and time the market with a certain degree of confidence.

TOYOTA MOTOR Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for TOYOTA MOTOR's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TOYOTA MOTOR's standard deviation. In reality, there are many statistical measures that can use TOYOTA MOTOR historical prices to predict the future TOYOTA MOTOR's volatility.
Sophisticated investors, who have witnessed many market ups and downs, frequently view the market will even out over time. This tendency of TOYOTA MOTOR'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. Please use the tools below to analyze the current value of TOYOTA MOTOR in the context of predictive analytics.
Hype
Prediction
LowEstimated ValueHigh
13.4815.3417.20
Details
Intrinsic
Valuation
LowReal ValueHigh
14.1516.0017.86
Details
Naive
Forecast
LowNext ValueHigh
13.6415.5117.37
Details
Bollinger
Band Projection (param)
LowerMiddle BandUpper
14.9716.0217.08
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as TOYOTA MOTOR. Your research has to be compared to or analyzed against TOYOTA MOTOR's peers to derive any actionable benefits. When done correctly, TOYOTA MOTOR's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy towards taking a position in TOYOTA MOTOR CORP.

TOYOTA MOTOR CORP Backtested Returns

TOYOTA MOTOR CORP owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.15, which indicates the firm had -0.15% of return per unit of risk over the last 3 months. Macroaxis approach into measuring the risk of any stock is to look at both systematic and unsystematic factors of the business, including all available market data and technical indicators. TOYOTA MOTOR CORP exposes twenty-eight different technical indicators, which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate TOYOTA MOTOR risk adjusted performance of (0.15), and Coefficient Of Variation of (904.21) to confirm the risk estimate we provide.
The entity has a beta of 0.7675, which indicates possible diversification benefits within a given portfolio. Let's try to break down what TOYOTA's beta means in this case. As returns on the market increase, TOYOTA MOTOR returns are expected to increase less than the market. However, during the bear market, the loss on holding TOYOTA MOTOR will be expected to be smaller as well. Even though it is essential to pay attention to TOYOTA MOTOR CORP current price movements, it is always good to be careful when utilizing equity historical returns. Our approach into measuring any stock's future performance is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. TOYOTA MOTOR CORP exposes twenty-eight different technical indicators, which can help you to evaluate its performance. TOYOTA MOTOR CORP has an expected return of -0.28%. Please be advised to validate TOYOTA MOTOR maximum drawdown, expected short fall, as well as the relationship between the Expected Short fall and rate of daily change to decide if TOYOTA MOTOR CORP performance from the past will be repeated at some future point.

Auto-correlation

    
  0.18  

Very weak predictability

TOYOTA MOTOR CORP has very weak predictability. Overlapping area represents the amount of predictability between TOYOTA MOTOR time series from 6th of July 2021 to 2nd of January 2022 and 2nd of January 2022 to 1st of July 2022. 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 CORP price movement. The serial correlation of 0.18 indicates that over 18.0% of current TOYOTA MOTOR price fluctuation can be explain by its past prices.
Correlation Coefficient0.18
Spearman Rank Test-0.27
Residual Average0.0
Price Variance2.16

TOYOTA MOTOR CORP lagged returns against current returns

Autocorrelation, which is TOYOTA MOTOR otc 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 MOTOR's otc stock expected returns. We can calculate the autocorrelation of TOYOTA MOTOR returns to help us make a trade decision. For example, suppose you find that TOYOTA MOTOR otc stock 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 stock movement to match the lagging time series.
 Current and Lagged Values 
Share
      Timeline 

TOYOTA MOTOR 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 MOTOR otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TOYOTA MOTOR otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TOYOTA MOTOR otc stock over time.
 Current vs Lagged Prices 
Share
      Timeline 

TOYOTA MOTOR Lagged Returns

When evaluating TOYOTA MOTOR's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TOYOTA MOTOR otc stock have on its future price. TOYOTA MOTOR 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 MOTOR autocorrelation shows the relationship between TOYOTA MOTOR otc stock current value and its past values and can show if there is a momentum factor associated with investing in TOYOTA MOTOR CORP.
 Regressed Prices 
Share
      Timeline 

Be your own money manager

Our tools can tell you how much better you can do entering a position in TOYOTA MOTOR without increasing your portfolio risk or giving up expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate.risk-adjusted returns of your individual positions relative to your overall portfolio.

Did you try this?

Run Idea Analyzer Now

   

Idea Analyzer

Analyze all characteristics, volatility and risk-adjusted return of Macroaxis ideas
All  Next Launch Module

Currently Active Assets on Macroaxis

Additionally, take a look at TOYOTA MOTOR Hype Analysis, TOYOTA MOTOR Correlation, TOYOTA MOTOR Valuation, TOYOTA MOTOR Volatility, as well as analyze TOYOTA MOTOR Alpha and Beta and TOYOTA MOTOR Performance. Note that the TOYOTA MOTOR CORP information on this page should be used as a complementary analysis to other TOYOTA MOTOR's statistical models used to find the right mix of equity instruments to add to your existing portfolios or create a brand new portfolio. You can also try Bond Analysis module to evaluate and analyze corporate bonds as a potential investment for your portfolios..

Complementary Tools for TOYOTA OTC Stock analysis

When running TOYOTA MOTOR CORP price analysis, check to measure TOYOTA MOTOR'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 MOTOR is operating at the current time. Most of TOYOTA MOTOR's value examination focuses on studying past and present price action to predict the probability of TOYOTA MOTOR's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move TOYOTA MOTOR's price. Additionally, you may evaluate how the addition of TOYOTA MOTOR to your portfolios can decrease your overall portfolio volatility.
Fund Screener
Find actively-traded funds from around the world traded on over 30 global exchanges
Go
Focused Opportunities
Build portfolios using our predefined set of ideas and optimize them against your investing preferences
Go
Bollinger Bands
Use Bollinger Bands indicator to analyze target price for a given investing horizon
Go
Money Managers
Screen money managers from public funds and ETFs managed around the world
Go
Global Correlations
Find global opportunities by holding instruments from different markets
Go
Alpha Finder
Use alpha and beta coefficients to find investment opportunities after accounting for the risk
Go
TOYOTA MOTOR technical otc 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.
A focus of TOYOTA MOTOR technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of TOYOTA MOTOR trading pattern rather than external drivers such as economic, fundamental, or social events. It is believed that price action tends to repeat itself due to investors' collective, patterned behavior. Hence technical analysis focuses on identifiable price trends and conditions. More Info...