TOYOTA OTC Stock Alpha and Beta Analysis


USD 13.07  0.31  2.32%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as TOYOTA MOTOR CORP. It also helps investors analyze the systematic and unsystematic risks associated with investing in TOYOTA MOTOR over a specified time horizon. Remember, high TOYOTA MOTOR'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.
Additionally, take a look at TOYOTA MOTOR Backtesting, TOYOTA MOTOR Valuation, TOYOTA MOTOR Correlation, TOYOTA MOTOR Hype Analysis, TOYOTA MOTOR Volatility, TOYOTA MOTOR History and analyze TOYOTA MOTOR Performance.
Please note that although TOYOTA MOTOR alpha is a measure of relative return and represented here as a single number, it indicates the percentage above or below your selected benchmark (i.e., DOW index.) So in this particular case, TOYOTA MOTOR did 0.17  worse than the index. Remember, a high alpha is always good. Beta, on the other hand, measures the volatility (or risk) of an investment. It is an indication of TOYOTA MOTOR CORP stock's relative risk over its benchmark. TOYOTA MOTOR CORP has a beta of 0.74  . 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.
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.

TOYOTA MOTOR Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. TOYOTA MOTOR market risk premium is the additional return an investor will receive from holding TOYOTA MOTOR 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 TOYOTA MOTOR. 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 TOYOTA MOTOR's performance over market.
α-0.17   β0.74
90 days against DJI

TOYOTA MOTOR 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 TOYOTA MOTOR's Buy-and-hold return. Our buy-and-hold chart shows how TOYOTA MOTOR performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.

TOYOTA MOTOR Market Price Analysis

Market price analysis indicators help investors to evaluate how TOYOTA MOTOR otc stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading TOYOTA MOTOR shares will generate the highest return on investment. By understating and applying TOYOTA MOTOR otc stock market price indicators, traders can identify TOYOTA MOTOR position entry and exit signals to maximize returns.

TOYOTA MOTOR Return and Market Media

The median price of TOYOTA MOTOR for the period between Mon, Jul 4, 2022 and Sun, Oct 2, 2022 is 15.49 with a coefficient of variation of 5.75. The daily time series for the period is distributed with a sample standard deviation of 0.87, arithmetic mean of 15.17, and mean deviation of 0.74. The Stock received a lot of media exposure during the period.
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About TOYOTA MOTOR 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 TOYOTA or other otcs. Alpha measures the amount that position in TOYOTA MOTOR CORP 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 TOYOTA MOTOR 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 MOTOR's short interest history, or implied volatility extrapolated from TOYOTA MOTOR options trading.

Build Portfolio with TOYOTA MOTOR

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.

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Align your risk with return expectations

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By capturing your risk tolerance and investment horizon Macroaxis technology of instant portfolio optimization will compute exactly how much risk is acceptable for your desired return expectations
Additionally, take a look at TOYOTA MOTOR Backtesting, TOYOTA MOTOR Valuation, TOYOTA MOTOR Correlation, TOYOTA MOTOR Hype Analysis, TOYOTA MOTOR Volatility, TOYOTA MOTOR History and analyze TOYOTA MOTOR Performance. You can also try Balance Of Power module to check stock momentum by analyzing Balance Of Power indicator and other technical ratios.

Complementary Tools for 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.
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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, otc 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...