Toro Stock Alpha and Beta Analysis


USD 112.06  0.91  0.82%   

This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Toro Co. It also helps investors analyze the systematic and unsystematic risks associated with investing in Toro over a specified time horizon. Remember, high Toro'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 Toro Backtesting, Toro Valuation, Toro Correlation, Toro Hype Analysis, Toro Volatility, Toro History and analyze Toro Performance.
Please note that although Toro 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., NYSE Composite index.) So in this particular case, Toro did 0.39  better 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 Toro Co stock's relative risk over its benchmark. Toro has a beta of 0.80  . Let's try to break down what Toro's beta means in this case. As returns on the market increase, Toro returns are expected to increase less than the market. However, during the bear market, the loss on holding Toro will be expected to be smaller as well.
Toro Book Value per Share is projected to increase slightly based on the last few years of reporting. The past year's Book Value per Share was at 4.52. The current year Enterprise Value is expected to grow to about 5.2 B, whereas Enterprise Value over EBIT is forecasted to decline to 11.63.
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.

Enterprise Value

5.16 Billion

Toro Market Premiums

Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Toro market risk premium is the additional return an investor will receive from holding Toro 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 Toro. 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 Toro's performance over market.
α0.39   β0.80
90 days against NYA

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

Toro Market Price Analysis

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

Toro Return and Market Media

The median price of Toro for the period between Mon, Sep 5, 2022 and Sun, Dec 4, 2022 is 95.49 with a coefficient of variation of 10.17. The daily time series for the period is distributed with a sample standard deviation of 9.96, arithmetic mean of 98.0, and mean deviation of 8.98. The Stock received substential amount of media coverage during this period.
 Price Growth (%)  
Exercise or conversion by Amy Dahl of 2600 shares of Toro su...09/13/2022
Toro exotic insider transaction detected09/14/2022
Exercise or conversion by Jeffrey Ettinger of 6842 shares of...09/15/2022
Have Insiders Sold The Toro Company Shares Recently - Nasdaq09/16/2022
Exercise or conversion by Drake Angela C of 3266 shares of T...09/19/2022
Stock Market Higher As Investors Await Fed Comments Putin Th...09/21/2022
Toro exotic insider transaction detected09/23/2022
Markets Today Stocks Mixed After Hawkish ECB Comments - Barc...09/26/2022
Exercise or conversion by Kurt Svendsen of 4000 shares of To...10/03/2022
Be Wary Of Toro And Its Returns On Capital - Simply Wall St10/12/2022
CARDEROCK CAPITAL MANAGEMENT INC Cuts Portfolio Down to Size...10/21/2022
Heres How The Toro Company Managed to Beat Inflation - Yahoo...11/07/2022
This week on Wall Street FOMC Minutes, quarterly earnings ke...11/22/2022
EPS Estimate11/30/2022

About Toro 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 Toro or other stocks. Alpha measures the amount that position in Toro 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 2022 (projected)
Long Term Debt to Equity0.690.76
Interest Coverage16.2815.13

Toro Upcoming Company Events

As portrayed in its financial statements, the presentation of Toro's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Toro's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Toro's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Toro. Please utilize our Beneish M Score to check the likelihood of Toro's management manipulating its earnings.
Upcoming Quarterly Report3rd of March 2022
Next Financial Report2nd of June 2022
Next Fiscal Quarter End31st of January 2022
Next Fiscal Year End21st of December 2022
Last Quarter Report31st of October 2021
Last Financial Announcement31st of January 2021

Build Portfolio with Toro

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

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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 Toro Backtesting, Toro Valuation, Toro Correlation, Toro Hype Analysis, Toro Volatility, Toro History and analyze Toro Performance. You can also try Probability Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.

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When running Toro price analysis, check to measure Toro'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 Toro is operating at the current time. Most of Toro's value examination focuses on studying past and present price action to predict the probability of Toro's future price movements. You can analyze the entity against its peers and financial market as a whole to determine factors that move Toro's price. Additionally, you may evaluate how the addition of Toro to your portfolios can decrease your overall portfolio volatility.
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Analyst Recommendations
Analyst recommendations and target price estimates broken down by several categories
Toro 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.
A focus of Toro technical analysis is to determine if market prices reflect all relevant information impacting that market. A technical analyst looks at the history of Toro 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...