Transdigm Group Incorporated Stock Alpha and Beta Analysis
| TDG Stock | USD 1,302 15.44 1.20% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Transdigm Group Incorporated. It also helps investors analyze the systematic and unsystematic risks associated with investing in Transdigm Group over a specified time horizon. Remember, high Transdigm Group'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. Key technical indicators related to Transdigm Group's market risk premium analysis include:
Beta 0.44 | Alpha (0.01) | Risk 1.67 | Sharpe Ratio (0.02) | Expected Return (0.03) |
Transdigm Group Quarterly Cash And Equivalents |
|
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.
Transdigm | Build AI portfolio with Transdigm Stock |
Transdigm Group Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Transdigm Group market risk premium is the additional return an investor will receive from holding Transdigm Group 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 Transdigm Group. 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 Transdigm Group's performance over market.| α | -0.0059 | β | 0.44 |
Transdigm Group 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 Transdigm Group's Buy-and-hold return. Our buy-and-hold chart shows how Transdigm Group performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Transdigm Group Market Price Analysis
Market price analysis indicators help investors to evaluate how Transdigm Group stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Transdigm Group shares will generate the highest return on investment. By understating and applying Transdigm Group stock market price indicators, traders can identify Transdigm Group position entry and exit signals to maximize returns.
Transdigm Group Return and Market Media
The median price of Transdigm Group for the period between Wed, Nov 19, 2025 and Tue, Feb 17, 2026 is 1340.6 with a coefficient of variation of 3.95. The daily time series for the period is distributed with a sample standard deviation of 53.11, arithmetic mean of 1346.07, and mean deviation of 43.41. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Insider Trading | 11/21/2025 |
2 | Disposition of 290 shares by Patrick Murphy of Transdigm Group at 1351.06 subject to Rule 16b-3 | 12/01/2025 |
3 | Disposition of tradable shares by Kevin Stein of Transdigm Group at 1367.2233 subject to Rule 16b-3 | 12/04/2025 |
4 | Disposition of 481 shares by Kevin Stein of Transdigm Group at 1373.0119 subject to Rule 16b-3 | 01/06/2026 |
5 | TransDigm to buy two aerospace parts companies for combined 2.2B | 01/16/2026 |
6 | Howmet Aerospace Inc. ABullCase Theory | 01/28/2026 |
7 | Does TDGs Raised 2026 Guidance and Aftermarket Deals Reshape the Bull Case For TransDigm Group | 02/03/2026 |
8 | Disposition of 403 shares by Kevin Stein of Transdigm Group at 1377.2956 subject to Rule 16b-3 | 02/04/2026 |
9 | TransDigm Group downgraded at KeyBanc on softer outlook, margin pressure | 02/05/2026 |
10 | A Look At TransDigm Group Valuation After Recent Share Price Pullback | 02/06/2026 |
11 | Hedge Fund and Insider Trading News Steven Cohen, Ray Dalio, Ken Griffin, Bill Ackman, Warren Buffett, Elliott Management, L1 Capital, Nextera Energy Inc , Tran... | 02/11/2026 |
12 | How Investors Are Reacting To TransDigm Group Raising 2026 Guidance Amid Higher Sales, Lower Profit | 02/12/2026 |
13 | Rep. Gilbert Ray Cisneros, Jr. Buys Steel Dynamics, Inc. Shares | 02/17/2026 |
About Transdigm Group 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 Transdigm or other stocks. Alpha measures the amount that position in Transdigm Group 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.
| 2023 | 2024 | 2026 (projected) | Dividend Yield | 0.0247 | 0.13 | 0.15 | Price To Sales Ratio | 10.39 | 8.69 | 8.21 |
Transdigm Group Upcoming Company Events
As portrayed in its financial statements, the presentation of Transdigm Group's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Transdigm Group's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Transdigm Group's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Transdigm Group. Please utilize our Beneish M Score to check the likelihood of Transdigm Group's management manipulating its earnings.
| 6th of February 2024 Upcoming Quarterly Report | View | |
| 14th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 14th of November 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 30th of September 2023 Last Financial Announcement | View |
Build Portfolio with Transdigm Group
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
Check out Transdigm Group Analysis, Transdigm Group Valuation, Transdigm Group Correlation, Transdigm Group Hype Analysis, Transdigm Group Volatility, Transdigm Group Price History and analyze Transdigm Group Performance. You can also try the Analyst Advice module to analyst recommendations and target price estimates broken down by several categories.
Transdigm Group 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.