Transdigm Group Incorporated Stock Performance
| TDG Stock | USD 1,365 25.97 1.94% |
Transdigm Group has a performance score of 2 on a scale of 0 to 100. The entity has a beta of 0.75, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Transdigm Group's returns are expected to increase less than the market. However, during the bear market, the loss of holding Transdigm Group is expected to be smaller as well. Transdigm Group right now has a risk of 1.81%. Please validate Transdigm Group downside variance, day median price, and the relationship between the treynor ratio and kurtosis , to decide if Transdigm Group will be following its existing price patterns.
Risk-Adjusted Performance
2 of 100
Weak | Strong |
Weak
Compared to the overall equity markets, risk-adjusted returns on investments in Transdigm Group Incorporated are ranked lower than 2 (%) of all global equities and portfolios over the last 90 days. Despite nearly stable fundamental indicators, Transdigm Group is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Begin Period Cash Flow | 3.5 B |
Transdigm |
Transdigm Group Relative Risk vs. Return Landscape
If you would invest 131,539 in Transdigm Group Incorporated on November 3, 2024 and sell it today you would earn a total of 3,795 from holding Transdigm Group Incorporated or generate 2.89% return on investment over 90 days. Transdigm Group Incorporated is generating 0.0629% of daily returns assuming volatility of 1.8076% on return distribution over 90 days investment horizon. In other words, 16% of stocks are less volatile than Transdigm, and above 99% of all equities are expected to generate higher returns over the next 90 days. Expected Return |
| Risk |
Transdigm Group Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transdigm Group's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Transdigm Group Incorporated, and traders can use it to determine the average amount a Transdigm Group's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = 0.0348
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Estimated Market Risk
| 1.81 actual daily | 16 84% of assets are more volatile |
Expected Return
| 0.06 actual daily | 1 99% of assets have higher returns |
Risk-Adjusted Return
| 0.03 actual daily | 2 98% of assets perform better |
Based on monthly moving average Transdigm Group is performing at about 2% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Transdigm Group by adding it to a well-diversified portfolio.
Transdigm Group Fundamentals Growth
Transdigm Stock prices reflect investors' perceptions of the future prospects and financial health of Transdigm Group, and Transdigm Group fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Transdigm Stock performance.
| Return On Asset | 0.0981 | ||||
| Profit Margin | 0.22 % | ||||
| Operating Margin | 0.43 % | ||||
| Current Valuation | 93.67 B | ||||
| Shares Outstanding | 56.04 M | ||||
| Price To Earning | 92.83 X | ||||
| Price To Sales | 9.63 X | ||||
| Revenue | 7.94 B | ||||
| EBITDA | 3.87 B | ||||
| Cash And Equivalents | 3.47 B | ||||
| Cash Per Share | 70.27 X | ||||
| Total Debt | 24.9 B | ||||
| Debt To Equity | 5.42 % | ||||
| Book Value Per Share | (111.89) X | ||||
| Cash Flow From Operations | 2.04 B | ||||
| Earnings Per Share | 25.66 X | ||||
| Total Asset | 25.59 B | ||||
| Retained Earnings | (7.36 B) | ||||
| Current Asset | 2.93 B | ||||
| Current Liabilities | 752.6 M | ||||
About Transdigm Group Performance
By analyzing Transdigm Group's fundamental ratios, stakeholders can gain valuable insights into Transdigm Group's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Transdigm Group has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Transdigm Group has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
TransDigm Group Incorporated designs, produces, and supplies aircraft components in the United States and internationally. TransDigm Group Incorporated was founded in 1993 and is based in Cleveland, Ohio. Transdigm operates under Aerospace Defense classification in the United States and is traded on New York Stock Exchange. It employs 13300 people.Things to note about Transdigm Group performance evaluation
Checking the ongoing alerts about Transdigm Group for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Transdigm Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Transdigm Group has a poor financial position based on the latest SEC disclosures | |
| Over 94.0% of the company shares are owned by institutional investors |
- Analyzing Transdigm Group's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Transdigm Group's stock is overvalued or undervalued compared to its peers.
- Examining Transdigm Group's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Transdigm Group's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Transdigm Group's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Transdigm Group's stock. These opinions can provide insight into Transdigm Group's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Transdigm Stock analysis
When running Transdigm Group's price analysis, check to measure Transdigm Group'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 Transdigm Group is operating at the current time. Most of Transdigm Group's value examination focuses on studying past and present price action to predict the probability of Transdigm Group's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Transdigm Group's price. Additionally, you may evaluate how the addition of Transdigm Group to your portfolios can decrease your overall portfolio volatility.
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