Transunion Stock Market Value
| TRU Stock | USD 95.32 0.54 0.57% |
| Symbol | TransUnion |
TransUnion Price To Book Ratio
Is Research & Consulting Services space 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 TransUnion. If investors know TransUnion 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 TransUnion 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 0.569 | Dividend Share 0.105 | Earnings Share 1.14 | Revenue Per Share | Quarterly Revenue Growth 0.12 |
The market value of TransUnion is measured differently than its book value, which is the value of TransUnion that is recorded on the company's balance sheet. Investors also form their own opinion of TransUnion's value that differs from its market value or its book value, called intrinsic value, which is TransUnion'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 TransUnion's market value can be influenced by many factors that don't directly affect TransUnion'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 TransUnion's value and its price as these two are different measures arrived at by different means. Investors typically determine if TransUnion is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, TransUnion'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.
TransUnion '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 TransUnion's 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 TransUnion.
| 01/24/2024 |
| 01/18/2025 |
If you would invest 0.00 in TransUnion on January 24, 2024 and sell it all today you would earn a total of 0.00 from holding TransUnion or generate 0.0% return on investment in TransUnion over 360 days. TransUnion is related to or competes with Exponent, Verisk Analytics, FTI Consulting, Forrester Research, Equifax, Booz Allen, and ICF International. Markets segment provides consumer reports, actionable insights, and analytics to businesses More
TransUnion 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 TransUnion's 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 TransUnion upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.08) | |||
| Maximum Drawdown | 9.29 | |||
| Value At Risk | (3.63) | |||
| Potential Upside | 3.28 |
TransUnion Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TransUnion's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TransUnion's standard deviation. In reality, there are many statistical measures that can use TransUnion historical prices to predict the future TransUnion's volatility.| Risk Adjusted Performance | (0.06) | |||
| Jensen Alpha | (0.15) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (0.20) |
TransUnion Backtested Returns
TransUnion owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0857, which indicates the firm had a -0.0857% return per unit of risk over the last 3 months. TransUnion exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate TransUnion's Risk Adjusted Performance of (0.06), variance of 3.89, and Coefficient Of Variation of (1,367) to confirm the risk estimate we provide. The entity has a beta of 0.77, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, TransUnion's returns are expected to increase less than the market. However, during the bear market, the loss of holding TransUnion is expected to be smaller as well. At this point, TransUnion has a negative expected return of -0.17%. Please make sure to validate TransUnion's mean deviation, treynor ratio, as well as the relationship between the Treynor Ratio and daily balance of power , to decide if TransUnion performance from the past will be repeated at some point in the near future.
Auto-correlation | 0.22 |
Weak predictability
TransUnion has weak predictability. Overlapping area represents the amount of predictability between TransUnion time series from 24th of January 2024 to 22nd of July 2024 and 22nd of July 2024 to 18th of January 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of TransUnion price movement. The serial correlation of 0.22 indicates that over 22.0% of current TransUnion price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.22 | |
| Spearman Rank Test | 0.29 | |
| Residual Average | 0.0 | |
| Price Variance | 50.19 |
TransUnion lagged returns against current returns
Autocorrelation, which is TransUnion 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 TransUnion's stock expected returns. We can calculate the autocorrelation of TransUnion returns to help us make a trade decision. For example, suppose you find that TransUnion 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 price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
TransUnion 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 TransUnion stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TransUnion stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TransUnion stock over time.
Current vs Lagged Prices |
| Timeline |
TransUnion Lagged Returns
When evaluating TransUnion's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TransUnion stock have on its future price. TransUnion 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, TransUnion autocorrelation shows the relationship between TransUnion stock current value and its past values and can show if there is a momentum factor associated with investing in TransUnion.
Regressed Prices |
| Timeline |
Thematic Opportunities
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Additional Tools for TransUnion Stock Analysis
When running TransUnion's price analysis, check to measure TransUnion'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 TransUnion is operating at the current time. Most of TransUnion's value examination focuses on studying past and present price action to predict the probability of TransUnion's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TransUnion's price. Additionally, you may evaluate how the addition of TransUnion to your portfolios can decrease your overall portfolio volatility.