TransAlta (Germany) Performance
| TZ1 Stock | EUR 10.27 0.21 2.00% |
The entity has a beta of 1.39, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, TransAlta will likely underperform. At this point, TransAlta has a negative expected return of -0.46%. Please make sure to validate TransAlta's jensen alpha, treynor ratio, and the relationship between the standard deviation and total risk alpha , to decide if TransAlta performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Weakest
Weak | Strong |
Over the last 90 days TransAlta has generated negative risk-adjusted returns adding no value to investors with long positions. Despite fragile performance in the last few months, the Stock's basic indicators remain nearly stable which may send shares a bit higher in February 2026. The current disturbance may also be a sign of long-run up-swing for the company stockholders. ...more
TransAlta |
TransAlta Relative Risk vs. Return Landscape
If you would invest 1,424 in TransAlta on October 17, 2025 and sell it today you would lose (397.00) from holding TransAlta or give up 27.88% of portfolio value over 90 days. TransAlta is currently producing negative expected returns and takes up 3.9719% volatility of returns over 90 trading days. Put another way, 35% of traded stocks are less volatile than TransAlta, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
TransAlta Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for TransAlta's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as TransAlta, and traders can use it to determine the average amount a TransAlta'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 = -0.117
| High Returns | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TZ1 |
Estimated Market Risk
| 3.97 actual daily | 35 65% of assets are more volatile |
Expected Return
| -0.46 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.12 actual daily | 0 Most of other assets perform better |
Based on monthly moving average TransAlta is not performing at its full potential. However, 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 TransAlta by adding TransAlta to a well-diversified portfolio.
TransAlta Fundamentals Growth
TransAlta Stock prices reflect investors' perceptions of the future prospects and financial health of TransAlta, and TransAlta 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 TransAlta Stock performance.
| Return On Equity | 0.0703 | |||
| Return On Asset | 0.037 | |||
| Profit Margin | 0.02 % | |||
| Operating Margin | 0.20 % | |||
| Current Valuation | 4.74 B | |||
| Shares Outstanding | 268.2 M | |||
| Price To Earning | 112.09 X | |||
| Price To Book | 5.61 X | |||
| Price To Sales | 0.91 X | |||
| Revenue | 2.98 B | |||
| EBITDA | 1.21 B | |||
| Cash And Equivalents | 703 M | |||
| Cash Per Share | 2.61 X | |||
| Total Debt | 3.35 B | |||
| Debt To Equity | 1.19 % | |||
| Book Value Per Share | 0.63 X | |||
| Cash Flow From Operations | 877 M | |||
| Earnings Per Share | 0.01 X | |||
| Total Asset | 10.74 B | |||
About TransAlta Performance
By analyzing TransAlta's fundamental ratios, stakeholders can gain valuable insights into TransAlta's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if TransAlta 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 TransAlta has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
TransAlta Corporation owns, operates, and develops a diverse fleet of electrical power generation assets in Canada, the United States, and Australia. TransAlta Corporation was founded in 1909 and is headquartered in Calgary, Canada. TRANSALTA CORP operates under UtilitiesIndependent Power Producers classification in Germany and is traded on Frankfurt Stock Exchange. It employs 1476 people.Things to note about TransAlta performance evaluation
Checking the ongoing alerts about TransAlta for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for TransAlta help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| TransAlta generated a negative expected return over the last 90 days | |
| TransAlta has high historical volatility and very poor performance | |
| About 74.0% of the company shares are owned by institutional investors |
- Analyzing TransAlta'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 TransAlta's stock is overvalued or undervalued compared to its peers.
- Examining TransAlta'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 TransAlta's management team can have a significant impact on its success or failure. Reviewing the track record and experience of TransAlta's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of TransAlta's stock. These opinions can provide insight into TransAlta's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for TransAlta Stock analysis
When running TransAlta's price analysis, check to measure TransAlta'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 TransAlta is operating at the current time. Most of TransAlta's value examination focuses on studying past and present price action to predict the probability of TransAlta's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TransAlta's price. Additionally, you may evaluate how the addition of TransAlta to your portfolios can decrease your overall portfolio volatility.
| Financial Widgets Easily integrated Macroaxis content with over 30 different plug-and-play financial widgets | |
| Watchlist Optimization Optimize watchlists to build efficient portfolios or rebalance existing positions based on the mean-variance optimization algorithm | |
| Portfolio Diagnostics Use generated alerts and portfolio events aggregator to diagnose current holdings | |
| Pair Correlation Compare performance and examine fundamental relationship between any two equity instruments | |
| Price Transformation Use Price Transformation models to analyze the depth of different equity instruments across global markets | |
| Portfolio Backtesting Avoid under-diversification and over-optimization by backtesting your portfolios | |
| Price Ceiling Movement Calculate and plot Price Ceiling Movement for different equity instruments | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| AI Portfolio Prophet Use AI to generate optimal portfolios and find profitable investment opportunities |