Transdigm Group Incorporated Stock Alpha and Beta Analysis
| TDG Stock | USD 1,365 25.97 1.94% |
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 0.75 | Alpha 0.001651 | Risk 1.81 | Sharpe Ratio 0.0348 | Expected Return 0.0629 |
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 |
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 | β | 0.75 |
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 Sun, Nov 3, 2024 and Sat, Feb 1, 2025 is 1280.04 with a coefficient of variation of 3.21. The daily time series for the period is distributed with a sample standard deviation of 41.55, arithmetic mean of 1294.82, and mean deviation of 35.9. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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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.
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 |
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Check out Transdigm Group Backtesting, Transdigm Group Valuation, Transdigm Group Correlation, Transdigm Group Hype Analysis, Transdigm Group Volatility, Transdigm Group 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.