Triumph Group Stock Alpha and Beta Analysis
| TGI Stock | USD 19.27 0.17 0.89% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Triumph Group. It also helps investors analyze the systematic and unsystematic risks associated with investing in Triumph over a specified time horizon. Remember, high Triumph'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 Triumph's market risk premium analysis include:
Beta 1.43 | Alpha 0.47 | Risk 4.24 | Sharpe Ratio 0.14 | Expected Return 0.6 |
Triumph 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.
Triumph |
Triumph Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Triumph market risk premium is the additional return an investor will receive from holding Triumph 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 Triumph. 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 Triumph's performance over market.| α | 0.47 | β | 1.43 |
Triumph 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 Triumph's Buy-and-hold return. Our buy-and-hold chart shows how Triumph performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Triumph Market Price Analysis
Market price analysis indicators help investors to evaluate how Triumph stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Triumph shares will generate the highest return on investment. By understating and applying Triumph stock market price indicators, traders can identify Triumph position entry and exit signals to maximize returns.
Triumph Return and Market Media
The median price of Triumph for the period between Sat, Aug 24, 2024 and Fri, Nov 22, 2024 is 13.85 with a coefficient of variation of 12.79. The daily time series for the period is distributed with a sample standard deviation of 1.84, arithmetic mean of 14.39, and mean deviation of 1.39. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 548 shares by Kai Kasiguran of Triumph subject to Rule 16b-3 | 08/30/2024 |
2 | Stocks With Rising Relative Strength Triumph Group | 09/13/2024 |
3 | Disposition of 1608 shares by Thomas Quigley of Triumph subject to Rule 16b-3 | 10/07/2024 |
4 | Triumph Group reportedly mulling sale, Bloomberg says shares jump | 10/10/2024 |
5 | Acquisition by Allen Patrick E of 10324 shares of Triumph subject to Rule 16b-3 | 10/11/2024 |
6 | Why Triumph Group, Inc. is the Worst Aerospace Stock to Buy According to Short Sellers | 10/18/2024 |
7 | AerSale Corporation Earnings Expected to Grow Should You Buy | 10/31/2024 |
8 | KBRA Comments on TGI Fridays Chapter 11 Bankruptcy Filing | 11/04/2024 |
9 | Goldman Sachs Group Incs Strategic Acquisition of Triumph Group Inc Shares | 11/08/2024 |
10 | Triumph Group raises guidance after beating Q2 estimates | 11/12/2024 |
11 | Q2 2025 Triumph Group Inc Earnings Call Transcript | 11/13/2024 |
12 | Treasure Global Inc. Reports First Quarter Fiscal Year 2025 Financial Results | 11/18/2024 |
13 | Triumph Group price target raised to 21 from 16 at Barclays - MSN | 11/21/2024 |
About Triumph 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 Triumph or other stocks. Alpha measures the amount that position in Triumph 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 (projected) | Dividend Yield | 0.0213 | 0.0224 | Price To Sales Ratio | 0.91 | 0.83 |
Triumph Upcoming Company Events
As portrayed in its financial statements, the presentation of Triumph's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, Triumph's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of Triumph's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of Triumph. Please utilize our Beneish M Score to check the likelihood of Triumph's management manipulating its earnings.
| 7th of February 2024 Upcoming Quarterly Report | View | |
| 15th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 15th of May 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of March 2023 Last Financial Announcement | View |
Build Portfolio with Triumph
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 Triumph Backtesting, Triumph Valuation, Triumph Correlation, Triumph Hype Analysis, Triumph Volatility, Triumph History and analyze Triumph Performance. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.
Triumph 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.