Tpg Inc Stock Alpha and Beta Analysis
| TPG Stock | USD 69.70 2.14 3.17% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as TPG Inc. It also helps investors analyze the systematic and unsystematic risks associated with investing in TPG over a specified time horizon. Remember, high TPG'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 TPG's market risk premium analysis include:
Beta 1.98 | Alpha 0.36 | Risk 2.43 | Sharpe Ratio 0.23 | Expected Return 0.55 |
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.
TPG |
TPG Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. TPG market risk premium is the additional return an investor will receive from holding TPG 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 TPG. 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 TPG's performance over market.| α | 0.36 | β | 1.98 |
TPG 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 TPG's Buy-and-hold return. Our buy-and-hold chart shows how TPG performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.TPG Market Price Analysis
Market price analysis indicators help investors to evaluate how TPG stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading TPG shares will generate the highest return on investment. By understating and applying TPG stock market price indicators, traders can identify TPG position entry and exit signals to maximize returns.
TPG Return and Market Media
The median price of TPG for the period between Fri, Aug 23, 2024 and Thu, Nov 21, 2024 is 59.35 with a coefficient of variation of 11.37. The daily time series for the period is distributed with a sample standard deviation of 6.73, arithmetic mean of 59.25, and mean deviation of 5.58. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
| TPG dividend paid on 30th of August 2024 | 08/30/2024 |
1 | Disposition of 408675 shares by Rhodes Jeffrey K. of TPG subject to Rule 16b-3 | 09/06/2024 |
2 | Understanding the Ownership Structure of TPG Telecom | 10/08/2024 |
3 | Acquisition by Messemer Deborah M. of 3592 shares of TPG subject to Rule 16b-3 | 10/14/2024 |
4 | Eruditus Secures 150 Million Series F Funding Led by TPGs The Rise Fund | 10/18/2024 |
5 | Id invest 10,000 into these excellent ASX shares for the long-term | 10/25/2024 |
6 | TPG cuts dividend by 9.5 | 11/04/2024 |
7 | TPG Inc Q3 2024 Earnings Call Highlights Strong AUM Growth and Strategic Initiatives ... | 11/05/2024 |
8 | TPG Third Quarter 2024 Earnings EPS US0.039 | 11/06/2024 |
9 | Trump victory to add fuel to capital markets recovery Wells Fargo | 11/07/2024 |
10 | Wellington Management Group LLP Adjusts Stake in TPG Inc | 11/08/2024 |
11 | TPG Inc Stock Price Up 5.19 percent on Nov 11 | 11/11/2024 |
12 | Acquisition by Chorengel Maya of 1238 shares of TPG subject to Rule 16b-3 | 11/12/2024 |
13 | Demopolis Equity Partners Announces Strategic Partnership with TPG | 11/13/2024 |
14 | Disposition of 300000 shares by James Coulter of TPG subject to Rule 16b-3 | 11/18/2024 |
About TPG 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 TPG or other stocks. Alpha measures the amount that position in TPG Inc 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.
| 2021 | 2022 | 2023 | 2024 (projected) | Dividend Yield | 0.44 | 0.3 | 0.19 | 0.17 | Price To Sales Ratio | 0.43 | 1.16 | 1.91 | 0.98 |
TPG Upcoming Company Events
As portrayed in its financial statements, the presentation of TPG's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, TPG's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of TPG's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of TPG. Please utilize our Beneish M Score to check the likelihood of TPG's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 20th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 13th of February 2024 Next Fiscal Year End | View | |
| 30th of September 2023 Last Quarter Report | View | |
| 31st of December 2022 Last Financial Announcement | View |
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Check out TPG Backtesting, TPG Valuation, TPG Correlation, TPG Hype Analysis, TPG Volatility, TPG History and analyze TPG Performance. You can also try the Competition Analyzer module to analyze and compare many basic indicators for a group of related or unrelated entities.
TPG 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.