Tpg Re Finance Stock Alpha and Beta Analysis
| TRTX Stock | USD 8.88 0.10 1.14% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as TPG RE Finance. It also helps investors analyze the systematic and unsystematic risks associated with investing in TPG RE over a specified time horizon. Remember, high TPG RE'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 RE's market risk premium analysis include:
Beta 0.65 | Alpha 0.0218 | Risk 1.62 | Sharpe Ratio 0.0311 | Expected Return 0.0502 |
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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 RE Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. TPG RE market risk premium is the additional return an investor will receive from holding TPG RE 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 RE. 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 RE's performance over market.| α | 0.02 | β | 0.65 |
TPG RE 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 RE's Buy-and-hold return. Our buy-and-hold chart shows how TPG RE performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.TPG RE Market Price Analysis
Market price analysis indicators help investors to evaluate how TPG RE 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 RE shares will generate the highest return on investment. By understating and applying TPG RE stock market price indicators, traders can identify TPG RE position entry and exit signals to maximize returns.
TPG RE Return and Market Media
The median price of TPG RE for the period between Tue, Aug 27, 2024 and Mon, Nov 25, 2024 is 8.62 with a coefficient of variation of 2.56. The daily time series for the period is distributed with a sample standard deviation of 0.22, arithmetic mean of 8.6, and mean deviation of 0.19. The Stock received substential amount of media coverage during this period. Price Growth (%) |
| Timeline |
1 | Acquisition by Clayton Julie Hong of 6681 shares of TPG RE subject to Rule 16b-3 | 09/27/2024 |
2 | Renaissance Technologies LLC Has 1.06 Million Holdings in TPG RE Finance Trust, Inc. - MarketBeat | 10/07/2024 |
3 | PennyMac Mortgage Q3 Earnings and Revenues Miss Estimates | 10/22/2024 |
| TPG RE dividend paid on 25th of October 2024 | 10/25/2024 |
4 | TPG RE Finance Trust Reports Q3 Earnings What Key Metrics Have to Say | 10/29/2024 |
5 | Earnings call TRTX reports solid Q3 amidst favorable market conditions | 10/31/2024 |
6 | TPG RE Finance Trust, Inc. Receives 9.08 Consensus Target Price from Brokerages | 11/05/2024 |
7 | Disposition of 30319 shares by Peter Smith of TPG RE at 7. subject to Rule 16b-3 | 11/18/2024 |
8 | TPG RE Finance Trust, Inc. Given Average Rating of Moderate Buy by Brokerages - MarketBeat | 11/22/2024 |
About TPG RE 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 RE Finance 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 (projected) | PTB Ratio | 0.68 | 0.39 | Dividend Yield | 0.079 | 0.18 |
TPG RE Upcoming Company Events
As portrayed in its financial statements, the presentation of TPG RE's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, TPG RE's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of TPG RE's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of TPG RE. Please utilize our Beneish M Score to check the likelihood of TPG RE's management manipulating its earnings.
| 20th of February 2024 Upcoming Quarterly Report | View | |
| 7th of May 2024 Next Financial Report | View | |
| 31st of December 2023 Next Fiscal Quarter End | View | |
| 20th 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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Additional Tools for TPG Stock Analysis
When running TPG RE's price analysis, check to measure TPG RE'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 TPG RE is operating at the current time. Most of TPG RE's value examination focuses on studying past and present price action to predict the probability of TPG RE's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TPG RE's price. Additionally, you may evaluate how the addition of TPG RE to your portfolios can decrease your overall portfolio volatility.