Transunion Stock Alpha and Beta Analysis
| TRU Stock | USD 102.38 3.25 3.28% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as TransUnion. It also helps investors analyze the systematic and unsystematic risks associated with investing in TransUnion over a specified time horizon. Remember, high TransUnion'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 TransUnion's market risk premium analysis include:
Beta 1.21 | Alpha (0.08) | Risk 1.68 | Sharpe Ratio 0.0774 | Expected Return 0.13 |
TransUnion Quarterly Cash And Equivalents |
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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.
TransUnion |
TransUnion Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. TransUnion market risk premium is the additional return an investor will receive from holding TransUnion 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 TransUnion. 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 TransUnion's performance over market.| α | -0.08 | β | 1.21 |
TransUnion 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 TransUnion's Buy-and-hold return. Our buy-and-hold chart shows how TransUnion performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.TransUnion Market Price Analysis
Market price analysis indicators help investors to evaluate how TransUnion stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading TransUnion shares will generate the highest return on investment. By understating and applying TransUnion stock market price indicators, traders can identify TransUnion position entry and exit signals to maximize returns.
TransUnion Return and Market Media
The median price of TransUnion for the period between Wed, Aug 28, 2024 and Tue, Nov 26, 2024 is 102.95 with a coefficient of variation of 4.24. The daily time series for the period is distributed with a sample standard deviation of 4.32, arithmetic mean of 101.79, and mean deviation of 3.86. The Stock received a lot of media exposure during the period. Price Growth (%) |
| Timeline |
1 | Disposition of 3613 shares by Todd Cello of TransUnion at 96.81 subject to Rule 16b-3 | 08/30/2024 |
| TransUnion dividend paid on 9th of September 2024 | 09/09/2024 |
2 | Disposition of 18597 shares by Venkat Achanta of TransUnion at 98.78 subject to Rule 16b-3 | 09/13/2024 |
3 | TrueFi Tops 24-Hour Trading Volume of 13.53 Million | 10/11/2024 |
4 | TrueFi Achieves Self Reported Market Cap of 101.21 Million | 10/22/2024 |
5 | TransUnion Stock Declines 5 percent Despite Q3 Earnings Revenues Beat | 10/29/2024 |
6 | Disposition of 2500 shares by Timothy Martin of TransUnion at 102.08 subject to Rule 16b-3 | 11/01/2024 |
7 | TransUnion Will Be Hoping To Turn Its Returns On Capital Around | 11/04/2024 |
8 | TransUnion Declares Third Quarter 2024 Dividend of 0.105 per Share | 11/08/2024 |
9 | TransUnion Insider Sale and Strong Earnings Performance | 11/12/2024 |
10 | Sumitomo Mitsui Trust Group Inc. Purchases 140,952 Shares of TransUnion | 11/13/2024 |
11 | Are You a Growth Investor This 1 Stock Could Be the Perfect Pick | 11/15/2024 |
12 | Millennials Primed to Lead 2024 Holiday Shopping Season as Nearly Two in Three Expect Their ... | 11/20/2024 |
13 | Heres Why TransUnion Has A Meaningful Debt Burden | 11/21/2024 |
About TransUnion 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 TransUnion or other stocks. Alpha measures the amount that position in TransUnion 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 | 0.003075 | 0.007122 | 0.006156 | 0.003588 | Price To Sales Ratio | 7.67 | 2.94 | 3.47 | 3.43 |
TransUnion Upcoming Company Events
As portrayed in its financial statements, the presentation of TransUnion's financial position is often influenced by management's estimates, judgments, and sometimes even manipulations. In the best case, TransUnion's leadership is honest, while the outside auditors are strict and uncompromising. Whatever the case, investors should always follow all of TransUnion's public filing events to personally review all filings and be reasonable and skeptical to interpret all of the financial statements of TransUnion. Please utilize our Beneish M Score to check the likelihood of TransUnion's management manipulating its earnings.
| 13th of February 2024 Upcoming Quarterly Report | View | |
| 23rd of April 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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Additional Tools for TransUnion Stock Analysis
When running TransUnion's price analysis, check to measure TransUnion'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 TransUnion is operating at the current time. Most of TransUnion's value examination focuses on studying past and present price action to predict the probability of TransUnion's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move TransUnion's price. Additionally, you may evaluate how the addition of TransUnion to your portfolios can decrease your overall portfolio volatility.