Transurban (Australia) Performance
| TCL Stock | 12.75 0.10 0.79% |
The entity has a beta of -0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Transurban are expected to decrease at a much lower rate. During the bear market, Transurban is likely to outperform the market. At this point, Transurban Group has a negative expected return of -0.0119%. Please make sure to validate Transurban's semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and standard deviation , to decide if Transurban Group performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
Very Weak
Weak | Strong |
Over the last 90 days Transurban Group has generated negative risk-adjusted returns adding no value to investors with long positions. In spite of comparatively stable essential indicators, Transurban is not utilizing all of its potentials. The newest stock price uproar, may contribute to short-horizon losses for the private investors. ...more
Forward Dividend Yield 0.0502 | Payout Ratio 25.6 | Last Split Factor 500:1 | Forward Dividend Rate 0.64 | Ex Dividend Date 2024-12-30 |
1 | If I invest 10,000 in Transurban shares, how much dividend income will I receive - MSN | 01/06/2025 |
2 | With 59 percent institutional ownership, Transurban Group is a favorite amongst the big guns - Simply Wall St | 01/24/2025 |
3 | Transurban Group Announces Directors Interest Change - TipRanks | 02/27/2025 |
| Begin Period Cash Flow | 2.1 B |
Transurban |
Transurban Relative Risk vs. Return Landscape
If you would invest 1,288 in Transurban Group on December 17, 2024 and sell it today you would lose (13.00) from holding Transurban Group or give up 1.01% of portfolio value over 90 days. Transurban Group is producing return of less than zero assuming 0.9767% volatility of returns over the 90 days investment horizon. Simply put, 8% of all stocks have less volatile historical return distribution than Transurban, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
| Risk |
Transurban Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transurban's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Transurban Group, and traders can use it to determine the average amount a Transurban's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0122
| Best Portfolio | Best Equity | |||
| Good Returns | ||||
| Average Returns | ||||
| Small Returns | ||||
| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TCL |
Estimated Market Risk
| 0.98 actual daily | 8 92% of assets are more volatile |
Expected Return
| -0.01 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.01 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Transurban is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Transurban by adding Transurban to a well-diversified portfolio.
Transurban Fundamentals Growth
Transurban Stock prices reflect investors' perceptions of the future prospects and financial health of Transurban, and Transurban fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Transurban Stock performance.
| Return On Equity | 0.0112 | ||||
| Return On Asset | 0.0175 | ||||
| Profit Margin | 0.02 % | ||||
| Operating Margin | 0.26 % | ||||
| Current Valuation | 58.43 B | ||||
| Shares Outstanding | 3.11 B | ||||
| Price To Book | 3.87 X | ||||
| Price To Sales | 10.36 X | ||||
| Revenue | 4.12 B | ||||
| Gross Profit | 2.21 B | ||||
| EBITDA | 2.24 B | ||||
| Net Income | 326 M | ||||
| Cash And Equivalents | 2.08 B | ||||
| Total Debt | 19.95 B | ||||
| Book Value Per Share | 3.30 X | ||||
| Cash Flow From Operations | 1.63 B | ||||
| Earnings Per Share | 0.03 X | ||||
| Total Asset | 36.69 B | ||||
| Retained Earnings | (5.5 B) | ||||
About Transurban Performance
Assessing Transurban's fundamental ratios provides investors with valuable insights into Transurban's financial health and overall profitability. This information is crucial for making informed investment decisions. A high ROA would indicate that the Transurban is effectively leveraging its assets and equity to generate significant profits, making it an appealing investment. Conversely, low Return on Assets could signal underlying management issues in assets and equity, indicating a necessity for operational refinements. Please also refer to our technical analysis and fundamental analysis pages.
Transurban is entity of Australia. It is traded as Stock on AU exchange.Things to note about Transurban Group performance evaluation
Checking the ongoing alerts about Transurban for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Transurban Group help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Transurban Group generated a negative expected return over the last 90 days | |
| Transurban Group has high likelihood to experience some financial distress in the next 2 years | |
| About 64.0% of the company shares are owned by institutional investors | |
| Latest headline from news.google.com: Transurban Group Announces Directors Interest Change - TipRanks |
- Analyzing Transurban's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Transurban's stock is overvalued or undervalued compared to its peers.
- Examining Transurban's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Transurban's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Transurban's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Transurban's stock. These opinions can provide insight into Transurban's potential for growth and whether the stock is currently undervalued or overvalued.
Additional Tools for Transurban Stock Analysis
When running Transurban's price analysis, check to measure Transurban'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 Transurban is operating at the current time. Most of Transurban's value examination focuses on studying past and present price action to predict the probability of Transurban's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Transurban's price. Additionally, you may evaluate how the addition of Transurban to your portfolios can decrease your overall portfolio volatility.