Transurban (Germany) Performance
| TU9 Stock | EUR 7.34 0.05 0.69% |
The entity has a beta of 0.0629, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Transurban's returns are expected to increase less than the market. However, during the bear market, the loss of holding Transurban is expected to be smaller as well. At this point, Transurban Group has a negative expected return of -0.0955%. Please make sure to validate Transurban's coefficient of variation, information ratio, total risk alpha, as well as the relationship between the standard deviation and jensen alpha , 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. Despite nearly stable basic indicators, Transurban is not utilizing all of its potentials. The current stock price disturbance, may contribute to mid-run losses for the stockholders. ...more
| Price Earnings Ratio | 292.9666 | |
| Dividend Yield | 0.0594 |
Transurban |
Transurban Relative Risk vs. Return Landscape
If you would invest 780.00 in Transurban Group on December 21, 2024 and sell it today you would lose (46.00) from holding Transurban Group or give up 5.9% of portfolio value over 90 days. Transurban Group is currently producing negative expected returns and takes up 1.0856% volatility of returns over 90 trading days. Put another way, 9% of traded stocks are less volatile than Transurban, and 99% of all traded equity instruments are likely to generate higher returns 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 = -0.0879
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | TU9 |
Estimated Market Risk
| 1.09 actual daily | 9 91% of assets are more volatile |
Expected Return
| -0.1 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.09 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.
| Price To Earning | 50.48 X | |||
| EBITDA | 1.23 B | |||
| Cash And Equivalents | 1.02 B | |||
| Cash Per Share | 0.46 X | |||
| Total Debt | 11.71 B | |||
| Debt To Equity | 160.30 % | |||
| Book Value Per Share | 1.86 X | |||
| Cash Flow From Operations | 778.29 M | |||
About Transurban Performance
By analyzing Transurban's fundamental ratios, stakeholders can gain valuable insights into Transurban's financial health, operational efficiency, and overall profitability, helping them make informed investment and management decisions. For instance, if Transurban has a high ROA and ROE, it suggests that the company is efficiently using its assets and equity to generate substantial profits, making it an attractive investment. Conversely, if Transurban has a low ROA and ROE, it may indicate underlying issues in asset and equity management, signaling a need for operational improvements.
Transurban Group develops, operates, manages, maintains, and finances urban toll road networks. It holds interest in 13 roads in Sydney, Melbourne, and Brisbane, Australia and 2 roads in the Greater Washington area, the United States, as well as 1 in Montreal, Canada. Transurban operates under Infrastructure Operations classification in Germany and is traded on Frankfurt Stock 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 financial leverage indicating that it may have difficulties to generate enough cash to satisfy its financial obligations | |
| Transurban Group has accumulated 11.71 B in total debt with debt to equity ratio (D/E) of 160.3, indicating the company may have difficulties to generate enough cash to satisfy its financial obligations. Transurban Group has a current ratio of 0.65, indicating that it has a negative working capital and may not be able to pay financial obligations in time and when they become due. Debt can assist Transurban until it has trouble settling it off, either with new capital or with free cash flow. So, Transurban's shareholders could walk away with nothing if the company can't fulfill its legal obligations to repay debt. However, a more frequent occurrence is when companies like Transurban Group sell additional shares at bargain prices, diluting existing shareholders. Debt, in this case, can be an excellent and much better tool for Transurban to invest in growth at high rates of return. When we think about Transurban's use of debt, we should always consider it together with cash and equity. |
- 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.
Complementary 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.
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