Tpg Inc Stock Market Value
| TPG Stock | USD 66.88 1.49 2.18% |
| Symbol | TPG |
TPG Inc Price To Book Ratio
Is Asset Management & Custody Banks space expected to grow? Or is there an opportunity to expand the business' product line in the future? Factors like these will boost the valuation of TPG. If investors know TPG will grow in the future, the company's valuation will be higher. The financial industry is built on trying to define current growth potential and future valuation accurately. All the valuation information about TPG listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Dividend Share 1.65 | Earnings Share (0.33) | Revenue Per Share 36.35 | Quarterly Revenue Growth 4.334 | Return On Assets 0.0058 |
The market value of TPG Inc is measured differently than its book value, which is the value of TPG that is recorded on the company's balance sheet. Investors also form their own opinion of TPG's value that differs from its market value or its book value, called intrinsic value, which is TPG's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because TPG's market value can be influenced by many factors that don't directly affect TPG's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between TPG's value and its price as these two are different measures arrived at by different means. Investors typically determine if TPG is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, TPG's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
TPG 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to TPG's stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of TPG.
| 12/26/2022 |
| 12/15/2024 |
If you would invest 0.00 in TPG on December 26, 2022 and sell it all today you would earn a total of 0.00 from holding TPG Inc or generate 0.0% return on investment in TPG over 720 days. TPG is related to or competes with Ares Management, Patria Investments, Apollo Global, Cion Investment, KKR Co, Blackstone, and Carlyle Secured. TPG Inc. operates as an alternative asset manager worldwide More
TPG Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure TPG's stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess TPG Inc upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.9 | |||
| Information Ratio | 0.1102 | |||
| Maximum Drawdown | 14.32 | |||
| Value At Risk | (2.56) | |||
| Potential Upside | 4.12 |
TPG Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TPG's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TPG's standard deviation. In reality, there are many statistical measures that can use TPG historical prices to predict the future TPG's volatility.| Risk Adjusted Performance | 0.1174 | |||
| Jensen Alpha | 0.1748 | |||
| Total Risk Alpha | 0.0566 | |||
| Sortino Ratio | 0.1382 | |||
| Treynor Ratio | 0.179 |
TPG Inc Backtested Returns
TPG appears to be very steady, given 3 months investment horizon. TPG Inc owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the firm had a 0.12% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for TPG Inc, which you can use to evaluate the volatility of the company. Please review TPG's risk adjusted performance of 0.1174, and Coefficient Of Variation of 656.72 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, TPG holds a performance score of 9. The entity has a beta of 1.97, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, TPG will likely underperform. Please check TPG's downside variance, and the relationship between the sortino ratio and accumulation distribution , to make a quick decision on whether TPG's existing price patterns will revert.
Auto-correlation | 0.51 |
Modest predictability
TPG Inc has modest predictability. Overlapping area represents the amount of predictability between TPG time series from 26th of December 2022 to 21st of December 2023 and 21st of December 2023 to 15th of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of TPG Inc price movement. The serial correlation of 0.51 indicates that about 51.0% of current TPG price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.51 | |
| Spearman Rank Test | 0.11 | |
| Residual Average | 0.0 | |
| Price Variance | 100.44 |
TPG Inc lagged returns against current returns
Autocorrelation, which is TPG stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting TPG's stock expected returns. We can calculate the autocorrelation of TPG returns to help us make a trade decision. For example, suppose you find that TPG has exhibited high autocorrelation historically, and you observe that the stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
TPG regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If TPG stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TPG stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TPG stock over time.
Current vs Lagged Prices |
| Timeline |
TPG Lagged Returns
When evaluating TPG's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TPG stock have on its future price. TPG autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, TPG autocorrelation shows the relationship between TPG stock current value and its past values and can show if there is a momentum factor associated with investing in TPG Inc.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
When determining whether TPG Inc is a strong investment it is important to analyze TPG's competitive position within its industry, examining market share, product or service uniqueness, and competitive advantages. Beyond financials and market position, potential investors should also consider broader economic conditions, industry trends, and any regulatory or geopolitical factors that may impact TPG's future performance. For an informed investment choice regarding TPG Stock, refer to the following important reports:Check out TPG Correlation, TPG Volatility and TPG Alpha and Beta module to complement your research on TPG. You can also try the Companies Directory module to evaluate performance of over 100,000 Stocks, Funds, and ETFs against different fundamentals.
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.