Tpg Re Finance Stock Market Value
| TRTX Stock | USD 7.62 0.07 0.93% |
| Symbol | TPG |
TPG RE Finance Price To Book Ratio
Is TPG RE's industry 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 RE. 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 RE listed above have to be considered, but the key to understanding future value is determining which factors weigh more heavily than others.
Quarterly Earnings Growth (0.93) | Dividend Share 0.96 | Earnings Share (1.69) | Revenue Per Share (0.95) | Quarterly Revenue Growth (0.70) |
The market value of TPG RE Finance 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 RE's value that differs from its market value or its book value, called intrinsic value, which is TPG RE'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 RE's market value can be influenced by many factors that don't directly affect TPG RE'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 RE's value and its price as these two are different measures arrived at by different means. Investors typically determine if TPG RE is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, TPG RE'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 RE '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 RE'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 RE.
| 03/01/2024 |
| 04/30/2024 |
If you would invest 0.00 in TPG RE on March 1, 2024 and sell it all today you would earn a total of 0.00 from holding TPG RE Finance or generate 0.0% return on investment in TPG RE over 60 days. TPG RE is related to or competes with Ellington Residential, Ares Commercial, Nexpoint Real, Ellington Financial, Apollo Commercial, Franklin BSP, and Cherry Hill. TPG RE Finance Trust, Inc., a commercial real estate finance company, originates, acquires, and manages commercial mortg... More
TPG RE 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 RE'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 RE Finance upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 3.12 | |||
| Information Ratio | 0.0795 | |||
| Maximum Drawdown | 21.09 | |||
| Value At Risk | (4.02) | |||
| Potential Upside | 5.63 |
TPG RE Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TPG RE's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TPG RE's standard deviation. In reality, there are many statistical measures that can use TPG RE historical prices to predict the future TPG RE's volatility.| Risk Adjusted Performance | 0.0744 | |||
| Jensen Alpha | 0.1515 | |||
| Total Risk Alpha | (0.08) | |||
| Sortino Ratio | 0.0851 | |||
| Treynor Ratio | 0.1414 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of TPG RE's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
TPG RE Finance Backtested Returns
TPG RE appears to be slightly risky, given 3 months investment horizon. TPG RE Finance owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the firm had a 0.14% return per unit of volatility over the last 3 months. We have found twenty-nine technical indicators for TPG RE Finance, which you can use to evaluate the volatility of the company. Please review TPG RE's coefficient of variation of 941.31, and Risk Adjusted Performance of 0.0744 to confirm if our risk estimates are consistent with your expectations. On a scale of 0 to 100, TPG RE holds a performance score of 10. The entity has a beta of 2.44, 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 RE will likely underperform. Please check TPG RE's jensen alpha, potential upside, accumulation distribution, as well as the relationship between the treynor ratio and expected short fall , to make a quick decision on whether TPG RE's existing price patterns will revert.
Auto-correlation | -0.04 |
Very weak reverse predictability
TPG RE Finance has very weak reverse predictability. Overlapping area represents the amount of predictability between TPG RE time series from 1st of March 2024 to 31st of March 2024 and 31st of March 2024 to 30th of April 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 RE Finance price movement. The serial correlation of -0.04 indicates that only as little as 4.0% of current TPG RE price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.04 | |
| Spearman Rank Test | -0.1 | |
| Residual Average | 0.0 | |
| Price Variance | 0.04 |
TPG RE Finance lagged returns against current returns
Autocorrelation, which is TPG RE 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 RE's stock expected returns. We can calculate the autocorrelation of TPG RE returns to help us make a trade decision. For example, suppose you find that TPG RE 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 RE 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 RE stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TPG RE stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TPG RE stock over time.
Current vs Lagged Prices |
| Timeline |
TPG RE Lagged Returns
When evaluating TPG RE's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TPG RE stock have on its future price. TPG RE 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 RE autocorrelation shows the relationship between TPG RE stock current value and its past values and can show if there is a momentum factor associated with investing in TPG RE Finance.
Regressed Prices |
| Timeline |
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards TPG RE in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, TPG RE's short interest history, or implied volatility extrapolated from TPG RE options trading.
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When determining whether TPG RE Finance offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of TPG RE's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Tpg Re Finance Stock. Outlined below are crucial reports that will aid in making a well-informed decision on Tpg Re Finance Stock:Check out TPG RE Correlation, TPG RE Volatility and TPG RE Alpha and Beta module to complement your research on TPG RE. You can also try the Odds Of Bankruptcy module to get analysis of equity chance of financial distress in the next 2 years.
Complementary 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.
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TPG RE 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.