Transurban's market value is the price at which a share of Transurban trades on a public exchange. It measures the collective expectations of Transurban Group investors about its performance. Transurban is trading at 7.58 as of the 3rd of July 2025. This is a 0.66% down since the beginning of the trading day. The stock's lowest day price was 7.58. With this module, you can estimate the performance of a buy and hold strategy of Transurban Group and determine expected loss or profit from investing in Transurban over a given investment horizon. Check out Transurban Correlation, Transurban Volatility and Transurban Alpha and Beta module to complement your research on Transurban.
Please note, there is a significant difference between Transurban's value and its price as these two are different measures arrived at by different means. Investors typically determine if Transurban is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Transurban'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.
Transurban '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 Transurban'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 Transurban.
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04/04/2025
No Change 0.00
0.0
In 3 months and 1 day
07/03/2025
0.00
If you would invest 0.00 in Transurban on April 4, 2025 and sell it all today you would earn a total of 0.00 from holding Transurban Group or generate 0.0% return on investment in Transurban over 90 days. Transurban is related to or competes with Bet-at-home, LEONS FURNITURE, Bet At, Taylor Morrison, Beazer Homes, and Haier Smart. Transurban Group develops, operates, manages, maintains, and finances urban toll road networks More
Transurban 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 Transurban'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 Transurban Group upside and downside potential and time the market with a certain degree of confidence.
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transurban's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transurban's standard deviation. In reality, there are many statistical measures that can use Transurban historical prices to predict the future Transurban's volatility.
At this point, Transurban is somewhat reliable. Transurban Group owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.022, which indicates the firm had a 0.022 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Transurban Group, which you can use to evaluate the volatility of the company. Please validate Transurban's Coefficient Of Variation of 3145.19, risk adjusted performance of 0.0524, and Semi Deviation of 1.58 to confirm if the risk estimate we provide is consistent with the expected return of 0.0385%. Transurban has a performance score of 1 on a scale of 0 to 100. The entity has a beta of -0.16, 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. Transurban Group right now has a risk of 1.75%. Please validate Transurban semi deviation, coefficient of variation, jensen alpha, as well as the relationship between the downside deviation and information ratio , to decide if Transurban will be following its existing price patterns.
Auto-correlation
-0.24
Weak reverse predictability
Transurban Group has weak reverse predictability. Overlapping area represents the amount of predictability between Transurban time series from 4th of April 2025 to 19th of May 2025 and 19th of May 2025 to 3rd of July 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Transurban Group price movement. The serial correlation of -0.24 indicates that over 24.0% of current Transurban price fluctuation can be explain by its past prices.
Correlation Coefficient
-0.24
Spearman Rank Test
0.23
Residual Average
0.0
Price Variance
0.01
Transurban Group lagged returns against current returns
Autocorrelation, which is Transurban 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 Transurban's stock expected returns. We can calculate the autocorrelation of Transurban returns to help us make a trade decision. For example, suppose you find that Transurban 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
Transurban 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 Transurban stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Transurban stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Transurban stock over time.
Current vs Lagged Prices
Timeline
Transurban Lagged Returns
When evaluating Transurban's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Transurban stock have on its future price. Transurban 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, Transurban autocorrelation shows the relationship between Transurban stock current value and its past values and can show if there is a momentum factor associated with investing in Transurban Group.
Other Information on Investing in Transurban Stock
Transurban financial ratios help investors to determine whether Transurban Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Transurban with respect to the benefits of owning Transurban security.