Skip to main content

TDG TransDigm Group Incorporated

Industrials

1,214 +66.81 +5.83% Close 11/2
Since 2024-12-02 -2.7%
Open
1,167
High
1,214
Low
1,162
Prev close
1,147
Volume
465.3K
Amplitude
4.47%
P/E
34.8
Revenue YoY (TTM)
+16.6%
52W 1,071 1,463

Is TransDigm Group Incorporated a buy? Fundamentals and valuation first

As of 2026-10-30

Quality: Good, Growth: Good, Risk / liquidity: Strong; Valuation: Pricey.

Valuation Pricey Free-cash-flow yield is Good, but TTM P/E is Pricey.
TTM P/E 34.79 73th percentile Pricey
Price / book -6.46 N/A
Free-cash-flow yield (%) 3.04 58th percentile Good
US Stock Backtest in Python: Price-to-Book Ratio StrategyQuality Factor Investing: A US Quality Value Backtest
Quality Good Operating margin, TTM is Top, but ROE, TTM is Average.
ROE, TTM (%) -21.1 26th percentile Average
Operating margin, TTM (%) 46.14 91th percentile Top
FCF margin, TTM (%) 19.26 76th percentile Good
Quality Factor Investing: A US Quality Value Backtest
Growth Good All 2 indicators are Good.
Revenue growth, TTM YoY (%) 16.65 71th percentile Good
Diluted EPS growth, TTM YoY (%) 9.42 61th percentile Good
Momentum Neutral All 2 indicators are Average.
60-day return (%) -9.13 44th percentile Average
240-day return (%) -14.46 35th percentile Average
Momentum Trading Strategy: A 12-1 Momentum Backtest
Risk / liquidity Strong 20-day dollar volume is Top; 60-day annualized volatility is Good.
20-day dollar volume 388,418,833 96th percentile Top
60-day annualized volatility (%) 22.4 25th percentile Good
Factor Investing Explained: 10 Classic Factors in US Stocks

TransDigm Group Incorporated (TDG) today

1 quant signals active · As of 2026-10-30

Win rate and excess are historical post-trigger stats vs the market. Click a signal for its full definition and samples; history does not predict future results.

FinLab Studio

From TransDigm Group Incorporated to every stock like it

AI finds several complementary traits of TransDigm Group Incorporated across different dimensions, combines them into a multifactor strategy, and backtests it against the market.

Screen stocks like TransDigm Group Incorporated

TransDigm Group Incorporated (TDG) peers and tracking

Watchlist

This page refreshes daily after the close. Add TransDigm Group Incorporated to your watchlist to track signal changes on your next visit.

TransDigm Group Incorporated (TDG) quant signal backtests

Signals active now

Each active condition is tested against this stock’s own history and benchmarked versus the S&P 500.

Filed revenue acceleration

Active · now 16.65%

TTM revenue growth is at least 10% and improved versus the prior filed quarter; event date is the SEC filing date.

7 historical occurrences (since 2019-08-07)

Average forward return after Filed revenue acceleration

20-day: Win 57.1%, Sample 7, Median +1.01%, Excess -2.37%, Beat mkt rate 28.6%

60-day: Win 57.1%, Sample 7, Median +3.64%, Excess -6.19%, Beat mkt rate 42.9%

120-day: Win 50%, Sample 6, Median -2.35%, Excess -12.77%, Beat mkt rate 16.7%

120 days after: historical avg -6.45%

20-day -1.1%
60-day -3.28%
120-day -6.45%
20-day
60-day
120-day
Win
57.1%
57.1%
50%
Sample
7
7
6
Median
+1.01%
+3.64%
-2.35%
Excess
-2.37%
-6.19%
-12.77%
Beat mkt rate
28.6%
42.9%
16.7%

Over 6 occurrences, 120-day forward avg declined 6.45%, lagged the market by 12.77 pts; win rate 50%.

Valuation regime and forward returns

Daily TTM P/E is converted into an expanding own-history percentile, then grouped into five valuation regimes. Forward returns use adjusted prices over the next 240 trading days.

PE percentile bandSample days240-day avg returnMedianWin rateAvg excess (vs index)
0-20 23Insufficient data
20-40 You are here89+31.5% +49.1% 56.2% +2%
40-60 370+6.9% +5.6% 64.1% -10.8%
60-80 298+57.7% +58% 100% +36.8%
80-100 677+15.5% +12.4% 78.4% +7%

Quarterly EPS is aligned by SEC filing date before it is forward-filled to daily prices. The expanding percentile uses only information available up to each day.

Current TTM P/E is about 34.79, placing it in the 23.3 own-history percentile, inside the 20-40 bucket.

More history: Valuation × momentum analogs, Market-wide momentum baseline, Signals not active now

Valuation × momentum analogs

Each historical day is grouped by own-history P/E tercile and 60-day momentum direction, then tested for the next 120-trading-day adjusted return.

Valuation
Momentum
Cheap (own-history bottom third)
Middle
Expensive (own-history top third)
60-day momentum up
Insufficient data
(2d)
+7.1%
Win rate 66.5% Excess -1.9%
424d
+12.5%
Win rate 77.3% Excess +4.6%
630d
60-day momentum down
Now
+26.7%
Win rate 54.7% Excess +7.8%
86d
+11.1%
Win rate 64% Excess +1.7%
211d
+9.3%
Win rate 75.4% Excess +9.3%
224d

Currently in “Cheap (own-history bottom third) × 60-day momentum down”: across 86 historical days, 120-day forward avg gained 26.7%, win rate 54.7%, beat the market by 7.8%.

Days = trading days in this bucket; returns use adjusted prices, ex-costs. 60-day momentum: direction of this stock's price over the past 60 trading days.

Market-wide momentum baseline

Across 99,493 liquid US common-stock samples, top-quintile 6-month momentum was followed by an average 60-trading-day return of +6.42%, a 58.4% positive-return rate, and +3.08 percentage points of average excess return versus the S&P 500.

Baseline: weekly samples since 2016 where a liquid US common stock ranked in the top quintile by 126-trading-day momentum. Forward return is 60 trading days; excess return is versus S&P 500 (^GSPC).

Signals not active now

Inactive signals still show the stock-specific historical forward-return distribution for context.

52-week adjusted-price high

Pending

Adjusted close first reaches a 252-trading-day high; repeated hits within 20 days count once.

26 times historically; 60-day forward avg +6.01%, win rate 76.9%, beating the market by +2.09 pts on average.

Top-quintile 6-month momentum

Pending

The stock ranks in the top 20% of the liquid US common-stock universe by 126-day adjusted return.

Momentum Trading Strategy: A 12-1 Momentum Backtest

22 times historically; 60-day forward avg +8.6%, win rate 77.3%, beating the market by +3.33 pts on average.

EPS surprise beat

Pending

Reported EPS beat consensus estimate by at least 5%; event date is the earnings-surprise timestamp.

PEAD: Post-Earnings Announcement Drift Backtest

25 times historically; 60-day forward avg +3.96%, win rate 70.8%, beating the market by +1.29 pts on average.

Method and limits

  • Returns use us_price:adj_close, adjusted for splits and dividends where available.
  • Excess returns use world_index:^GSPC as the S&P 500 benchmark proxy.
  • Quarterly fundamentals are aligned to SEC filing dates before daily valuation studies.
  • The promoted universe starts from active NYSE/NASDAQ common stocks, then applies price and dollar-volume gates.
  • Snapshot-only tables such as analyst consensus, DCF, us_ratios, and us_key_metrics are intentionally excluded from historical evidence.
  • Overlapping event windows are descriptive distributions, not independent samples.

This page is for historical data analysis and education only. It is not investment advice. Backtests and historical return distributions do not predict future performance; evaluate risk independently before trading.