Transamerica Large Backtesting

Transamerica Large Cap Value A -- USA Fund  

USD 12.52  0.25  2.04%

With this equity back-testing module your can estimate the performance of a buy and hold strategy of Transamerica Large Cap Value A and determine expected loss or profit from investing in Transamerica Large over given investment horizon. Also please take a look at Transamerica Large Hype Analysis, Transamerica Large Correlation, Portfolio Optimization, Transamerica Large Volatility as well as analyze Transamerica Large Alpha and Beta and Transamerica Large Performance
 Time Horizon     30 Days    Login   to change
SymbolX
Backtest

Transamerica Large 'What if' Analysis

January 19, 2018
0.00
No Change 0.00  0.0%
In 31 days
February 18, 2018
0.00
If you would invest  0.00  in Transamerica Large on January 19, 2018 and sell it all today you would earn a total of 0.00 from holding Transamerica Large Cap Value A or generate 0.0% return on investment in Transamerica Large over 30 days. Transamerica Large is related to or competes with American Funds, American Funds, American Funds, and Dodge Cox.

Transamerica Large Upside/Downside Indicators

  

Transamerica Large Market Premium Indicators

Transamerica Large Cap lagged returns against current returns

 Current and Lagged Values 
      Timeline 

Transamerica Large regressed lagged prices vs. current prices

 Current vs Lagged Prices 
      Timeline 

Transamerica Large Cap Backtested Returns

Macroaxis considers Transamerica Large to be not very risky. Transamerica Large Cap owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0935 which indicates Transamerica Large Cap had -0.0935% of return per unit of risk over the last 1 month. Macroaxis philosophy towards measuring risk of any fund is to look at both systematic and un-systematic factors of the business, including all available market data and technical indicators. Transamerica Large Cap Value A exposes twenty-one different technical indicators which can help you to evaluate volatility that cannot be diversified away. Please be advised to validate Transamerica Large Coefficient Of Variation of 1,537 and Risk Adjusted Performance of 0.11 to confirm risk estimate we provide. The entity has beta of -0.3807 which indicates as returns on market increase, returns on owning Transamerica Large are expected to decrease at a much smaller rate. During bear market, Transamerica Large is likely to outperform the market.. Even though it is essential to pay attention to Transamerica Large Cap current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Transamerica Large Cap Value A exposes twenty-one different technical indicators which can help you to evaluate its performance.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation(0.48) 

Modest reverse predictability

Transamerica Large Cap Value A has modest reverse predictability. Overlapping area represents the amount of predictability between Transamerica Large time series from January 19, 2018 to February 3, 2018 and February 3, 2018 to February 18, 2018. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Transamerica Large Cap price movement. The serial correlation of -0.48 indicates that about 48.0% of current Transamerica Large price fluctuation can be explain by its past prices. Given that Transamerica Large Cap Value A has negative autocorrelation for selected time horizon, investors may consider taking a contrarian position regarding future price movement of Transamerica Large for similar time interval.
Correlation Coefficient -0.48
Spearman Rank Test -0.08
Price Variance 0.03
Lagged Price Variance 0.01

Transamerica Large Lagged Returns

 Regressed Prices 
      Timeline 

Transamerica Large Performance vs DOW

The median price of Transamerica Large for the period between Fri, Jan 19, 2018 and Sun, Feb 18, 2018 is 12.89 with a coefficient of variation of 2.95. The daily time series for the period is distributed with a sample standard deviation of 0.38, arithmetic mean of 12.73, and mean deviation of 0.33. The Fund did not receive any noticable media coverage during the period.
Price Growth (%)  
      Timeline