Transamerica Large Backtesting

TWQAX -- USA Fund  

USD 13.14  0.02  0.15%

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.
Horizon     30 Days    Login   to change
SymbolX
Backtest

Transamerica Large 'What if' Analysis

August 20, 2018
0.00
No Change 0.00  0.0%
In 31 days
September 19, 2018
0.00
If you would invest  0.00  in Transamerica Large on August 20, 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 Vanguard Value, American Funds, American Funds, American Funds, American Funds, American Funds, and American Funds. Under normal circumstances, the fund will invest at least 80 percent of its net assets in equity securities of large cap...

Transamerica Large Upside/Downside Indicators

Downside Deviation0.5706
Information Ratio0.06
Maximum Drawdown2.84
Value At Risk0.68
Potential Upside0.6178
  

Transamerica Large Market Premium Indicators

Risk Adjusted Performance0.0472
Jensen Alpha0.0252
Total Risk Alpha0.09
Sortino Ratio0.06
Treynor Ratio0.1623

Transamerica Large Cap Backtested Returns

We consider Transamerica Large not too volatile. Transamerica Large Cap owns Efficiency Ratio (i.e. Sharpe Ratio) of 0.0869 which indicates Transamerica Large Cap had 0.0869% of return per unit of risk over the last 1 month. Our philosophy towards measuring volatility of a fund is to use all available market data together with fund specific technical indicators that cannot be diversified away. We have found twenty-one technical indicators for Transamerica Large Cap Value A which you can use to evaluate future volatility of the fund. Please validate Transamerica Large Semi Deviation of 0.4309, Coefficient Of Variation of 879.0 and Risk Adjusted Performance of 0.0472 to confirm if risk estimate we provide are consistent with the epected return of 0.0529%. The entity has beta of 0.3575 which indicates as returns on market increase, Transamerica Large returns are expected to increase less than the market. However during bear market, the loss on holding Transamerica Large will be expected to be smaller as well.. Although it is extremely important to respect Transamerica Large Cap current price movements, it is better to be realistic regarding the information on equity historical returns. The philosophy towards measuring future performance of any fund is to evaluate the business as a whole together with its past performance including all available fundamental and technical indicators. By inspecting Transamerica Large Cap technical indicators you can presently evaluate if the expected return of 0.0529% will be sustainable into the future.
Advice Volatility Trend Exposure Correlations
15 days auto-correlation 0.37 

Below average predictability

Transamerica Large Cap Value A has below average predictability. Overlapping area represents the amount of predictability between Transamerica Large time series from August 20, 2018 to September 4, 2018 and September 4, 2018 to September 19, 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 0.37 indicates that just about 37.0% of current Transamerica Large price fluctuation can be explain by its past prices.
Correlation Coefficient0.37
Spearman Rank Test0.38
Residual Average0.0
Price Variance0.0

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 Lagged Returns

 Regressed Prices 
      Timeline 

Current Sentiment - TWQAX

Transamerica Large Cap Investor Sentiment

Macroaxis portfolio users are evenly split in their outlook on investing in Transamerica Large Cap Value A. What is your outlook on investing in Transamerica Large Cap Value A? Are you bullish or bearish?
Bullish
Bearish
50% Bullish
50% Bearish
Skip
Currently Active Assets on Macroaxis
GM   
Purchased over 70 shares of
a day ago
Traded for 35.02
CRM   
Purchased a lot of shares of
a day ago
Traded for 154.92
MSFT   
Purchased over 20 shares of
a day ago
Traded for 112.14
F   
Purchased over 300 shares of
a day ago
Traded for 9.55
S   
Purchased over 400 shares of
a day ago
Traded for 6.33
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. Please also try Theme Ratings module to determine theme ratings based on digital equity recommendations. macroaxis theme ratings are based on combination of fundamental analysis and risk-adjusted market performance.
Search macroaxis.com