Transamerica Large Backtesting

Transamerica Large Cap Value A -- USA Fund  

USD 13.45  0.04  0.3%

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
Investment Horizon     30 Days    Login   to change

Transamerica Large 'What if' Analysis

October 25, 2017
No Change 0.00  0.0%
In 30 days
November 24, 2017
If you would invest  0.00  in Transamerica Large on October 25, 2017 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, American Funds, American Funds, and American Funds. The investment seeks long-term capital appreciation

Transamerica Large Upside/Downside Indicators


Transamerica Large Market Premium Indicators

Transamerica Large Cap lagged returns against current returns

 Current and Lagged Values 

Transamerica Large regressed lagged prices vs. current prices

 Current vs Lagged Prices 

Transamerica Large Cap Backtested Returns

Macroaxis considers Transamerica Large to be not too volatile. Transamerica Large Cap owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.1639 which indicates Transamerica Large Cap had -0.1639% 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 (477.26) and Risk Adjusted Performance of (0.072519) to confirm risk estimate we provide. The entity has beta of -0.2128 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(0.05) 

Very weak reverse predictability

Transamerica Large Cap Value A has very weak reverse predictability. Overlapping area represents the amount of predictability between Transamerica Large time series from October 25, 2017 to November 9, 2017 and November 9, 2017 to November 24, 2017. 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 -0.05 indicates that only as little as 5.0% 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 -0.05
Spearman Rank Test -0.24
Lagged Price Variance 0.01
Average Price 13.41

Transamerica Large Lagged Returns

 Regressed Prices 

Transamerica Large Performance vs DOW

The median price of Transamerica Large for the period between Wed, Oct 25, 2017 and Fri, Nov 24, 2017 is 13.46 with a coefficient of variation of 0.97. The daily time series for the period is distributed with a sample standard deviation of 0.13, arithmetic mean of 13.51, and mean deviation of 0.1. The Fund did not receive any noticable media coverage during the period.
Price Growth (%)