Transamerica Large Alpha and Beta Analysis

TWQIX -- USA Fund  

USD 10.95  0.04  0.36%

This module allows you to check different measures of market premium for Transamerica Large Cap Value Cl as well as systematic risk associated with investing in Transamerica Large over a specified time horizon. Also please take a look at Transamerica Large Backtesting, Portfolio Optimization, Transamerica Large Correlation, Transamerica Large Hype Analysis, Transamerica Large Volatility, Transamerica Large History and analyze Transamerica Large Performance.
Horizon     30 Days    Login   to change
Run Premiums

Transamerica Large Market Premiums

α0.07   β0.05
30 days against DJI

Transamerica Large expected buy-and-hold returns

Transamerica Large Market Price Analysis

Transamerica Large Return and Market Media

The median price of Transamerica Large for the period between Wed, Jul 24, 2019 and Tue, Oct 22, 2019 is 10.9 with a coefficient of variation of 3.18. The daily time series for the period is distributed with a sample standard deviation of 0.35, arithmetic mean of 10.91, and mean deviation of 0.3. The Fund received a lot of media exposure during the period.
 Price Growth (%)  
Exercise or conversion by Lochner James V of 16488 shares of...08/14/2019
Undulating Stocks Abbvie Inc, - NewsSimatic08/15/2019
Sale by Steven Whaley of 2399 shares of Walmart08/26/2019
Acquisition by Jim Walton of 2293 shares of Walmart subject ...09/24/2019
Exercise or conversion by Rollin Ford of 8088 shares of Walm...09/27/2019
Acquisition by Carla Harris of 105 shares of Walmart subject...09/30/2019
Walmart exotic insider transaction detected10/03/2019
Walmart exotic insider transaction detected10/07/2019
Sale by Walton Alice L of 277013 shares of Walmart10/10/2019
Sale by Steven Whaley of 4891 shares of Walmart10/16/2019