Transamerica Smallmid Cap Fund Technical Analysis
| TSVIX Fund | USD 28.42 0.04 0.14% |
As of the 19th of April, Transamerica Smallmid has the Coefficient Of Variation of 2851.95, semi deviation of 0.8521, and Risk Adjusted Performance of 0.0241. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Transamerica Smallmid Cap, as well as the relationship between them. In other words, you can use this information to find out if the fund will indeed mirror its model of past prices and volume data, or the prices will eventually revert. We were able to collect and analyze data for nineteen technical drivers for Transamerica Smallmid Cap, which can be compared to its competition. Please validate Transamerica Smallmid Cap mean deviation, information ratio, as well as the relationship between the Information Ratio and downside variance to decide if Transamerica Smallmid is priced more or less accurately, providing market reflects its prevalent price of 28.42 per share.
Transamerica Smallmid Momentum Analysis
Momentum indicators are widely used technical indicators which help to measure the pace at which the price of specific equity, such as Transamerica, fluctuates. Many momentum indicators also complement each other and can be helpful when the market is rising or falling as compared to TransamericaTransamerica |
Transamerica Smallmid technical mutual fund analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, fund market cycles, or different charting patterns.
Transamerica Smallmid Cap Technical Analysis
The output start index for this execution was three with a total number of output elements of fifty-eight. The Average True Range was developed by J. Welles Wilder in 1970s. It is one of components of the Welles Wilder Directional Movement indicators. The ATR is a measure of Transamerica Smallmid Cap volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Transamerica Smallmid Cap Trend Analysis
Use this graph to draw trend lines for Transamerica Smallmid Cap. You can use it to identify possible trend reversals for Transamerica Smallmid as well as other signals and approximate when it will take place. Remember, you need at least two touches of the trend line with actual Transamerica Smallmid price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Transamerica Smallmid Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Transamerica Smallmid Cap applied against its price change over selected period. The best fit line has a slop of 0.02 , which means Transamerica Smallmid Cap will continue generating value for investors. It has 122 observation points and a regression sum of squares at 21.22, which is the sum of squared deviations for the predicted Transamerica Smallmid price change compared to its average price change.About Transamerica Smallmid Technical Analysis
The technical analysis module can be used to analyzes prices, returns, volume, basic money flow, and other market information and help investors to determine the real value of Transamerica Smallmid Cap on a daily or weekly bases. We use both bottom-up as well as top-down valuation methodologies to arrive at the intrinsic value of Transamerica Smallmid Cap based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Transamerica Smallmid Cap price pattern first instead of the macroeconomic environment surrounding Transamerica Smallmid Cap. By analyzing Transamerica Smallmid's financials, daily price indicators, and related drivers such as dividends, momentum ratios, and various types of growth rates, we attempt to find the most accurate representation of Transamerica Smallmid's intrinsic value. As compared to a bottom-up approach, our top-down model examines the macroeconomic factors that affect the industry/economy before zooming in to Transamerica Smallmid specific price patterns or momentum indicators. Please read more on our technical analysis page.
Transamerica Smallmid April 19, 2024 Technical Indicators
Most technical analysis of Transamerica help investors determine whether a current trend will continue and, if not, when it will shift. We provide a combination of tools to recognize potential entry and exit points for Transamerica from various momentum indicators to cycle indicators. When you analyze Transamerica charts, please remember that the event formation may indicate an entry point for a short seller, and look at different other indicators across different periods to confirm that a breakdown or reversion is likely to occur.
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| Math Transform | ||
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| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
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| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0241 | |||
| Market Risk Adjusted Performance | 0.0256 | |||
| Mean Deviation | 0.6185 | |||
| Semi Deviation | 0.8521 | |||
| Downside Deviation | 0.9314 | |||
| Coefficient Of Variation | 2851.95 | |||
| Standard Deviation | 0.8139 | |||
| Variance | 0.6625 | |||
| Information Ratio | (0.05) | |||
| Jensen Alpha | (0.05) | |||
| Total Risk Alpha | (0.06) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0156 | |||
| Maximum Drawdown | 3.87 | |||
| Value At Risk | (1.53) | |||
| Potential Upside | 1.14 | |||
| Downside Variance | 0.8675 | |||
| Semi Variance | 0.7261 | |||
| Expected Short fall | (0.63) | |||
| Skewness | (0.48) | |||
| Kurtosis | 0.7665 |
Transamerica Smallmid Cap One Year Return
Based on the recorded statements, Transamerica Smallmid Cap has an One Year Return of 12.5491%. This is 28.84% higher than that of the Transamerica family and significantly higher than that of the Mid-Cap Value category. The one year return for all United States funds is notably lower than that of the firm.
Although One Year Fund Return indicator can give a sense of overall fund short-term potential, it is recommended to look at mid and long term return measure before selecting a particular fund or ETF. The great way to validate fund short-term performance is to compare it with other similar funds or ETFs for the same 12 months interval.Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Transamerica Smallmid Cap. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in gross domestic product. You can also try the Portfolio Analyzer module to portfolio analysis module that provides access to portfolio diagnostics and optimization engine.