Transamerica Large Manager Performance Evaluation

TWQAX -- USA Fund  

USD 11.20  0.03  0.27%

The entity has beta of 1.2057 which indicates as market goes up, the company is expected to significantly outperform it. However, if the market returns are negative, Transamerica Large will likely underperform. 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 0.1171% will be sustainable into the future.
77

Risk-Adjusted Fund Performance

Compared to the overall equity markets, risk-adjusted returns on investments in Transamerica Large Cap Value Cl are ranked lower than 7 (%) of all funds and portfolios of funds over the last 30 days. Inspite fairly weak basic indicators, Transamerica Large may actually be approaching a critical reversion point that can send shares even higher in December 2019.
Fifty Two Week Low9.33
Fifty Two Week High12.36
Annual Report Expense Ratio1.06%
Horizon     30 Days    Login   to change

Transamerica Large Cap Relative Risk vs. Return Landscape

If you would invest  1,043  in Transamerica Large Cap Value Cl on October 19, 2019 and sell it today you would earn a total of  77.00  from holding Transamerica Large Cap Value Cl or generate 7.38% return on investment over 30 days. Transamerica Large Cap Value Cl is currently producing 0.1171% returns and takes up 1.0749% volatility of returns over 30 trading days. Put another way, 9% of traded equities are less volatile than the company and 98% of traded equity instruments are likely to generate higher returns over the next 30 trading days.
 Daily Expected Return (%) 
      Risk (%) 
Assuming 30 trading days horizon, Transamerica Large is expected to generate 1.02 times less return on investment than the market. In addition to that, the company is 1.5 times more volatile than its market benchmark. It trades about 0.11 of its total potential returns per unit of risk. The DOW is currently generating roughly 0.17 per unit of volatility.

Transamerica Large Current Valuation

Fairly Valued
November 18, 2019
11.20
Market Value
11.10
Real Value
14.31
Upside
Transamerica Large is somewhat reliable asset. Transamerica Large Cap has current Real Value of $11.1 per share. The regular price of the fund is $11.2. At this time the fund appears to be fairly valued. We determine the value of Transamerica Large Cap from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend to buy undervalued stocks and to dispose of overvalued stocks since at some point securities prices and their ongoing real values will draw towards each other.

Transamerica Large Market Risk Analysis

Sharpe Ratio = 0.1089
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Transamerica Large Relative Performance Indicators

Estimated Market Risk
 1.07
  actual daily
 
 9 %
of total potential
 
99
Expected Return
 0.12
  actual daily
 
 2 %
of total potential
 
22
Risk-Adjusted Return
 0.11
  actual daily
 
 7 %
of total potential
 
77
Based on monthly moving average Transamerica Large is performing at about 7% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Transamerica Large by adding it to a well-diversified portfolio.

Transamerica Large Alerts

Equity Alerts and Improvement Suggestions

On September 25, 2019 Transamerica Large paid $ 0.046 per share dividend to its current shareholders
The fund maintains 97.54% of its assets in stocks
Also please take a look at World Market Map. Please also try Market Hitters module to find equities that experience drastic asymmetry in trading patters, price, volume, or investment outlook..
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