Transamerica Large Risk Analysis And Volatility

TWQAX -- USA Fund  

USD 10.81  0.16  1.50%

Macroaxis considers Transamerica Large to be somewhat reliable. Transamerica Large Cap owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0423 which indicates the organization had -0.0423% of return per unit of risk over the last 3 months. 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 Cl 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 (2,704) and Risk Adjusted Performance of (0.03376) to confirm risk estimate we provide.

90 Days Market Risk

Somewhat reliable

Chance of Distress in 24 months

Very Small

90 Days Economic Sensitivity

Almost mirrors market
Horizon     30 Days    Login   to change

Transamerica Large Market Sensitivity

Transamerica Large returns are very sensitive to returns on the market. As market goes up or down, Transamerica Large is expected to follow.
3 Months Beta |Analyze Transamerica Large Cap Demand Trend
Check current 30 days Transamerica Large correlation with market (DOW)
β = 1.1175

Transamerica Large Central Daily Price Deviation

Transamerica Large Cap Technical Analysis

Transformation
The output start index for this execution was zero with a total number of output elements of sixty-one. Transamerica Large Typical Price indicator is an average of each day price and can be used instead of closing price when creating different Transamerica Large Cap moving average lines. View also all equity analysis or get more info about typical price price transform indicator.

Transamerica Large Projected Return Density Against Market

Assuming 30 trading days horizon, the fund has beta coefficient of 1.1175 . This entails Transamerica Large Cap Value Cl market returns are sensitive to returns on the market. As the market goes up or down, Transamerica Large is expected to follow. Additionally, The company has a negative alpha implying that the risk taken by holding this equity is not justified. Transamerica Large Cap is significantly underperforming DOW.
 Predicted Return Density 
      Returns 
Assuming 30 trading days horizon, the coefficient of variation of Transamerica Large is -2366.1. The daily returns are destributed with a variance of 1.58 and standard deviation of 1.26. The mean deviation of Transamerica Large Cap Value Cl is currently at 0.93. For similar time horizon, the selected benchmark (DOW) has volatility of 0.97
α
Alpha over DOW
=0.03
β
Beta against DOW=1.12
σ
Overall volatility
=1.26
Ir
Information ratio =0.03

Transamerica Large Return Volatility

the fund shows 1.2565% volatility of returns over 30 trading days. the entity inherits 0.973% risk (volatility on return distribution) over the 30 days horizon.
 Performance (%) 
      Timeline 

Transamerica Large Investment Opportunity

Transamerica Large Cap Value Cl has a volatility of 1.26 and is 1.3 times more volatile than DOW. 11  of all equities and portfolios are less risky than Transamerica Large. Compared to the overall equity markets, volatility of historical daily returns of Transamerica Large Cap Value Cl is lower than 11 () of all global equities and portfolios over the last 30 days. Use Transamerica Large Cap Value Cl to enhance returns of your portfolios. The fund experiences large bullish trend. Check odds of Transamerica Large to be traded at $11.89 in 30 days. . Transamerica Large returns are very sensitive to returns on the market. As market goes up or down, Transamerica Large is expected to follow.

Transamerica Large correlation with market

correlation synergy
Very poor diversification
Overlapping area represents the amount of risk that can be diversified away by holding Transamerica Large Cap Value C and equity matching DJI index in the same portfolio.

Transamerica Large Current Risk Indicators

Transamerica Large Suggested Diversification Pairs

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