Macroaxis considers Transamerica Large to be somewhat reliable. Transamerica Large Cap owns Efficiency Ratio (i.e. Sharpe Ratio) of -0.0266 which indicates the organization had -0.0266% 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 Risk Adjusted Performance of
(0.031267) and Coefficient Of Variation of (2,944) to confirm risk estimate we provide.
90 Days Market Risk
Chance of Distress in 24 months
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 TrendCheck current 30 days Transamerica Large correlation with market (DOW)|
β = 1.0075
Transamerica Large Central Daily Price Deviation
Transamerica Large Cap Technical Analysis
Transamerica Large Projected Return Density Against MarketAssuming 30 trading days horizon, the fund has beta coefficient of 1.0075 . 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
Assuming 30 trading days horizon, the coefficient of variation of Transamerica Large is -3753.55. The daily returns are destributed with a variance of 1.44 and standard deviation of 1.2. The mean deviation of Transamerica Large Cap Value Cl is currently at 0.89. For similar time horizon, the selected benchmark (DOW) has volatility of 0.97
|Alpha over DOW||=||0.03|
|Beta against DOW||=||1.01|
Transamerica Large Return Volatilitythe fund shows 1.1997% volatility of returns over 30 trading days. the entity inherits 0.9858% risk (volatility on return distribution) over the 30 days horizon.
Transamerica Large Investment Opportunity
Transamerica Large Cap Value Cl has a volatility of 1.2 and is 1.21 times more volatile than DOW. 10 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 10 () 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 $11.9 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
Transamerica Large Current Risk Indicators
|Risk Adjusted Performance||(0.031267)|
|Market Risk Adjusted Performance||(0.03961)|
|Coefficient Of Variation||(2,944)|
Transamerica Large Suggested Diversification Pairs