Transamerica Large Manager Performance Evaluation

TWQIX -- USA Fund  

USD 10.95  0.04  0.36%

The entity has beta of 1.0409 which indicates Transamerica Large returns are very sensitive to returns on the market. as market goes up or down, Transamerica Large is expected to follow. Even though it is essential to pay attention to Transamerica Large Cap current price movements, it is always good to be careful when utilizing equity historical returns. Macroaxis philosophy towards measuring future performance of any fund is to check both, its past performance charts as well as the business as a whole, including all available technical indicators. Transamerica Large Cap Value Cl exposes twenty-one different technical indicators which can help you to evaluate its performance.
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Risk-Adjusted Fund Performance

Over the last 30 days Transamerica Large Cap Value Cl has generated negative risk-adjusted returns adding no value to fund investors. Inspite fairly strong basic indicators, Transamerica Large is not utilizing all of its potentials. The current stock price disturbance, may contribute to short term losses for the investors.
Fifty Two Week Low9.39
Fifty Two Week High12.70
Annual Report Expense Ratio0.68%
Horizon     30 Days    Login   to change

Transamerica Large Cap Relative Risk vs. Return Landscape

If you would invest  1,136  in Transamerica Large Cap Value Cl on September 21, 2019 and sell it today you would lose (41.00)  from holding Transamerica Large Cap Value Cl or give up 3.61% of portfolio value over 30 days. Transamerica Large Cap Value Cl is currently producing negative expected returns and takes up 1.1477% volatility of returns over 30 trading days. Put another way, 10% of traded equities are less volatile than the company and 99% 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 under-perform the market. In addition to that, the company is 1.16 times more volatile than its market benchmark. It trades about -0.04 of its total potential returns per unit of risk. The DOW is currently generating roughly -0.03 per unit of volatility.

Transamerica Large Current Valuation

Fairly Valued
October 21, 2019
10.95
Market Value
10.93
Real Value
14.38
Upside
Transamerica Large is somewhat reliable asset. Transamerica Large Cap has current Real Value of $10.93 per share. The regular price of the fund is $10.95. 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 = -0.0444
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Transamerica Large Relative Performance Indicators

Estimated Market Risk
 1.15
  actual daily
 
 10 %
of total potential
 
1010
Expected Return
 -0.05
  actual daily
 
 0 %
of total potential
 
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Risk-Adjusted Return
 -0.04
  actual daily
 
 0 %
of total potential
 
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Based on monthly moving average Transamerica Large is performing at about 0% 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

Transamerica Large generates negative expected return over the last 30 days
On September 25, 2019 Transamerica Large paid $ 0.056 per share dividend to its current shareholders
Latest headline from www.fool.com: Walmart Can Maintain Its New Price War With Amazon If... - Motley Fool
The fund maintains 97.54% of its assets in stocks
Also please take a look at World Market Map. Please also try Fundamental Analysis module to view fundamental data based on most recent published financial statements.
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