Transamerica Capital Growth Fund Technical Analysis
| ILLLX Fund | USD 16.21 0.13 0.81% |
As of the 23rd of April, Transamerica Capital has the Semi Deviation of 1.7, coefficient of variation of 3637.23, and Risk Adjusted Performance of 0.0234. Transamerica Capital technical analysis provides you with a way to harness past market data to determine a pattern that measures the direction of the fund's future prices. 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 break down and interpolate nineteen technical drivers for Transamerica Capital Growth, which can be compared to its competition. Please validate Transamerica Capital market risk adjusted performance, variance, as well as the relationship between the Variance and potential upside to decide if Transamerica Capital is priced more or less accurately, providing market reflects its prevalent price of 16.21 per share.
Transamerica Capital 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 Capital 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 Capital Technical Analysis
Incorrect Input. Please change your parameters or increase the time horizon required for running this function. The output start index for this execution was zero with a total number of output elements of zero. 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 Capital volatility. High ATR values indicate high volatility, and low values indicate low volatility.
Transamerica Capital Trend Analysis
Use this graph to draw trend lines for Transamerica Capital Growth. You can use it to identify possible trend reversals for Transamerica Capital 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 Capital price movement. To start drawing, click on the pencil icon on top-right. To remove the trend, use eraser icon.Transamerica Capital Best Fit Change Line
The following chart estimates an ordinary least squares regression model for Transamerica Capital Growth applied against its price change over selected period. The best fit line has a slop of 0 , which means Transamerica Capital Growth will continue generating value for investors. It has 122 observation points and a regression sum of squares at 0.1, which is the sum of squared deviations for the predicted Transamerica Capital price change compared to its average price change.About Transamerica Capital 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 Capital Growth 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 Capital Growth based on its technical analysis. In general, a bottom-up approach, as applied to this mutual fund, focuses on Transamerica Capital price pattern first instead of the macroeconomic environment surrounding Transamerica Capital. By analyzing Transamerica Capital'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 Capital'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 Capital specific price patterns or momentum indicators. Please read more on our technical analysis page.
Transamerica Capital April 23, 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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| Risk Adjusted Performance | 0.0234 | |||
| Market Risk Adjusted Performance | 0.0305 | |||
| Mean Deviation | 1.34 | |||
| Semi Deviation | 1.7 | |||
| Downside Deviation | 1.8 | |||
| Coefficient Of Variation | 3637.23 | |||
| Standard Deviation | 1.75 | |||
| Variance | 3.07 | |||
| Information Ratio | (0.02) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.19) | |||
| Sortino Ratio | (0.02) | |||
| Treynor Ratio | 0.0205 | |||
| Maximum Drawdown | 8.03 | |||
| Value At Risk | (2.65) | |||
| Potential Upside | 3.14 | |||
| Downside Variance | 3.24 | |||
| Semi Variance | 2.88 | |||
| Expected Short fall | (1.39) | |||
| Skewness | 0.0761 | |||
| Kurtosis | 0.1523 |
Transamerica Capital One Year Return
Based on the recorded statements, Transamerica Capital Growth has an One Year Return of 22.2474%. This is 128.41% higher than that of the Transamerica family and significantly higher than that of the Large Growth 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 Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Transamerica Capital Growth. 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 bureau of economic analysis. You can also try the Economic Indicators module to top statistical indicators that provide insights into how an economy is performing.