Transamerica Smallmid Cap Fund Market Value
| TSVIX Fund | USD 29.74 0.14 0.47% |
| Symbol | Transamerica |
Transamerica Smallmid 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to Transamerica Smallmid's mutual fund what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of Transamerica Smallmid.
| 07/28/2025 |
| 10/26/2025 |
If you would invest 0.00 in Transamerica Smallmid on July 28, 2025 and sell it all today you would earn a total of 0.00 from holding Transamerica Smallmid Cap or generate 0.0% return on investment in Transamerica Smallmid over 90 days. Transamerica Smallmid is related to or competes with Transamerica Emerging, Transamerica Emerging, Transamerica Emerging, Transamerica Capital, Transamerica, Transamerica Large, and Transamerica Large. The fund normally invests at least 80 percent of its net assets in small- and mid-cap equity securities More
Transamerica Smallmid Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure Transamerica Smallmid's mutual fund current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess Transamerica Smallmid Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7729 | |||
| Information Ratio | (0.02) | |||
| Maximum Drawdown | 5.59 | |||
| Value At Risk | (1.07) | |||
| Potential Upside | 1.73 |
Transamerica Smallmid Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transamerica Smallmid's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transamerica Smallmid's standard deviation. In reality, there are many statistical measures that can use Transamerica Smallmid historical prices to predict the future Transamerica Smallmid's volatility.| Risk Adjusted Performance | 0.0474 | |||
| Jensen Alpha | (0.04) | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.03) | |||
| Treynor Ratio | 0.0445 |
Transamerica Smallmid Cap Backtested Returns
At this stage we consider Transamerica Mutual Fund to be very steady. Transamerica Smallmid Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0685, which indicates the fund had a 0.0685 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Transamerica Smallmid Cap, which you can use to evaluate the volatility of the fund. Please validate Transamerica Smallmid's Risk Adjusted Performance of 0.0474, semi deviation of 0.6956, and Coefficient Of Variation of 1443.15 to confirm if the risk estimate we provide is consistent with the expected return of 0.0626%. The entity has a beta of 1.2, which indicates a somewhat significant risk relative to the market. As the market goes up, the company is expected to outperform it. However, if the market returns are negative, Transamerica Smallmid will likely underperform.
Auto-correlation | -0.22 |
Weak reverse predictability
Transamerica Smallmid Cap has weak reverse predictability. Overlapping area represents the amount of predictability between Transamerica Smallmid time series from 28th of July 2025 to 11th of September 2025 and 11th of September 2025 to 26th of October 2025. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Transamerica Smallmid Cap price movement. The serial correlation of -0.22 indicates that over 22.0% of current Transamerica Smallmid price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | -0.04 | |
| Residual Average | 0.0 | |
| Price Variance | 0.09 |
Transamerica Smallmid Cap lagged returns against current returns
Autocorrelation, which is Transamerica Smallmid mutual fund's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting Transamerica Smallmid's mutual fund expected returns. We can calculate the autocorrelation of Transamerica Smallmid returns to help us make a trade decision. For example, suppose you find that Transamerica Smallmid has exhibited high autocorrelation historically, and you observe that the mutual fund is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
Transamerica Smallmid regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If Transamerica Smallmid mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Transamerica Smallmid mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Transamerica Smallmid mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Transamerica Smallmid Lagged Returns
When evaluating Transamerica Smallmid's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Transamerica Smallmid mutual fund have on its future price. Transamerica Smallmid autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, Transamerica Smallmid autocorrelation shows the relationship between Transamerica Smallmid mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Transamerica Smallmid Cap.
Regressed Prices |
| Timeline |
Also Currently Popular
Analyzing currently trending equities could be an opportunity to develop a better portfolio based on different market momentums that they can trigger. Utilizing the top trending stocks is also useful when creating a market-neutral strategy or pair trading technique involving a short or a long position in a currently trending equity.Other Information on Investing in Transamerica Mutual Fund
Transamerica Smallmid financial ratios help investors to determine whether Transamerica Mutual Fund is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in Transamerica with respect to the benefits of owning Transamerica Smallmid security.
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