Transamerica Financial Life Fund Market Value
| IAAEX Fund | USD 11.22 0.04 0.36% |
| Symbol | Transamerica |
Transamerica Financial '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 Financial'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 Financial.
| 04/21/2025 |
| 07/20/2025 |
If you would invest 0.00 in Transamerica Financial on April 21, 2025 and sell it all today you would earn a total of 0.00 from holding Transamerica Financial Life or generate 0.0% return on investment in Transamerica Financial over 90 days. Transamerica Financial is related to or competes with Artisan High, Morningstar Defensive, Bts Tactical, Ab Bond, California Municipal, Pace Strategic, and Ab Bond. Under normal circumstances, the fund invests at least 80 percent of its net assets in equity securities of mid cap compa... More
Transamerica Financial 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 Financial'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 Financial Life upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8809 | |||
| Information Ratio | (0) | |||
| Maximum Drawdown | 4.55 | |||
| Value At Risk | (1.27) | |||
| Potential Upside | 1.97 |
Transamerica Financial Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transamerica Financial's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transamerica Financial's standard deviation. In reality, there are many statistical measures that can use Transamerica Financial historical prices to predict the future Transamerica Financial's volatility.| Risk Adjusted Performance | 0.1454 | |||
| Jensen Alpha | 0.0231 | |||
| Total Risk Alpha | 0.0045 | |||
| Sortino Ratio | (0) | |||
| Treynor Ratio | 0.1591 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Transamerica Financial's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Transamerica Financial Backtested Returns
At this stage we consider Transamerica Mutual Fund to be very steady. Transamerica Financial owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the fund had a 0.21 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Transamerica Financial Life, which you can use to evaluate the volatility of the fund. Please validate Transamerica Financial's Risk Adjusted Performance of 0.1454, coefficient of variation of 640.18, and Semi Deviation of 0.6585 to confirm if the risk estimate we provide is consistent with the expected return of 0.18%. The entity has a beta of 0.81, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Transamerica Financial's returns are expected to increase less than the market. However, during the bear market, the loss of holding Transamerica Financial is expected to be smaller as well.
Auto-correlation | 0.75 |
Good predictability
Transamerica Financial Life has good predictability. Overlapping area represents the amount of predictability between Transamerica Financial time series from 21st of April 2025 to 5th of June 2025 and 5th of June 2025 to 20th of July 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 Financial price movement. The serial correlation of 0.75 indicates that around 75.0% of current Transamerica Financial price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.75 | |
| Spearman Rank Test | 0.77 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Transamerica Financial lagged returns against current returns
Autocorrelation, which is Transamerica Financial 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 Financial's mutual fund expected returns. We can calculate the autocorrelation of Transamerica Financial returns to help us make a trade decision. For example, suppose you find that Transamerica Financial 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 Financial 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 Financial mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Transamerica Financial 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 Financial mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Transamerica Financial Lagged Returns
When evaluating Transamerica Financial's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Transamerica Financial mutual fund have on its future price. Transamerica Financial 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 Financial autocorrelation shows the relationship between Transamerica Financial mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Transamerica Financial Life.
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 Financial 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 Financial security.
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