Transamerica Inflation Opportunities Fund Market Value
| TIOCX Fund | USD 9.50 0.02 0.21% |
| Symbol | Transamerica |
Transamerica Inflation '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 Inflation'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 Inflation.
| 05/08/2025 |
| 08/06/2025 |
If you would invest 0.00 in Transamerica Inflation on May 8, 2025 and sell it all today you would earn a total of 0.00 from holding Transamerica Inflation Opportunities or generate 0.0% return on investment in Transamerica Inflation over 90 days. Transamerica Inflation is related to or competes with Gmo Emerging, Brandes Emerging, Transamerica Emerging, Cullen Emerging, Siit Emerging, and Sa Emerging. The funds sub-adviser, PineBridge Investments LLC , seeks to achieve the funds investment objective by normally investing the funds assets primarily in inflation-indexed fixed-income securities issued by domestic and foreign governments, their agencies or instrumentalities, and corporations. More
Transamerica Inflation 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 Inflation'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 Inflation Opportunities upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.28 | |||
| Information Ratio | (0.45) | |||
| Maximum Drawdown | 0.9669 | |||
| Value At Risk | (0.43) | |||
| Potential Upside | 0.4246 |
Transamerica Inflation Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transamerica Inflation's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transamerica Inflation's standard deviation. In reality, there are many statistical measures that can use Transamerica Inflation historical prices to predict the future Transamerica Inflation's volatility.| Risk Adjusted Performance | 0.0372 | |||
| Jensen Alpha | 0.0047 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.38) | |||
| Treynor Ratio | 0.2828 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Transamerica Inflation'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 Inflation Backtested Returns
At this stage we consider Transamerica Mutual Fund to be very steady. Transamerica Inflation owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.14, which indicates the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Transamerica Inflation Opportunities, which you can use to evaluate the volatility of the fund. Please validate Transamerica Inflation's Coefficient Of Variation of 1305.05, risk adjusted performance of 0.0372, and Semi Deviation of 0.1757 to confirm if the risk estimate we provide is consistent with the expected return of 0.0316%. The entity has a beta of 0.028, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Transamerica Inflation's returns are expected to increase less than the market. However, during the bear market, the loss of holding Transamerica Inflation is expected to be smaller as well.
Auto-correlation | 0.58 |
Modest predictability
Transamerica Inflation Opportunities has modest predictability. Overlapping area represents the amount of predictability between Transamerica Inflation time series from 8th of May 2025 to 22nd of June 2025 and 22nd of June 2025 to 6th of August 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 Inflation price movement. The serial correlation of 0.58 indicates that roughly 58.0% of current Transamerica Inflation price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.58 | |
| Spearman Rank Test | 0.41 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Transamerica Inflation lagged returns against current returns
Autocorrelation, which is Transamerica Inflation 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 Inflation's mutual fund expected returns. We can calculate the autocorrelation of Transamerica Inflation returns to help us make a trade decision. For example, suppose you find that Transamerica Inflation 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 Inflation 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 Inflation mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Transamerica Inflation 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 Inflation mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Transamerica Inflation Lagged Returns
When evaluating Transamerica Inflation's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Transamerica Inflation mutual fund have on its future price. Transamerica Inflation 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 Inflation autocorrelation shows the relationship between Transamerica Inflation mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Transamerica Inflation Opportunities.
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 Inflation 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 Inflation security.
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