Transamerica Capital Growth Fund Market Outlook
| IALAX Fund | USD 38.28 1.91 4.75% |
Slightly above 61% of Transamerica Capital's investor base is looking to short. The analysis of overall sentiment of trading Transamerica Capital Growth mutual fund suggests that many investors are alarmed at this time. Transamerica Capital's investing sentiment can be driven by a variety of factors including economic data, Transamerica Capital's earnings reports, geopolitical events, and overall market trends.
Comfort Level 39
Alarmed
Panic | Confidence |
Today, several news technology companies offer sentiment data to assist traders in manufacturing news sentiment indicators for investment decisions. We partner with these technology firms in helping retail investors build forecasting models that use Transamerica Capital's input sentiment indicators derived from textual data and news published on major financial information outlets and social sites. These indicators can be used to analyze time-dependent numerical information representing public perception toward Transamerica Capital Growth.
News SentimentNeutral | Hype SentimentBearish | Insider SentimentWaiting |
Assuming the 90 days horizon and your complete indifference towards market risk, our recommendation regarding Transamerica Capital Growth is 'Strong Hold'. A buy or sell recommendation is an automated directive regarding whether to purchase or sell Transamerica Capital Growth given historical horizon and risk tolerance. When we issue a 'buy' or 'sell' recommendation for Transamerica Capital Growth, the advice is generated through an automated system that utilizes algorithms and statistical models.
Execute Transamerica Capital Advice
The Transamerica recommendation should be used to complement the investment advice compiled from the current analysts' consensus on Transamerica Capital Growth. Macroaxis does not own or have any residual interests in Transamerica Capital Growth or other equities on which the buy-or-sell advice is provided. Please provide your input below to execute Transamerica Capital's advice using the current market data and latest reported fundamentals.
Time Horizon
Risk Tolerance
 |  |
Strong Hold
Market Performance | Weakest | Details | |
Volatility | Very steady | Details | |
Hype Condition | Stale | Details | |
Current Valuation | Undervalued | Details | |
Odds Of Distress | Low | Details | |
Economic Sensitivity | Moves indifferently to market moves | Details | |
Analyst Consensus | Not Available | Details |
For the selected time horizon Transamerica Capital Growth has a Risk Adjusted Performance of (0.11), Jensen Alpha of (0.28), Total Risk Alpha of (0.43) and Treynor Ratio of 6.49Transamerica Capital recommendation module can be used to check and cross-verify current trade recommendation provided by analysts inspecting the fund's potential to grow using all of fundamental, technical, data market data available at the time. Use Transamerica Capital price to book, one year return, as well as the relationship between the One Year Return and cash position weight to ensure your buy or sell decision on Transamerica Capital is adequate.
Transamerica Capital Trading Alerts and Improvement Suggestions
| Transamerica Capital generated a negative expected return over the last 90 days | |
| The fund generated five year return of -4.0% | |
| Transamerica Capital retains 99.09% of its assets under management (AUM) in equities |
Transamerica Capital Returns Distribution Density
The distribution of Transamerica Capital's historical returns is an attempt to chart the uncertainty of Transamerica Capital's future price movements. The chart of the probability distribution of Transamerica Capital daily returns describes the distribution of returns around its average expected value. We use Transamerica Capital Growth price's Value At Risk and its Upside Potential as a relative measure of the distribution. The graph of the distribution of Transamerica Capital returns is essential to provide solid investment analysis for Transamerica Capital.
| Mean Return | -0.27 | Value At Risk | -3.55 | Potential Upside | 2.66 | Standard Deviation | 1.96 |
Return Density |
| Distribution |
Investment risk management requires an estimate of the probability of extreme price changes. Therefore, the correct representation of the distribution of Transamerica Capital historical returns presented in an easy-to-digest graphical form helps investors and money managers understand the risk-reward trade-off of different investement strategies.
Transamerica Capital Greeks
Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Transamerica Capital or Transamerica sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Transamerica Capital's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Transamerica fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
α | Alpha over Dow Jones | -0.28 | |
β | Beta against Dow Jones | -0.04 | |
σ | Overall volatility | 1.92 | |
Ir | Information ratio | -0.17 |
Transamerica Capital Volatility Alert
Transamerica Capital Growth exhibits very low volatility with skewness of 0.13 and kurtosis of 0.75. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Transamerica Capital's mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Transamerica Capital's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.Transamerica Capital Fundamentals Vs Peers
Comparing Transamerica Capital's fundamentals to the average values of its peers is one of the most widely used and accepted methods of equity analyses. It helps to analyze Transamerica Capital's direct or indirect competition across all of the common fundamentals between Transamerica Capital and the related equities. This way, we can detect undervalued stocks with similar characteristics as Transamerica Capital or determine the mutual funds which would be an excellent addition to an existing portfolio. Peer analysis of Transamerica Capital's fundamental indicators could also be used in its relative valuation, which is a method of valuing Transamerica Capital by comparing valuation metrics with those of similar companies.
| Better Than Average | Worse Than Average | Compare Transamerica Capital to competition |
| Fundamentals | Transamerica Capital | Peer Average |
| Price To Earning | 0.95 X | 6.53 X |
| Price To Book | 6.40 X | 0.74 X |
| Price To Sales | 4.69 X | 0.61 X |
| Year To Date Return | 1.81 % | 0.39 % |
| One Year Return | (3.73) % | 4.15 % |
| Three Year Return | 26.57 % | 3.60 % |
| Five Year Return | (4.36) % | 3.24 % |
| Ten Year Return | 19.74 % | 1.79 % |
| Net Asset | 1.34 B | 4.11 B |
| Cash Position Weight | 0.91 % | 10.61 % |
| Equity Positions Weight | 99.09 % | 63.90 % |
Transamerica Capital Market Momentum
Traders often use several daily momentume indicators to supplement a more traditional technical analysis when analyzing securities such as Transamerica . With many different options, investors must choose the best indicators for them and familiarize themselves with how they work. We suggest combining traditional momentum indicators with more near-term forms of technical analysis such as Accumulation Distribution or Daily Balance Of Power. With their quantitative nature, daily value technical indicators can also be incorporated into your automated trading systems.
| Rate Of Daily Change | 0.95 | |||
| Day Median Price | 38.28 | |||
| Day Typical Price | 38.28 | |||
| Price Action Indicator | (0.95) | |||
| Period Momentum Indicator | (1.91) |
About Transamerica Capital Buy or Sell Advice
When is the right time to buy or sell Transamerica Capital Growth? Buying financial instruments such as Transamerica Mutual Fund isn't very hard. However, what challenging for most investors is doing it at the right time to beat the market. Proper market timing is something most people cannot do without sophisticated tools, which help to isolate the right opportunities. Macroaxis provides hands-on modules to deliver winning trades and diversify your portfolios on a daily basis. Most of our advising modules are very easy to use and apply.
Please read more on our stock advisor page.
Use Investing Ideas to Build Portfolios
In addition to having Transamerica Capital in your portfolios, you can quickly add positions using our predefined set of ideas and optimize them against your very unique investing style. A single investing idea is a collection of funds, stocks, ETFs, or cryptocurrencies that are programmatically selected from a pull of investment themes. After you determine your investment opportunity, you can then find an optimal portfolio that will maximize potential returns on the chosen idea or minimize its exposure to market volatility.Did You Try This Idea?
Run Diversified Assets Thematic Idea Now
Diversified Assets
Pablicly traded close-end funds and other entities backed by different types of diversified investments. The Diversified Assets theme has 43 constituents at this time.
You can either use a buy-and-hold strategy to lock in the entire theme or actively trade it to take advantage of the short-term price volatility of individual constituents. Macroaxis can help you discover thousands of investment opportunities in different asset classes. In addition, you can partner with us for reliable portfolio optimization as you plan to utilize Diversified Assets Theme or any other thematic opportunities.
| View All Next | Launch |
Other Information on Investing in Transamerica Mutual Fund
Transamerica Capital 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 Capital security.
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| ETFs Find actively traded Exchange Traded Funds (ETF) from around the world | |
| Aroon Oscillator Analyze current equity momentum using Aroon Oscillator and other momentum ratios | |
| Bonds Directory Find actively traded corporate debentures issued by US companies |