Transamerica Asset Allocation Fund Key Fundamental Indicators
| TACIX Fund | USD 11.70 0.01 0.09% |
As of the 3rd of February, Transamerica Asset has the Semi Deviation of 0.2854, risk adjusted performance of 0.0586, and Coefficient Of Variation of 1055.62. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Transamerica Asset, as well as the relationship between them.
Transamerica Asset's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing Transamerica Asset's valuation are provided below:Transamerica Asset Allocation does not presently have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. Transamerica |
Transamerica Asset '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 Asset'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 Asset.
| 11/05/2025 |
| 02/03/2026 |
If you would invest 0.00 in Transamerica Asset on November 5, 2025 and sell it all today you would earn a total of 0.00 from holding Transamerica Asset Allocation or generate 0.0% return on investment in Transamerica Asset over 90 days. Transamerica Asset is related to or competes with Morningstar Global, Legg Mason, Goldman Sachs, Doubleline Global, and Qs Global. The fund normally invests its assets in a broad mix of underlying Transamerica funds More
Transamerica Asset 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 Asset'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 Asset Allocation upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4266 | |||
| Information Ratio | (0.06) | |||
| Maximum Drawdown | 1.56 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.6146 |
Transamerica Asset Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transamerica Asset's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transamerica Asset's standard deviation. In reality, there are many statistical measures that can use Transamerica Asset historical prices to predict the future Transamerica Asset's volatility.| Risk Adjusted Performance | 0.0586 | |||
| Jensen Alpha | 0.0076 | |||
| Total Risk Alpha | 0.0014 | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.068 |
Transamerica Asset February 3, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.0586 | |||
| Market Risk Adjusted Performance | 0.078 | |||
| Mean Deviation | 0.2669 | |||
| Semi Deviation | 0.2854 | |||
| Downside Deviation | 0.4266 | |||
| Coefficient Of Variation | 1055.62 | |||
| Standard Deviation | 0.352 | |||
| Variance | 0.1239 | |||
| Information Ratio | (0.06) | |||
| Jensen Alpha | 0.0076 | |||
| Total Risk Alpha | 0.0014 | |||
| Sortino Ratio | (0.05) | |||
| Treynor Ratio | 0.068 | |||
| Maximum Drawdown | 1.56 | |||
| Value At Risk | (0.45) | |||
| Potential Upside | 0.6146 | |||
| Downside Variance | 0.182 | |||
| Semi Variance | 0.0815 | |||
| Expected Short fall | (0.31) | |||
| Skewness | (0.36) | |||
| Kurtosis | 0.2754 |
Transamerica Asset Backtested Returns
At this stage we consider Transamerica Mutual Fund to be very steady. Transamerica Asset owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.17, which indicates the fund had a 0.17 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Transamerica Asset Allocation, which you can use to evaluate the volatility of the fund. Please validate Transamerica Asset's Risk Adjusted Performance of 0.0586, semi deviation of 0.2854, and Coefficient Of Variation of 1055.62 to confirm if the risk estimate we provide is consistent with the expected return of 0.0586%. The entity has a beta of 0.34, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Transamerica Asset's returns are expected to increase less than the market. However, during the bear market, the loss of holding Transamerica Asset is expected to be smaller as well.
Auto-correlation | 0.34 |
Below average predictability
Transamerica Asset Allocation has below average predictability. Overlapping area represents the amount of predictability between Transamerica Asset time series from 5th of November 2025 to 20th of December 2025 and 20th of December 2025 to 3rd of February 2026. 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 Asset price movement. The serial correlation of 0.34 indicates that nearly 34.0% of current Transamerica Asset price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.34 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
Generally speaking, the Price to Earnings ratio gives investors an idea of what the market is willing to pay for the company's current earnings.
| Competition |
Based on the latest financial disclosure, Transamerica Asset Allocation has a Price To Earning of 17.34 times. This is 3.13% lower than that of the Transamerica family and significantly higher than that of the Allocation--30% to 50% Equity category. The price to earning for all United States funds is notably lower than that of the firm.
Transamerica Asset Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Transamerica Asset's current stock value. Our valuation model uses many indicators to compare Transamerica Asset value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Transamerica Asset competition to find correlations between indicators driving Transamerica Asset's intrinsic value. More Info.Transamerica Asset Allocation is rated top fund in price to earning among similar funds. It also is rated top fund in price to book among similar funds fabricating about 0.12 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Transamerica Asset Allocation is roughly 8.67 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Transamerica Asset's earnings, one of the primary drivers of an investment's value.Transamerica Price To Earning Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Transamerica Asset's direct or indirect competition against its Price To Earning to detect undervalued stocks with similar characteristics or determine the mutual funds which would be a good addition to a portfolio. Peer analysis of Transamerica Asset could also be used in its relative valuation, which is a method of valuing Transamerica Asset by comparing valuation metrics of similar companies.Transamerica Asset is currently under evaluation in price to earning among similar funds.
Transamerica Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Transamerica Asset's current stock value. Our valuation model uses many indicators to compare Transamerica Asset value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Transamerica Asset competition to find correlations between indicators driving Transamerica Asset's intrinsic value. More Info.Transamerica Asset Allocation is rated top fund in price to earning among similar funds. It also is rated top fund in price to book among similar funds fabricating about 0.12 of Price To Book per Price To Earning. The ratio of Price To Earning to Price To Book for Transamerica Asset Allocation is roughly 8.67 . The reason why the comparable model can be used in almost all circumstances is due to the vast number of multiples that can be utilized, such as the price-to-earnings (P/E), price-to-book (P/B), price-to-sales (P/S), price-to-cash flow (P/CF), and many others. The P/E ratio is the most commonly used of these ratios because it focuses on the Transamerica Asset's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Transamerica Asset
The fund invests 29.51% of asset under management in tradable equity instruments, with the rest of investments concentrated in bonds (5.07%) , cash (21.1%) and various exotic instruments.Asset allocation divides Transamerica Asset's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors for a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will manage securities in the fund's portfolio as market conditions and the fund's objectives change.
Transamerica Fundamentals
| Price To Earning | 17.34 X | |||
| Price To Book | 2.00 X | |||
| Price To Sales | 1.37 X | |||
| Total Asset | 17.25 M | |||
| Annual Yield | 0.03 % | |||
| Year To Date Return | 1.65 % | |||
| One Year Return | 12.39 % | |||
| Three Year Return | 9.33 % | |||
| Five Year Return | 4.24 % | |||
| Ten Year Return | 5.56 % | |||
| Net Asset | 699.15 M | |||
| Last Dividend Paid | 0.03 | |||
| Cash Position Weight | 21.10 % | |||
| Equity Positions Weight | 29.51 % | |||
| Bond Positions Weight | 5.07 % |
About Transamerica Asset Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Transamerica Asset Allocation's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Transamerica Asset using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Transamerica Asset Allocation based on its fundamental data. In general, a quantitative approach, as applied to this mutual fund, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund normally invests its assets in a broad mix of underlying Transamerica funds. Under normal circumstances, investments in underlying funds are expected to achieve a mix over time of approximately 35 percent of net assets in equities, which may include both stocks and commodity-related securities, and approximately 65 percent of net assets in fixed-income securities, which may include bonds, cash, cash equivalents, and other money market instruments. These percentages may vary.
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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 Asset 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 Asset security.
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