Transamerica Small Cap Fund Key Fundamental Indicators
| TSPIX Fund | USD 5.36 0.08 1.47% |
As of the 25th of February, Transamerica Small has the Semi Deviation of 0.6918, risk adjusted performance of 0.1214, and Coefficient Of Variation of 666.92. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Transamerica Small Cap, as well as the relationship between them.
Transamerica Small'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 Small's valuation are provided below:Transamerica Small Cap 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 Small '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 Small'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 Small.
| 11/27/2025 |
| 02/25/2026 |
If you would invest 0.00 in Transamerica Small on November 27, 2025 and sell it all today you would earn a total of 0.00 from holding Transamerica Small Cap or generate 0.0% return on investment in Transamerica Small over 90 days. Transamerica Small is related to or competes with Transamerica Emerging, Transamerica Emerging, Transamerica Emerging, Transamerica Capital, Transamerica, Transamerica Large, and Transamerica Large. Under normal circumstances, the fund invests at least 80 percent of its net assets in stocks of small capitalization com... More
Transamerica Small 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 Small'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 Small Cap upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.06 | |||
| Information Ratio | 0.1015 | |||
| Maximum Drawdown | 16.56 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 2.43 |
Transamerica Small Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transamerica Small's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transamerica Small's standard deviation. In reality, there are many statistical measures that can use Transamerica Small historical prices to predict the future Transamerica Small's volatility.| Risk Adjusted Performance | 0.1214 | |||
| Jensen Alpha | 0.3162 | |||
| Total Risk Alpha | 0.0554 | |||
| Sortino Ratio | 0.2002 | |||
| Treynor Ratio | (2.04) |
Transamerica Small February 25, 2026 Technical Indicators
| Cycle Indicators | ||
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| Math Transform | ||
| Momentum Indicators | ||
| Overlap Studies | ||
| Pattern Recognition | ||
| Price Transform | ||
| Statistic Functions | ||
| Volatility Indicators | ||
| Volume Indicators |
| Risk Adjusted Performance | 0.1214 | |||
| Market Risk Adjusted Performance | (2.03) | |||
| Mean Deviation | 1.1 | |||
| Semi Deviation | 0.6918 | |||
| Downside Deviation | 1.06 | |||
| Coefficient Of Variation | 666.92 | |||
| Standard Deviation | 2.09 | |||
| Variance | 4.35 | |||
| Information Ratio | 0.1015 | |||
| Jensen Alpha | 0.3162 | |||
| Total Risk Alpha | 0.0554 | |||
| Sortino Ratio | 0.2002 | |||
| Treynor Ratio | (2.04) | |||
| Maximum Drawdown | 16.56 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 2.43 | |||
| Downside Variance | 1.12 | |||
| Semi Variance | 0.4786 | |||
| Expected Short fall | (1.38) | |||
| Skewness | 4.79 | |||
| Kurtosis | 31.75 |
Transamerica Small Cap Backtested Returns
Transamerica Small appears to be somewhat reliable, given 3 months investment horizon. Transamerica Small Cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.12, which indicates the fund had a 0.12 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Transamerica Small Cap, which you can use to evaluate the volatility of the fund. Please review Transamerica Small's Semi Deviation of 0.6918, coefficient of variation of 666.92, and Risk Adjusted Performance of 0.1214 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.15, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Transamerica Small are expected to decrease at a much lower rate. During the bear market, Transamerica Small is likely to outperform the market.
Auto-correlation | -0.83 |
Excellent reverse predictability
Transamerica Small Cap has excellent reverse predictability. Overlapping area represents the amount of predictability between Transamerica Small time series from 27th of November 2025 to 11th of January 2026 and 11th of January 2026 to 25th 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 Small Cap price movement. The serial correlation of -0.83 indicates that around 83.0% of current Transamerica Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.83 | |
| Spearman Rank Test | -0.57 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Year-To-Date typically refers to a period starting from the beginning of the current year and continuing up to the present day. Investors should becareful when comparing YTD ratios if not much of the year has occurred as research shows that YTD measures are more sensitive to early periods than late.
| Competition |
Based on the company's disclosures, Transamerica Small Cap has a Year To Date Return of 3.2015%. This is 34.8% lower than that of the Transamerica family and significantly higher than that of the Small Growth category. The year to date return for all United States funds is notably lower than that of the firm.
Transamerica Small Cap Fundamental Drivers Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Transamerica Small's current stock value. Our valuation model uses many indicators to compare Transamerica Small value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Transamerica Small competition to find correlations between indicators driving Transamerica Small's intrinsic value. More Info.Transamerica Small Cap is rated top fund in year to date return among similar funds. It also is rated top fund in one year return among similar funds . 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 Small's earnings, one of the primary drivers of an investment's value.Transamerica Year To Date Return Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Transamerica Small's direct or indirect competition against its Year To Date Return 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 Small could also be used in its relative valuation, which is a method of valuing Transamerica Small by comparing valuation metrics of similar companies.Transamerica Small is currently under evaluation in year to date return among similar funds.
Transamerica Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Transamerica Small's current stock value. Our valuation model uses many indicators to compare Transamerica Small value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Transamerica Small competition to find correlations between indicators driving Transamerica Small's intrinsic value. More Info.Transamerica Small Cap is rated top fund in year to date return among similar funds. It also is rated top fund in one year return among similar funds . 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 Small's earnings, one of the primary drivers of an investment's value.Fund Asset Allocation for Transamerica Small
The fund consists of 98.33% investments in stocks, with the rest of investments allocated between different money market instruments.Asset allocation divides Transamerica Small'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
| Total Asset | 259.65 M | ||||
| Year To Date Return | 3.20 % | ||||
| One Year Return | (1.50) % | ||||
| Three Year Return | 4.86 % | ||||
| Five Year Return | (1.24) % | ||||
| Net Asset | 123.1 M | ||||
| Cash Position Weight | 1.67 % | ||||
| Equity Positions Weight | 98.33 % |
About Transamerica Small Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Transamerica Small Cap's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Transamerica Small using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Transamerica Small Cap 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.Under normal circumstances, the fund invests at least 80 percent of its net assets in stocks of small capitalization companies. The funds sub-adviser primarily focuses on seeking to identify high quality, high-growth small capitalization companies. It may invest in foreign securities through American Depositary Receipts , and generally will not invest more than 10 percent of fund assets in foreign securities.
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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 Small 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 Small security.
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