Transamerica Strategic High Fund Market Value
| TASHX Fund | USD 16.33 0.02 0.12% |
| Symbol | Transamerica |
Transamerica Strategic '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 Strategic'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 Strategic.
| 12/12/2025 |
| 01/11/2026 |
If you would invest 0.00 in Transamerica Strategic on December 12, 2025 and sell it all today you would earn a total of 0.00 from holding Transamerica Strategic High or generate 0.0% return on investment in Transamerica Strategic over 30 days. Transamerica Strategic is related to or competes with Icon Information, Science Technology, Towpath Technology, Blackrock Science, Janus Global, Dreyfus Technology, and Technology Ultrasector. The funds sub-adviser deploys an active strategy that normally seeks to invest in a range of securities, including prima... More
Transamerica Strategic 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 Strategic'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 Strategic High upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4972 | |||
| Information Ratio | (0.11) | |||
| Maximum Drawdown | 1.89 | |||
| Value At Risk | (0.63) | |||
| Potential Upside | 0.6989 |
Transamerica Strategic Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transamerica Strategic's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transamerica Strategic's standard deviation. In reality, there are many statistical measures that can use Transamerica Strategic historical prices to predict the future Transamerica Strategic's volatility.| Risk Adjusted Performance | 0.0679 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.10) | |||
| Treynor Ratio | 0.0667 |
Transamerica Strategic Backtested Returns
At this stage we consider Transamerica Mutual Fund to be very steady. Transamerica Strategic owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.15, which indicates the fund had a 0.15 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Transamerica Strategic High, which you can use to evaluate the volatility of the fund. Please validate Transamerica Strategic's Semi Deviation of 0.4003, risk adjusted performance of 0.0679, and Coefficient Of Variation of 993.66 to confirm if the risk estimate we provide is consistent with the expected return of 0.0592%. The entity has a beta of 0.51, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Transamerica Strategic's returns are expected to increase less than the market. However, during the bear market, the loss of holding Transamerica Strategic is expected to be smaller as well.
Auto-correlation | 0.74 |
Good predictability
Transamerica Strategic High has good predictability. Overlapping area represents the amount of predictability between Transamerica Strategic time series from 12th of December 2025 to 27th of December 2025 and 27th of December 2025 to 11th of January 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 Strategic price movement. The serial correlation of 0.74 indicates that around 74.0% of current Transamerica Strategic price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.74 | |
| Spearman Rank Test | 0.5 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Transamerica Strategic lagged returns against current returns
Autocorrelation, which is Transamerica Strategic 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 Strategic's mutual fund expected returns. We can calculate the autocorrelation of Transamerica Strategic returns to help us make a trade decision. For example, suppose you find that Transamerica Strategic 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 Strategic 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 Strategic mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Transamerica Strategic 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 Strategic mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Transamerica Strategic Lagged Returns
When evaluating Transamerica Strategic's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Transamerica Strategic mutual fund have on its future price. Transamerica Strategic 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 Strategic autocorrelation shows the relationship between Transamerica Strategic mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Transamerica Strategic High.
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 Strategic 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 Strategic security.
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