Transamerica Large Value Fund Market Value
| TLOFX Fund | USD 8.98 0.04 0.44% |
| Symbol | Transamerica |
Transamerica Large '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 Large'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 Large.
| 10/27/2025 |
| 01/25/2026 |
If you would invest 0.00 in Transamerica Large on October 27, 2025 and sell it all today you would earn a total of 0.00 from holding Transamerica Large Value or generate 0.0% return on investment in Transamerica Large over 90 days. Transamerica Large is related to or competes with Fidelity Real, T Rowe, Baron Real, Cohen Steers, Global Real, and T Rowe. The investment seeks to provide long-term capital appreciation More
Transamerica Large 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 Large'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 Large Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.6572 | |||
| Information Ratio | 0.0961 | |||
| Maximum Drawdown | 17.5 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.2 |
Transamerica Large Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transamerica Large's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transamerica Large's standard deviation. In reality, there are many statistical measures that can use Transamerica Large historical prices to predict the future Transamerica Large's volatility.| Risk Adjusted Performance | 0.1038 | |||
| Jensen Alpha | 0.2726 | |||
| Total Risk Alpha | 0.0742 | |||
| Sortino Ratio | 0.3123 | |||
| Treynor Ratio | 17.65 |
Transamerica Large January 25, 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 | 0.1038 | |||
| Market Risk Adjusted Performance | 17.66 | |||
| Mean Deviation | 0.817 | |||
| Semi Deviation | 0.1466 | |||
| Downside Deviation | 0.6572 | |||
| Coefficient Of Variation | 753.04 | |||
| Standard Deviation | 2.14 | |||
| Variance | 4.56 | |||
| Information Ratio | 0.0961 | |||
| Jensen Alpha | 0.2726 | |||
| Total Risk Alpha | 0.0742 | |||
| Sortino Ratio | 0.3123 | |||
| Treynor Ratio | 17.65 | |||
| Maximum Drawdown | 17.5 | |||
| Value At Risk | (0.93) | |||
| Potential Upside | 1.2 | |||
| Downside Variance | 0.4319 | |||
| Semi Variance | 0.0215 | |||
| Expected Short fall | (1.10) | |||
| Skewness | 6.78 | |||
| Kurtosis | 50.64 |
Transamerica Large Value Backtested Returns
Transamerica Large appears to be not too volatile, given 3 months investment horizon. Transamerica Large Value owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.13, which indicates the fund had a 0.13 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Transamerica Large Value, which you can use to evaluate the volatility of the fund. Please review Transamerica Large's Semi Deviation of 0.1466, coefficient of variation of 753.04, and Risk Adjusted Performance of 0.1038 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.0155, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Transamerica Large's returns are expected to increase less than the market. However, during the bear market, the loss of holding Transamerica Large is expected to be smaller as well.
Auto-correlation | -0.21 |
Weak reverse predictability
Transamerica Large Value has weak reverse predictability. Overlapping area represents the amount of predictability between Transamerica Large time series from 27th of October 2025 to 11th of December 2025 and 11th of December 2025 to 25th 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 Large Value price movement. The serial correlation of -0.21 indicates that over 21.0% of current Transamerica Large price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.21 | |
| Spearman Rank Test | 0.21 | |
| Residual Average | 0.0 | |
| Price Variance | 0.29 |
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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 Large 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 Large security.
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