Transamerica Intermediate Bond Fund Market Value

TMBFX Fund  USD 8.57  0.04  0.47%   
Transamerica Intermediate's market value is the price at which a share of Transamerica Intermediate trades on a public exchange. It measures the collective expectations of Transamerica Intermediate Bond investors about its performance. Transamerica Intermediate is trading at 8.57 as of the 23rd of February 2025; that is 0.47% up since the beginning of the trading day. The fund's open price was 8.53.
With this module, you can estimate the performance of a buy and hold strategy of Transamerica Intermediate Bond and determine expected loss or profit from investing in Transamerica Intermediate over a given investment horizon. Check out Transamerica Intermediate Correlation, Transamerica Intermediate Volatility and Transamerica Intermediate Alpha and Beta module to complement your research on Transamerica Intermediate.
Symbol

Please note, there is a significant difference between Transamerica Intermediate's value and its price as these two are different measures arrived at by different means. Investors typically determine if Transamerica Intermediate is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Transamerica Intermediate's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.

Transamerica Intermediate '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 Intermediate'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 Intermediate.
0.00
01/24/2025
No Change 0.00  0.0 
In 31 days
02/23/2025
0.00
If you would invest  0.00  in Transamerica Intermediate on January 24, 2025 and sell it all today you would earn a total of 0.00 from holding Transamerica Intermediate Bond or generate 0.0% return on investment in Transamerica Intermediate over 30 days. Transamerica Intermediate is related to or competes with Franklin Adjustable, Pioneer High, Siit High, Goldman Sachs, Artisan High, and Us Government. The fund normally invests primarily in investment grade debt securities, which may include investment grade corporate se... More

Transamerica Intermediate 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 Intermediate'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 Intermediate Bond upside and downside potential and time the market with a certain degree of confidence.

Transamerica Intermediate Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Transamerica Intermediate's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Transamerica Intermediate's standard deviation. In reality, there are many statistical measures that can use Transamerica Intermediate historical prices to predict the future Transamerica Intermediate's volatility.
Hype
Prediction
LowEstimatedHigh
8.278.578.87
Details
Intrinsic
Valuation
LowRealHigh
8.258.558.85
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Transamerica Intermediate. Your research has to be compared to or analyzed against Transamerica Intermediate's peers to derive any actionable benefits. When done correctly, Transamerica Intermediate's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Transamerica Intermediate.

Transamerica Intermediate Backtested Returns

At this stage we consider Transamerica Mutual Fund to be very steady. Transamerica Intermediate owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0208, which indicates the fund had a 0.0208 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Transamerica Intermediate Bond, which you can use to evaluate the volatility of the fund. Please validate Transamerica Intermediate's Coefficient Of Variation of 1689.4, semi deviation of 0.2107, and Risk Adjusted Performance of 0.0297 to confirm if the risk estimate we provide is consistent with the expected return of 0.0063%. The entity has a beta of 0.0498, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Transamerica Intermediate's returns are expected to increase less than the market. However, during the bear market, the loss of holding Transamerica Intermediate is expected to be smaller as well.

Auto-correlation

    
  0.66  

Good predictability

Transamerica Intermediate Bond has good predictability. Overlapping area represents the amount of predictability between Transamerica Intermediate time series from 24th of January 2025 to 8th of February 2025 and 8th of February 2025 to 23rd of February 2025. 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 Intermediate price movement. The serial correlation of 0.66 indicates that around 66.0% of current Transamerica Intermediate price fluctuation can be explain by its past prices.
Correlation Coefficient0.66
Spearman Rank Test0.6
Residual Average0.0
Price Variance0.0
Transamerica ReturnsTransamerica Lagged ReturnsDiversified AwayTransamerica ReturnsTransamerica Lagged ReturnsDiversified Away100%

Transamerica Intermediate lagged returns against current returns

Autocorrelation, which is Transamerica Intermediate 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 Intermediate's mutual fund expected returns. We can calculate the autocorrelation of Transamerica Intermediate returns to help us make a trade decision. For example, suppose you find that Transamerica Intermediate 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   
JavaScript chart by amCharts 3.21.15Feb 10Feb 12Feb 14Feb 16Feb 18Feb 20Feb 22-0.5%0%0.5%1.0%1.5%
JavaScript chart by amCharts 3.21.15Volume Lagged Volume Prices Lagged Prices
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Transamerica Intermediate 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 Intermediate mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Transamerica Intermediate 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 Intermediate mutual fund over time.
   Current vs Lagged Prices   
JavaScript chart by amCharts 3.21.15Feb 10Feb 12Feb 14Feb 16Feb 18Feb 20Feb 228.468.488.508.528.548.56
JavaScript chart by amCharts 3.21.15Regression Prices Lagged Regression Prices
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Transamerica Intermediate Lagged Returns

When evaluating Transamerica Intermediate's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Transamerica Intermediate mutual fund have on its future price. Transamerica Intermediate 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 Intermediate autocorrelation shows the relationship between Transamerica Intermediate mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Transamerica Intermediate Bond.
   Regressed Prices   
JavaScript chart by amCharts 3.21.15Jan 24Jan 28FebFeb 05Feb 09Feb 13Feb 17Feb 218.448.468.488.508.528.548.56
JavaScript chart by amCharts 3.21.15Lagged Returns Returns
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Other Information on Investing in Transamerica Mutual Fund

Transamerica Intermediate 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 Intermediate security.
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