Transamerica Small Cap Fund Market Value
| TSPIX Fund | USD 5.52 0.08 1.47% |
| Symbol | 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.
| 11/30/2025 |
| 02/28/2026 |
If you would invest 0.00 in Transamerica Small on November 30, 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 | 0.1384 | |||
| 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 | 0.1453 | |||
| Jensen Alpha | 0.3782 | |||
| Total Risk Alpha | 0.1507 | |||
| Sortino Ratio | 0.2711 | |||
| Treynor Ratio | (2.92) |
Transamerica Small February 28, 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 | 0.1453 | |||
| Market Risk Adjusted Performance | (2.91) | |||
| Mean Deviation | 1.12 | |||
| Semi Deviation | 0.6212 | |||
| Downside Deviation | 1.06 | |||
| Coefficient Of Variation | 550.95 | |||
| Standard Deviation | 2.08 | |||
| Variance | 4.34 | |||
| Information Ratio | 0.1384 | |||
| Jensen Alpha | 0.3782 | |||
| Total Risk Alpha | 0.1507 | |||
| Sortino Ratio | 0.2711 | |||
| Treynor Ratio | (2.92) | |||
| Maximum Drawdown | 16.56 | |||
| Value At Risk | (1.63) | |||
| Potential Upside | 2.43 | |||
| Downside Variance | 1.13 | |||
| Semi Variance | 0.3859 | |||
| Expected Short fall | (1.42) | |||
| Skewness | 4.72 | |||
| Kurtosis | 31.24 |
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 0.14, which indicates the fund had a 0.14 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Transamerica Small Cap, which you can use to evaluate the volatility of the fund. Please review Transamerica Small's Risk Adjusted Performance of 0.1453, semi deviation of 0.6212, and Coefficient Of Variation of 550.95 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.13, 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 | -0.8 |
Almost perfect reverse predictability
Transamerica Small Cap has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Transamerica Small time series from 30th of November 2025 to 14th of January 2026 and 14th of January 2026 to 28th 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 -0.8 indicates that around 80.0% of current Transamerica Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.8 | |
| Spearman Rank Test | -0.58 | |
| Residual Average | 0.0 | |
| Price Variance | 0.01 |
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 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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