Transamerica Small Cap Fund Market Value
| TSPTX Fund | USD 5.71 0.02 0.35% |
| 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.
| 10/25/2025 |
| 01/23/2026 |
If you would invest 0.00 in Transamerica Small on October 25, 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 Eagle Small, Victory Integrity, Rbb Fund, Artisan Small, Hunter Small, and Aqr Small. 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 | 1.02 | |||
| Information Ratio | 0.1295 | |||
| Maximum Drawdown | 15.78 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 2.21 |
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 | 0.1398 | |||
| Jensen Alpha | 0.2773 | |||
| Total Risk Alpha | 0.0985 | |||
| Sortino Ratio | 0.257 | |||
| Treynor Ratio | 0.4212 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Transamerica Small's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Transamerica Small January 23, 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 | 0.1398 | |||
| Market Risk Adjusted Performance | 0.4312 | |||
| Mean Deviation | 1.02 | |||
| Semi Deviation | 0.5534 | |||
| Downside Deviation | 1.02 | |||
| Coefficient Of Variation | 553.21 | |||
| Standard Deviation | 2.03 | |||
| Variance | 4.12 | |||
| Information Ratio | 0.1295 | |||
| Jensen Alpha | 0.2773 | |||
| Total Risk Alpha | 0.0985 | |||
| Sortino Ratio | 0.257 | |||
| Treynor Ratio | 0.4212 | |||
| Maximum Drawdown | 15.78 | |||
| Value At Risk | (1.36) | |||
| Potential Upside | 2.21 | |||
| Downside Variance | 1.05 | |||
| Semi Variance | 0.3063 | |||
| Expected Short fall | (1.29) | |||
| Skewness | 5.14 | |||
| Kurtosis | 35.35 |
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 0.16, which indicates the fund had a 0.16 % 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 0.5534, coefficient of variation of 553.21, and Risk Adjusted Performance of 0.1398 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.85, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Transamerica Small's returns are expected to increase less than the market. However, during the bear market, the loss of holding Transamerica Small is expected to be smaller as well.
Auto-correlation | -0.22 |
Weak reverse predictability
Transamerica Small Cap has weak reverse predictability. Overlapping area represents the amount of predictability between Transamerica Small time series from 25th of October 2025 to 9th of December 2025 and 9th of December 2025 to 23rd 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 Small Cap price movement. The serial correlation of -0.22 indicates that over 22.0% of current Transamerica Small price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.22 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.08 |
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.
| Money Managers Screen money managers from public funds and ETFs managed around the world | |
| Investing Opportunities Build portfolios using our predefined set of ideas and optimize them against your investing preferences |