Transamerica Capital Growth Fund Manager Performance Evaluation
| ILLLX Fund | USD 16.39 0.33 1.97% |
The entity has a beta of -0.85, which indicates possible diversification benefits within a given portfolio. As the market becomes more bullish, returns on owning Transamerica Capital are expected to decrease slowly. On the other hand, during market turmoil, Transamerica Capital is expected to outperform it slightly.
Risk-Adjusted Performance
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Over the last 90 days Transamerica Capital Growth has generated negative risk-adjusted returns adding no value to fund investors. In spite of latest weak performance, the Fund's essential indicators remain strong and the current disturbance on Wall Street may also be a sign of long term gains for the fund investors.
...more| Expense Ratio Date | 1st of March 2023 | |
| Expense Ratio | 1.8800 |
Transamerica |
Transamerica Capital Relative Risk vs. Return Landscape
If you would invest 1,798 in Transamerica Capital Growth on February 11, 2024 and sell it today you would lose (159.00) from holding Transamerica Capital Growth or give up 8.84% of portfolio value over 90 days. Transamerica Capital Growth is currently producing negative expected returns and takes up 1.7425% volatility of returns over 90 trading days. Put another way, 15% of traded mutual funds are less volatile than Transamerica, and 99% of all traded equity instruments are likely to generate higher returns over the next 90 trading days. Expected Return |
| Risk |
Transamerica Capital Current Valuation
Overvalued
Today
Please note that Transamerica Capital's price fluctuation is not too volatile at this time. At this time, the fund appears to be overvalued. Transamerica Capital has a current Real Value of $15.26 per share. The regular price of the fund is $16.39. We determine the value of Transamerica Capital from inspecting fund fundamentals and technical indicators as well as its Probability Of Bankruptcy. In general, we recommend acquiring undervalued mutual funds and dropping overvalued mutual funds since, at some point, mutual fund prices and their ongoing real values will draw towards each other.
Our valuation method for Transamerica Capital Growth is useful when determining the fair value of the Transamerica mutual fund, which is usually determined by what a typical buyer is willing to pay for full or partial control of Transamerica Capital. Since Transamerica Capital is currently traded on the exchange, buyers and sellers on that exchange determine the market value of Transamerica Mutual Fund. However, Transamerica Capital's intrinsic value may or may not be the same as its current market price, in which case there is an opportunity to profit from the mispricing, assuming the market price will eventually merge with its intrinsic value. | Historical | Market 16.39 | Real 15.26 | Hype 16.39 |
The real value of Transamerica Mutual Fund, also known as its intrinsic value, is the underlying worth of Transamerica Capital Mutual Fund, which is reflected in its stock price. It is based on Transamerica Capital's financial performance, assets, liabilities, growth prospects, management team, or industry conditions. The intrinsic value of Transamerica Capital's stock can be calculated using various methods such as discounted cash flow analysis, price-to-earnings ratio, or price-to-book ratio. That value may differ from its current market price, which is determined by supply and demand factors such as investor sentiment, market trends, news, and other external factors that may influence Transamerica Capital's stock price. It is important to note that the real value of any stock may change over time based on changes in the company's performance.
Estimating the potential upside or downside of Transamerica Capital Growth helps investors to forecast how Transamerica mutual fund's addition to their portfolios will impact the overall performance. We also use other valuation drivers to help us estimate the true value of Transamerica Capital more accurately as focusing exclusively on Transamerica Capital's fundamentals will not take into account other important factors: Transamerica Capital Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Transamerica Capital's investment risk. Standard deviation is the most common way to measure market volatility of mutual funds, such as Transamerica Capital Growth, and traders can use it to determine the average amount a Transamerica Capital's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.0757
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| Negative Returns | ILLLX |
Estimated Market Risk
| 1.74 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.13 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.08 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Transamerica Capital is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Transamerica Capital by adding Transamerica Capital to a well-diversified portfolio.
Transamerica Capital Fundamentals Growth
Transamerica Mutual Fund prices reflect investors' perceptions of the future prospects and financial health of Transamerica Capital, and Transamerica Capital fundamentals are critical determinants of its market performance. Overall, investors pay close attention to revenue and earnings growth, profit margins, and debt levels. These fundamentals can have a significant impact on Transamerica Mutual Fund performance.
| Price To Earning | 0.64 X | |||
| Price To Book | 6.40 X | |||
| Price To Sales | 4.69 X | |||
| Total Asset | 161.89 M | |||
About Transamerica Capital Performance
To evaluate Transamerica Capital Mutual Fund as a possible investment, you need to clearly understand its upside potential, downside risk, and overall future performance outlook. You may be satisfied when Transamerica Capital generates a 15% return over the last few months, but what if the market is generating 25% over the same period? In this case, it makes sense to compare Transamerica Mutual Fund's performance with different market indexes, such as the Dow or NASDAQ Composite. These indexes can act as benchmarks that will help you to understand Transamerica Capital market performance in a much more refined way. The Macroaxis performance score is an integer between 0 and 100 that represents Transamerica's market performance from a risk-adjusted return perspective. Generally speaking, the higher the score, the better is overall performance as compared to other investors. The score is normalized against the average investing universe (the best we can interpret from the data available). Within this methodology, scores of individual equity instruments will always be inferior to the scores of portfolios of equities as portfolios typically diversify a lot of unsystematic risks away. The formula to derive the Macroaxis score bases on multiple unequally-weighted factors. For more information, refer to our portfolio performance evaluation section.
Please also refer to our technical analysis and fundamental analysis pages.The fund seeks long-term capital growth by investing primarily in established and emerging companies with capitalizations at the time of purchase within the range of companies included in the Russell 1000 Growth Index. It may invest up to 25 percent of its net assets in securities of foreign issuers, including issuers located in emerging market or developing countries, securities classified as ADRs, GDRs, ADSs or GDSs, foreign U.S. dollar denominated securities that are traded on a U.S. exchange and local shares of non-U.S. issuers.Things to note about Transamerica Capital performance evaluation
Checking the ongoing alerts about Transamerica Capital for important developments is a great way to find new opportunities for your next move. Mutual Fund alerts and notifications screener for Transamerica Capital help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Transamerica Capital generated a negative expected return over the last 90 days | |
| The fund generated three year return of -14.0% | |
| Transamerica Capital retains 99.09% of its assets under management (AUM) in equities |
- Analyzing Transamerica Capital's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Transamerica Capital's stock is overvalued or undervalued compared to its peers.
- Examining Transamerica Capital's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Transamerica Capital's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Transamerica Capital's management team can help you assess the Mutual Fund's leadership.
- Pay attention to analyst opinions and ratings of Transamerica Capital's mutual fund. These opinions can provide insight into Transamerica Capital's potential for growth and whether the stock is currently undervalued or overvalued.
Check out Risk vs Return Analysis to better understand how to build diversified portfolios, which includes a position in Transamerica Capital Growth. Also, note that the market value of any mutual fund could be tightly coupled with the direction of predictive economic indicators such as signals in bureau of economic analysis. You can also try the Portfolio Suggestion module to get suggestions outside of your existing asset allocation including your own model portfolios.