Two Roads Shared Etf Key Fundamental Indicators
| LSAT Etf | USD 40.18 0.40 1.01% |
As of the 16th of February 2026, Two Roads has the Risk Adjusted Performance of 0.0383, semi deviation of 0.6852, and Coefficient Of Variation of 2123.2. In relation to fundamental indicators, the technical analysis model makes it possible for you to check existing technical drivers of Two Roads Shared, as well as the relationship between them.
Analyzing historical trends in various income statement and balance sheet accounts from Two Roads' financial statements helps investors evaluate the company's valuation, profitability, and current liquidity needs. Key fundamental drivers impacting Two Roads' valuation are summarized below:Two Roads Shared does not presently have any fundamental trend indicators for analysis. This module does not cover all equities due to inconsistencies in global equity categorizations. Continue to Equity Screeners to view more equity screening tools. The market value of Two Roads Shared is measured differently than its book value, which is the value of Two that is recorded on the company's balance sheet. Investors also form their own opinion of Two Roads' value that differs from its market value or its book value, called intrinsic value, which is Two Roads' true underlying value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Because Two Roads' market value can be influenced by many factors that don't directly affect Two Roads' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that Two Roads' value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Two Roads represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, Two Roads' quoted price indicates the marketplace figure where supply meets demand through bilateral consent.
Two Roads '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 Two Roads' etf 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 Two Roads.
| 11/18/2025 |
| 02/16/2026 |
If you would invest 0.00 in Two Roads on November 18, 2025 and sell it all today you would earn a total of 0.00 from holding Two Roads Shared or generate 0.0% return on investment in Two Roads over 90 days. Two Roads is related to or competes with VanEck Steel, First Trust, Franklin Income, Intech SP, IShares International, Brookstone Dividend, and Hoya Capital. The fund will typically be invested in a diversified portfolio of equity securities, or investments that are economicall... More
Two Roads 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 Two Roads' etf 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 Two Roads Shared upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.7468 | |||
| Information Ratio | (0.04) | |||
| Maximum Drawdown | 4.03 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.61 |
Two Roads Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Two Roads' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Two Roads' standard deviation. In reality, there are many statistical measures that can use Two Roads historical prices to predict the future Two Roads' volatility.| Risk Adjusted Performance | 0.0383 | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0419 |
Two Roads February 16, 2026 Technical Indicators
| Cycle Indicators | ||
| Math Operators | ||
| Math Transform | ||
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| Overlap Studies | ||
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| Price Transform | ||
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| Volume Indicators |
| Risk Adjusted Performance | 0.0383 | |||
| Market Risk Adjusted Performance | 0.0519 | |||
| Mean Deviation | 0.632 | |||
| Semi Deviation | 0.6852 | |||
| Downside Deviation | 0.7468 | |||
| Coefficient Of Variation | 2123.2 | |||
| Standard Deviation | 0.8342 | |||
| Variance | 0.6959 | |||
| Information Ratio | (0.04) | |||
| Jensen Alpha | (0.01) | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | (0.04) | |||
| Treynor Ratio | 0.0419 | |||
| Maximum Drawdown | 4.03 | |||
| Value At Risk | (1.22) | |||
| Potential Upside | 1.61 | |||
| Downside Variance | 0.5577 | |||
| Semi Variance | 0.4695 | |||
| Expected Short fall | (0.71) | |||
| Skewness | 0.4829 | |||
| Kurtosis | 0.5731 |
Two Roads Shared Backtested Returns
Currently, Two Roads Shared is very steady. Two Roads Shared owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0798, which indicates the etf had a 0.0798 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Two Roads Shared, which you can use to evaluate the volatility of the etf. Please validate Two Roads' Coefficient Of Variation of 2123.2, risk adjusted performance of 0.0383, and Semi Deviation of 0.6852 to confirm if the risk estimate we provide is consistent with the expected return of 0.0667%. The entity has a beta of 0.7, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Two Roads' returns are expected to increase less than the market. However, during the bear market, the loss of holding Two Roads is expected to be smaller as well.
Auto-correlation | -0.11 |
Insignificant reverse predictability
Two Roads Shared has insignificant reverse predictability. Overlapping area represents the amount of predictability between Two Roads time series from 18th of November 2025 to 2nd of January 2026 and 2nd of January 2026 to 16th 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 Two Roads Shared price movement. The serial correlation of -0.11 indicates that less than 11.0% of current Two Roads price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.11 | |
| Spearman Rank Test | 0.12 | |
| Residual Average | 0.0 | |
| Price Variance | 0.25 |
In a nutshell, Beta is a measure of individual stock risk relative to the overall volatility of the stock market. and is calculated based on very sound finance theory - Capital Assets Pricing Model (CAPM).However, since Beta is calculated based on historical price movements it may not predict how a firm's stock is going to perform in the future.
| Competition |
In accordance with the recently published financial statements, Two Roads Shared has a Beta of 0.79. This is much higher than that of the LeaderShares family and significantly higher than that of the Mid-Cap Value category. The beta for all United States etfs is notably lower than that of the firm.
Two Beta Peer Comparison
Stock peer comparison is one of the most widely used and accepted methods of equity analyses. It analyses Two Roads' direct or indirect competition against its Beta to detect undervalued stocks with similar characteristics or determine the etfs which would be a good addition to a portfolio. Peer analysis of Two Roads could also be used in its relative valuation, which is a method of valuing Two Roads by comparing valuation metrics of similar companies.Two Roads is currently under evaluation in beta as compared to similar ETFs.
Two Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining Two Roads's current stock value. Our valuation model uses many indicators to compare Two Roads value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across Two Roads competition to find correlations between indicators driving Two Roads's intrinsic value. More Info.Two Roads Shared is considered the top ETF in beta as compared to similar ETFs. It also is considered the top ETF in one year return as compared to similar ETFs reporting about 0.89 of One Year Return per Beta. The ratio of Beta to One Year Return for Two Roads Shared is roughly 1.13 . Comparative valuation analysis is a catch-all technique that is used if you cannot value Two Roads by discounting back its dividends or cash flows. It compares the stock's price multiples to nearest competition to determine if the stock is relatively undervalued or overvalued.As returns on the market increase, Two Roads' returns are expected to increase less than the market. However, during the bear market, the loss of holding Two Roads is expected to be smaller as well.
Two Fundamentals
| Beta | 0.79 | |||
| Total Asset | 158.49 M | |||
| One Year Return | 0.70 % | |||
| Three Year Return | 7.50 % | |||
| Five Year Return | 7.20 % | |||
| Net Asset | 158.49 M |
About Two Roads Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze Two Roads Shared's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of Two Roads using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of Two Roads Shared based on its fundamental data. In general, a quantitative approach, as applied to this etf, focuses on analyzing financial statements comparatively, whereas a qaualitative method uses data that is important to a company's growth but cannot be measured and presented in a numerical way.
Please read more on our fundamental analysis page.The fund will typically be invested in a diversified portfolio of equity securities, or investments that are economically tied to equity securities such as equity options, of companies with market capitalizations of at least 1 billion at the time of initial purchase. Leadershares Alphafactor is traded on NYSEARCA Exchange in the United States.
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Check out You can also try the Piotroski F Score module to get Piotroski F Score based on the binary analysis strategy of nine different fundamentals.
The market value of Two Roads Shared is measured differently than its book value, which is the value of Two that is recorded on the company's balance sheet. Investors also form their own opinion of Two Roads' value that differs from its market value or its book value, called intrinsic value, which is Two Roads' true underlying value. Analysts utilize numerous techniques to assess fundamental value, seeking to purchase shares when trading prices fall beneath estimated intrinsic worth. Because Two Roads' market value can be influenced by many factors that don't directly affect Two Roads' underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Understanding that Two Roads' value differs from its trading price is crucial, as each reflects different aspects of the company. Evaluating whether Two Roads represents a sound investment requires analyzing earnings trends, revenue growth, technical signals, industry dynamics, and expert forecasts. Meanwhile, Two Roads' quoted price indicates the marketplace figure where supply meets demand through bilateral consent.