Touchstone International Equity Fund Market Value
| TOIIX Fund | USD 22.61 0.08 0.35% |
| Symbol | Touchstone |
Touchstone International '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 Touchstone International'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 Touchstone International.
| 11/29/2025 |
| 02/27/2026 |
If you would invest 0.00 in Touchstone International on November 29, 2025 and sell it all today you would earn a total of 0.00 from holding Touchstone International Equity or generate 0.0% return on investment in Touchstone International over 90 days. Touchstone International is related to or competes with Touchstone Small, Touchstone Sands, Mid Cap, Mid Cap, Mid Cap, Sentinel Small, and Touchstone Sustainability. The fund normally invests at least 80 percent of its assets in value securities More
Touchstone International 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 Touchstone International'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 Touchstone International Equity upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5817 | |||
| Information Ratio | 0.3598 | |||
| Maximum Drawdown | 6.58 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 1.52 |
Touchstone International Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Touchstone International's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Touchstone International's standard deviation. In reality, there are many statistical measures that can use Touchstone International historical prices to predict the future Touchstone International's volatility.| Risk Adjusted Performance | 0.3519 | |||
| Jensen Alpha | 0.3544 | |||
| Total Risk Alpha | 0.315 | |||
| Sortino Ratio | 0.5693 | |||
| Treynor Ratio | 0.5791 |
Touchstone International February 27, 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 | 0.3519 | |||
| Market Risk Adjusted Performance | 0.5891 | |||
| Mean Deviation | 0.6178 | |||
| Downside Deviation | 0.5817 | |||
| Coefficient Of Variation | 218.58 | |||
| Standard Deviation | 0.9204 | |||
| Variance | 0.8472 | |||
| Information Ratio | 0.3598 | |||
| Jensen Alpha | 0.3544 | |||
| Total Risk Alpha | 0.315 | |||
| Sortino Ratio | 0.5693 | |||
| Treynor Ratio | 0.5791 | |||
| Maximum Drawdown | 6.58 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 1.52 | |||
| Downside Variance | 0.3384 | |||
| Semi Variance | (0.23) | |||
| Expected Short fall | (0.82) | |||
| Skewness | 2.07 | |||
| Kurtosis | 9.83 |
Touchstone International Backtested Returns
Touchstone International appears to be very steady, given 3 months investment horizon. Touchstone International owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.44, which indicates the fund had a 0.44 % return per unit of risk over the last 3 months. We have found twenty-six technical indicators for Touchstone International Equity, which you can use to evaluate the volatility of the fund. Please review Touchstone International's Risk Adjusted Performance of 0.3519, standard deviation of 0.9204, and Downside Deviation of 0.5817 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of 0.71, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Touchstone International's returns are expected to increase less than the market. However, during the bear market, the loss of holding Touchstone International is expected to be smaller as well.
Auto-correlation | 0.96 |
Excellent predictability
Touchstone International Equity has excellent predictability. Overlapping area represents the amount of predictability between Touchstone International time series from 29th of November 2025 to 13th of January 2026 and 13th of January 2026 to 27th 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 Touchstone International price movement. The serial correlation of 0.96 indicates that 96.0% of current Touchstone International price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.96 | |
| Spearman Rank Test | 0.97 | |
| Residual Average | 0.0 | |
| Price Variance | 0.5 |
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 Touchstone Mutual Fund
Touchstone International financial ratios help investors to determine whether Touchstone 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 Touchstone with respect to the benefits of owning Touchstone International security.
| Positions Ratings Determine portfolio positions ratings based on digital equity recommendations. Macroaxis instant position ratings are based on combination of fundamental analysis and risk-adjusted market performance | |
| Bollinger Bands Use Bollinger Bands indicator to analyze target price for a given investing horizon | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Portfolio Volatility Check portfolio volatility and analyze historical return density to properly model market risk |