Timessquare Quality Mid Etf Market Value
| TSCM Etf | 19.94 0.19 0.94% |
| Symbol | TimesSquare |
The market value of TimesSquare Quality Mid is measured differently than its book value, which is the value of TimesSquare that is recorded on the company's balance sheet. Investors also form their own opinion of TimesSquare Quality's value that differs from its market value or its book value, called intrinsic value, which is TimesSquare Quality's true underlying value. Investors use various methods to calculate intrinsic value and buy a stock when its market value falls below its intrinsic value. Because TimesSquare Quality's market value can be influenced by many factors that don't directly affect TimesSquare Quality's underlying business (such as a pandemic or basic market pessimism), market value can vary widely from intrinsic value.
Please note, there is a significant difference between TimesSquare Quality's value and its price as these two are different measures arrived at by different means. Investors typically determine if TimesSquare Quality is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, TimesSquare Quality's price is the amount at which it trades on the open market and represents the number that a seller and buyer find agreeable to each party.
TimesSquare Quality '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 TimesSquare Quality's 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 TimesSquare Quality.
| 10/17/2025 |
| 01/15/2026 |
If you would invest 0.00 in TimesSquare Quality on October 17, 2025 and sell it all today you would earn a total of 0.00 from holding TimesSquare Quality Mid or generate 0.0% return on investment in TimesSquare Quality over 90 days. TimesSquare Quality is related to or competes with JPMorgan Fundamental, Vanguard Mid, SPDR SP, SPDR SP, Direxion Daily, DBX ETF, and Harbor ETF. TimesSquare Quality is entity of United States More
TimesSquare Quality 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 TimesSquare Quality's 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 TimesSquare Quality Mid upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 2.49 | |||
| Value At Risk | (0.94) | |||
| Potential Upside | 1.6 |
TimesSquare Quality Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TimesSquare Quality's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TimesSquare Quality's standard deviation. In reality, there are many statistical measures that can use TimesSquare Quality historical prices to predict the future TimesSquare Quality's volatility.| Risk Adjusted Performance | 0.0012 | |||
| Jensen Alpha | (0.03) | |||
| Total Risk Alpha | (0.15) | |||
| Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of TimesSquare Quality'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.
TimesSquare Quality Mid Backtested Returns
TimesSquare Quality Mid owns Efficiency Ratio (i.e., Sharpe Ratio) of close to zero, which indicates the etf had a close to zero % return per unit of risk over the last 3 months. TimesSquare Quality Mid exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate TimesSquare Quality's Risk Adjusted Performance of 0.0012, coefficient of variation of (85,993), and Variance of 0.7801 to confirm the risk estimate we provide. The entity has a beta of 0.13, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TimesSquare Quality's returns are expected to increase less than the market. However, during the bear market, the loss of holding TimesSquare Quality is expected to be smaller as well.
Auto-correlation | 0.00 |
No correlation between past and present
TimesSquare Quality Mid has no correlation between past and present. Overlapping area represents the amount of predictability between TimesSquare Quality time series from 17th of October 2025 to 1st of December 2025 and 1st of December 2025 to 15th 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 TimesSquare Quality Mid price movement. The serial correlation of 0.0 indicates that just 0.0% of current TimesSquare Quality price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.0 | |
| Spearman Rank Test | 0.0 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
TimesSquare Quality Mid lagged returns against current returns
Autocorrelation, which is TimesSquare Quality etf's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting TimesSquare Quality's etf expected returns. We can calculate the autocorrelation of TimesSquare Quality returns to help us make a trade decision. For example, suppose you find that TimesSquare Quality has exhibited high autocorrelation historically, and you observe that the etf is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
TimesSquare Quality regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If TimesSquare Quality etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if TimesSquare Quality etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in TimesSquare Quality etf over time.
Current vs Lagged Prices |
| Timeline |
TimesSquare Quality Lagged Returns
When evaluating TimesSquare Quality's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of TimesSquare Quality etf have on its future price. TimesSquare Quality autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, TimesSquare Quality autocorrelation shows the relationship between TimesSquare Quality etf current value and its past values and can show if there is a momentum factor associated with investing in TimesSquare Quality Mid.
Regressed Prices |
| Timeline |
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TimesSquare Quality technical etf analysis exercises models and trading practices based on price and volume transformations, such as the moving averages, relative strength index, regressions, price and return correlations, business cycles, etf market cycles, or different charting patterns.