Touchstone Sands Capital Etf Market Value
| TSEL Etf | 28.46 0.11 0.39% |
| Symbol | Touchstone |
The market value of Touchstone Sands Capital is measured differently than its book value, which is the value of Touchstone that is recorded on the company's balance sheet. Investors also form their own opinion of Touchstone Sands' value that differs from its market value or its book value, called intrinsic value, which is Touchstone Sands' 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 Touchstone Sands' market value can be influenced by many factors that don't directly affect Touchstone Sands' 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 Touchstone Sands' value and its price as these two are different measures arrived at by different means. Investors typically determine if Touchstone Sands is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Touchstone Sands' 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.
Touchstone Sands '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 Sands' 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 Touchstone Sands.
| 12/11/2025 |
| 01/10/2026 |
If you would invest 0.00 in Touchstone Sands on December 11, 2025 and sell it all today you would earn a total of 0.00 from holding Touchstone Sands Capital or generate 0.0% return on investment in Touchstone Sands over 30 days. Touchstone Sands is related to or competes with Putnam Focused, AOT Growth, RiverFront Dynamic, TCW Artificial, Amplify Lithium, AdvisorShares Dorsey, and ProShares Online. Touchstone Sands is entity of United States More
Touchstone Sands 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 Sands' 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 Touchstone Sands Capital upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.12) | |||
| Maximum Drawdown | 5.25 | |||
| Value At Risk | (2.68) | |||
| Potential Upside | 1.87 |
Touchstone Sands Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Touchstone Sands' investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Touchstone Sands' standard deviation. In reality, there are many statistical measures that can use Touchstone Sands historical prices to predict the future Touchstone Sands' volatility.| Risk Adjusted Performance | (0.03) | |||
| Jensen Alpha | (0.16) | |||
| Total Risk Alpha | (0.23) | |||
| 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 Touchstone Sands' 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.
Touchstone Sands Capital Backtested Returns
Touchstone Sands Capital owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0513, which indicates the etf had a -0.0513 % return per unit of risk over the last 3 months. Touchstone Sands Capital exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Touchstone Sands' Coefficient Of Variation of (1,985), risk adjusted performance of (0.03), and Variance of 1.81 to confirm the risk estimate we provide. The entity has a beta of 1.02, which indicates a somewhat significant risk relative to the market. Touchstone Sands returns are very sensitive to returns on the market. As the market goes up or down, Touchstone Sands is expected to follow.
Auto-correlation | 0.67 |
Good predictability
Touchstone Sands Capital has good predictability. Overlapping area represents the amount of predictability between Touchstone Sands time series from 11th of December 2025 to 26th of December 2025 and 26th of December 2025 to 10th 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 Touchstone Sands Capital price movement. The serial correlation of 0.67 indicates that around 67.0% of current Touchstone Sands price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.67 | |
| Spearman Rank Test | 0.2 | |
| Residual Average | 0.0 | |
| Price Variance | 0.07 |
Touchstone Sands Capital lagged returns against current returns
Autocorrelation, which is Touchstone Sands 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 Touchstone Sands' etf expected returns. We can calculate the autocorrelation of Touchstone Sands returns to help us make a trade decision. For example, suppose you find that Touchstone Sands 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 |
Touchstone Sands 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 Touchstone Sands etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Touchstone Sands etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Touchstone Sands etf over time.
Current vs Lagged Prices |
| Timeline |
Touchstone Sands Lagged Returns
When evaluating Touchstone Sands' market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Touchstone Sands etf have on its future price. Touchstone Sands 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, Touchstone Sands autocorrelation shows the relationship between Touchstone Sands etf current value and its past values and can show if there is a momentum factor associated with investing in Touchstone Sands Capital.
Regressed Prices |
| Timeline |
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Touchstone Sands 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.