Touchstone Sands Capital Fund Alpha and Beta Analysis
| CFSIX Fund | USD 18.33 0.07 0.38% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Touchstone Sands Capital. It also helps investors analyze the systematic and unsystematic risks associated with investing in Touchstone Sands over a specified time horizon. Remember, high Touchstone Sands' alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Touchstone Sands' market risk premium analysis include:
Beta 1 | Alpha 0.0589 | Risk 1.23 | Sharpe Ratio 0.16 | Expected Return 0.2 |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
Touchstone |
Touchstone Sands Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Touchstone Sands market risk premium is the additional return an investor will receive from holding Touchstone Sands long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Touchstone Sands. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Touchstone Sands' performance over market.| α | 0.06 | β | 1.00 |
Touchstone Sands expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Touchstone Sands' Buy-and-hold return. Our buy-and-hold chart shows how Touchstone Sands performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Touchstone Sands Market Price Analysis
Market price analysis indicators help investors to evaluate how Touchstone Sands mutual fund reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Touchstone Sands shares will generate the highest return on investment. By understating and applying Touchstone Sands mutual fund market price indicators, traders can identify Touchstone Sands position entry and exit signals to maximize returns.
Touchstone Sands Return and Market Media
The median price of Touchstone Sands for the period between Sun, Aug 25, 2024 and Sat, Nov 23, 2024 is 16.63 with a coefficient of variation of 4.39. The daily time series for the period is distributed with a sample standard deviation of 0.73, arithmetic mean of 16.7, and mean deviation of 0.58. The Fund did not receive any noticable media coverage during the period. Price Growth (%) |
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About Touchstone Sands Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Touchstone or other funds. Alpha measures the amount that position in Touchstone Sands Capital has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Touchstone Sands in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Touchstone Sands' short interest history, or implied volatility extrapolated from Touchstone Sands options trading.
Build Portfolio with Touchstone Sands
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Other Information on Investing in Touchstone Mutual Fund
Touchstone Sands 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 Sands security.
| Portfolio Holdings Check your current holdings and cash postion to detemine if your portfolio needs rebalancing | |
| Price Exposure Probability Analyze equity upside and downside potential for a given time horizon across multiple markets | |
| Portfolio Rebalancing Analyze risk-adjusted returns against different time horizons to find asset-allocation targets | |
| Equity Valuation Check real value of public entities based on technical and fundamental data |