Td One Click Conservative Etf Beta
| TOCC Etf | CAD 16.96 0.06 0.36% |
As of the 27th of January, TD One owns the Downside Deviation of 0.4132, risk adjusted performance of 0.0476, and Mean Deviation of 0.2658. In connection with fundamental indicators, the technical analysis model makes it possible for you to check timely technical drivers of TD One Click, as well as the relationship between them.
TD One's financial statements offer valuable quarterly and annual insights to potential investors, highlighting the company's current and historical financial position, overall management performance, and changes in financial standing over time. Key fundamentals influencing TD One's valuation are provided below:TD One Click Conservative does not at this moment have any fundamental measures 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. TOCC |
TD One '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 TD One'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 TD One.
| 10/29/2025 |
| 01/27/2026 |
If you would invest 0.00 in TD One on October 29, 2025 and sell it all today you would earn a total of 0.00 from holding TD One Click Conservative or generate 0.0% return on investment in TD One over 90 days. TD One is related to or competes with Global X. TD ONE is traded on Toronto Stock Exchange in Canada. More
TD One 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 TD One'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 TD One Click Conservative upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4132 | |||
| Information Ratio | (0.15) | |||
| Maximum Drawdown | 1.44 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 0.6024 |
TD One Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for TD One's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as TD One's standard deviation. In reality, there are many statistical measures that can use TD One historical prices to predict the future TD One's volatility.| Risk Adjusted Performance | 0.0476 | |||
| Jensen Alpha | 9.0E-4 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.0749 |
TD One January 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 | 0.0476 | |||
| Market Risk Adjusted Performance | 0.0849 | |||
| Mean Deviation | 0.2658 | |||
| Semi Deviation | 0.3339 | |||
| Downside Deviation | 0.4132 | |||
| Coefficient Of Variation | 1247.9 | |||
| Standard Deviation | 0.3461 | |||
| Variance | 0.1198 | |||
| Information Ratio | (0.15) | |||
| Jensen Alpha | 9.0E-4 | |||
| Total Risk Alpha | (0.02) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.0749 | |||
| Maximum Drawdown | 1.44 | |||
| Value At Risk | (0.71) | |||
| Potential Upside | 0.6024 | |||
| Downside Variance | 0.1707 | |||
| Semi Variance | 0.1115 | |||
| Expected Short fall | (0.26) | |||
| Skewness | (0.39) | |||
| Kurtosis | (0.02) |
TD One Click Backtested Returns
As of now, TOCC Etf is very steady. TD One Click retains Efficiency (Sharpe Ratio) of 0.0826, which indicates the etf had a 0.0826 % return per unit of price deviation over the last 3 months. We have found twenty-nine technical indicators for TD One, which you can use to evaluate the volatility of the etf. Please validate TD One's Mean Deviation of 0.2658, risk adjusted performance of 0.0476, and Downside Deviation of 0.4132 to confirm if the risk estimate we provide is consistent with the expected return of 0.028%. The entity owns a Beta (Systematic Risk) of 0.24, which indicates not very significant fluctuations relative to the market. As returns on the market increase, TD One's returns are expected to increase less than the market. However, during the bear market, the loss of holding TD One is expected to be smaller as well.
Auto-correlation | 0.08 |
Virtually no predictability
TD One Click Conservative has virtually no predictability. Overlapping area represents the amount of predictability between TD One time series from 29th of October 2025 to 13th of December 2025 and 13th of December 2025 to 27th 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 TD One Click price movement. The serial correlation of 0.08 indicates that barely 8.0% of current TD One price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.08 | |
| Spearman Rank Test | 0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
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, TD One Click Conservative has a Beta of 0.0. This indicator is about the same for the TD Asset Management Inc average (which is currently at 0.0) family and about the same as Global Fixed Income Balanced (which currently averages 0.0) category. This indicator is about the same for all Canada etfs average (which is currently at 0.0).
TOCC Financial Ratios Relationships
Comparative valuation techniques use various fundamental indicators to help in determining TD One's current stock value. Our valuation model uses many indicators to compare TD One value to that of its competitors to determine the firm's financial worth. You can analyze the relationship between different fundamental ratios across TD One competition to find correlations between indicators driving TD One's intrinsic value. More Info.TD One Click Conservative is presently regarded as number one ETF in one year return as compared to similar ETFs. It also is presently regarded as number one ETF in three year return as compared to similar ETFs reporting about 0.84 of Three Year Return per One Year Return. The ratio of One Year Return to Three Year Return for TD One Click Conservative is roughly 1.19 . Comparative valuation analysis is a catch-all model that can be used if you cannot value TD One by discounting back its dividends or cash flows. This model doesn't attempt to find an intrinsic value for TD One's Etf. Still, instead, it compares the stock's price multiples to a benchmark or nearest competition to determine if the stock is relatively undervalued or overvalued.Fund Asset Allocation for TD One
The fund invests 34.7% of asset under management in tradable equity instruments, with the rest of investments concentrated in bonds (45.38%) and various exotic instruments.Asset allocation divides TD One's investment portfolio among different asset categories to balance risk and reward by investing in a diversified mix of instruments that align with the investor's goals, risk tolerance, and time horizon. Mutual funds, which pool money from multiple investors to buy a diversified portfolio of securities, use asset allocation strategies to manage the risk and return of their portfolios.
Mutual funds allocate their assets by investing in a diversified portfolio of securities, such as stocks, bonds, cryptocurrencies and cash. The specific mix of these securities is determined by the fund's investment objective and strategy. For example, a stock mutual fund may invest primarily in equities, while a bond mutual fund may invest mainly in fixed-income securities. The fund's manager, responsible for making investment decisions, will buy and sell securities in the fund's portfolio as market conditions and the fund's objectives change.
TOCC Fundamentals
| Total Asset | 5.36 M | |||
| One Year Return | 11.80 % | |||
| Three Year Return | 9.90 % | |||
| Five Year Return | 4.90 % | |||
| Net Asset | 5.36 M | |||
| Equity Positions Weight | 34.70 % | |||
| Bond Positions Weight | 45.38 % |
About TD One Fundamental Analysis
The Macroaxis Fundamental Analysis modules help investors analyze TD One Click Conservative's financials across various querterly and yearly statements, indicators and fundamental ratios. We help investors to determine the real value of TD One using virtually all public information available. We use both quantitative as well as qualitative analysis to arrive at the intrinsic value of TD One Click Conservative 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.
Other Information on Investing in TOCC Etf
TD One financial ratios help investors to determine whether TOCC Etf 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 TOCC with respect to the benefits of owning TD One security.