Touchstone Focused Fund Market Value
| TFOAX Fund | USD 79.36 0.16 0.20% |
| Symbol | Touchstone |
Touchstone Focused '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 Focused'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 Focused.
| 04/27/2025 |
| 07/26/2025 |
If you would invest 0.00 in Touchstone Focused on April 27, 2025 and sell it all today you would earn a total of 0.00 from holding Touchstone Focused Fund or generate 0.0% return on investment in Touchstone Focused over 90 days. Touchstone Focused is related to or competes with Transamerica Large, Vest Large, Jpmorgan Large, Neiman Large, Qs Us, Large Cap, and American Mutual. The fund invests, under normal market conditions, at least 80 percent of its assets in equity securities More
Touchstone Focused 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 Focused'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 Focused Fund upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8018 | |||
| Information Ratio | 0.0565 | |||
| Maximum Drawdown | 5.08 | |||
| Value At Risk | (0.98) | |||
| Potential Upside | 2.09 |
Touchstone Focused Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Touchstone Focused's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Touchstone Focused's standard deviation. In reality, there are many statistical measures that can use Touchstone Focused historical prices to predict the future Touchstone Focused's volatility.| Risk Adjusted Performance | 0.2709 | |||
| Jensen Alpha | 0.3368 | |||
| Total Risk Alpha | 0.0307 | |||
| Sortino Ratio | 0.0638 | |||
| Treynor Ratio | (1.25) |
Touchstone Focused Backtested Returns
Touchstone Focused appears to be very steady, given 3 months investment horizon. Touchstone Focused owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.31, which indicates the fund had a 0.31 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Touchstone Focused Fund, which you can use to evaluate the volatility of the fund. Please review Touchstone Focused's Risk Adjusted Performance of 0.2709, coefficient of variation of 308.03, and Semi Deviation of 0.1963 to confirm if our risk estimates are consistent with your expectations. The entity has a beta of -0.23, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Touchstone Focused are expected to decrease at a much lower rate. During the bear market, Touchstone Focused is likely to outperform the market.
Auto-correlation | 0.90 |
Excellent predictability
Touchstone Focused Fund has excellent predictability. Overlapping area represents the amount of predictability between Touchstone Focused time series from 27th of April 2025 to 11th of June 2025 and 11th of June 2025 to 26th of July 2025. 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 Focused price movement. The serial correlation of 0.9 indicates that approximately 90.0% of current Touchstone Focused price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.9 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 2.47 |
Touchstone Focused lagged returns against current returns
Autocorrelation, which is Touchstone Focused mutual fund'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 Focused's mutual fund expected returns. We can calculate the autocorrelation of Touchstone Focused returns to help us make a trade decision. For example, suppose you find that Touchstone Focused has exhibited high autocorrelation historically, and you observe that the mutual fund 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 Focused 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 Focused mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Touchstone Focused mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Touchstone Focused mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Touchstone Focused Lagged Returns
When evaluating Touchstone Focused's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Touchstone Focused mutual fund have on its future price. Touchstone Focused 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 Focused autocorrelation shows the relationship between Touchstone Focused mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Touchstone Focused Fund.
Regressed Prices |
| Timeline |
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 Focused 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 Focused security.
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