Touchstone Value Fund Market Value

TVLAX Fund  USD 11.73  0.25  2.18%   
Touchstone Value's market value is the price at which a share of Touchstone Value trades on a public exchange. It measures the collective expectations of Touchstone Value Fund investors about its performance. Touchstone Value is trading at 11.73 as of the 15th of March 2025; that is 2.18% up since the beginning of the trading day. The fund's open price was 11.48.
With this module, you can estimate the performance of a buy and hold strategy of Touchstone Value Fund and determine expected loss or profit from investing in Touchstone Value over a given investment horizon. Check out Touchstone Value Correlation, Touchstone Value Volatility and Touchstone Value Alpha and Beta module to complement your research on Touchstone Value.
Symbol

Please note, there is a significant difference between Touchstone Value's value and its price as these two are different measures arrived at by different means. Investors typically determine if Touchstone Value is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Touchstone Value'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.

Touchstone Value '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 Value'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 Value.
0.00
12/15/2024
No Change 0.00  0.0 
In 3 months and 1 day
03/15/2025
0.00
If you would invest  0.00  in Touchstone Value on December 15, 2024 and sell it all today you would earn a total of 0.00 from holding Touchstone Value Fund or generate 0.0% return on investment in Touchstone Value over 90 days. Touchstone Value is related to or competes with Seix Us, Aqr Long-short, Blackrock Global, Angel Oak, Jhancock Short, and Leader Short-term. The fund normally invests in equity securities of large- and mid-cap companies that the funds sub-advisor believes are u... More

Touchstone Value 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 Value'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 Value Fund upside and downside potential and time the market with a certain degree of confidence.

Touchstone Value Market Risk Indicators

Today, many novice investors tend to focus exclusively on investment returns with little concern for Touchstone Value's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Touchstone Value's standard deviation. In reality, there are many statistical measures that can use Touchstone Value historical prices to predict the future Touchstone Value's volatility.
Hype
Prediction
LowEstimatedHigh
10.8511.7312.61
Details
Intrinsic
Valuation
LowRealHigh
10.8911.7712.65
Details
Please note, it is not enough to conduct a financial or market analysis of a single entity such as Touchstone Value. Your research has to be compared to or analyzed against Touchstone Value's peers to derive any actionable benefits. When done correctly, Touchstone Value's competitive analysis will give you plenty of quantitative and qualitative data to validate your investment decisions or develop an entirely new strategy toward taking a position in Touchstone Value.

Touchstone Value Backtested Returns

Touchstone Value owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0636, which indicates the fund had a -0.0636 % return per unit of risk over the last 3 months. Touchstone Value Fund exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Touchstone Value's Coefficient Of Variation of (630.50), risk adjusted performance of (0.14), and Variance of 1.31 to confirm the risk estimate we provide. The entity has a beta of 0.78, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Touchstone Value's returns are expected to increase less than the market. However, during the bear market, the loss of holding Touchstone Value is expected to be smaller as well.

Auto-correlation

    
  -0.61  

Very good reverse predictability

Touchstone Value Fund has very good reverse predictability. Overlapping area represents the amount of predictability between Touchstone Value time series from 15th of December 2024 to 29th of January 2025 and 29th of January 2025 to 15th of March 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 Value price movement. The serial correlation of -0.61 indicates that roughly 61.0% of current Touchstone Value price fluctuation can be explain by its past prices.
Correlation Coefficient-0.61
Spearman Rank Test-0.45
Residual Average0.0
Price Variance0.03

Touchstone Value lagged returns against current returns

Autocorrelation, which is Touchstone Value 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 Value's mutual fund expected returns. We can calculate the autocorrelation of Touchstone Value returns to help us make a trade decision. For example, suppose you find that Touchstone Value 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 Value 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 Value mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Touchstone Value 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 Value mutual fund over time.
   Current vs Lagged Prices   
       Timeline  

Touchstone Value Lagged Returns

When evaluating Touchstone Value's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Touchstone Value mutual fund have on its future price. Touchstone Value 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 Value autocorrelation shows the relationship between Touchstone Value mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Touchstone Value 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 Value 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 Value security.
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