Twin Oak Active Etf Market Value
| TSPX Etf | 26.37 0.02 0.08% |
| Symbol | Twin |
The market value of Twin Oak Active is measured differently than its book value, which is the value of Twin that is recorded on the company's balance sheet. Investors also form their own opinion of Twin Oak's value that differs from its market value or its book value, called intrinsic value, which is Twin Oak's 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 Twin Oak's market value can be influenced by many factors that don't directly affect Twin Oak's 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 Twin Oak's value and its price as these two are different measures arrived at by different means. Investors typically determine if Twin Oak is a good investment by looking at such factors as earnings, sales, fundamental and technical indicators, competition as well as analyst projections. However, Twin Oak'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.
Twin Oak '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 Twin Oak'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 Twin Oak.
| 04/24/2025 |
| 07/23/2025 |
If you would invest 0.00 in Twin Oak on April 24, 2025 and sell it all today you would earn a total of 0.00 from holding Twin Oak Active or generate 0.0% return on investment in Twin Oak over 90 days. Twin Oak is related to or competes with Vanguard Total, SPDR SP, IShares Core, Vanguard Total, Vanguard Value, Vanguard Growth, and Vanguard Mid. Twin Oak is entity of United States. It is traded as Etf on US exchange. More
Twin Oak 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 Twin Oak'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 Twin Oak Active upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.5383 | |||
| Information Ratio | 0.0461 | |||
| Maximum Drawdown | 3.38 | |||
| Value At Risk | (0.57) | |||
| Potential Upside | 1.28 |
Twin Oak Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Twin Oak's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Twin Oak's standard deviation. In reality, there are many statistical measures that can use Twin Oak historical prices to predict the future Twin Oak's volatility.| Risk Adjusted Performance | 0.3061 | |||
| Jensen Alpha | 0.0965 | |||
| Total Risk Alpha | 0.0845 | |||
| Sortino Ratio | 0.0511 | |||
| Treynor Ratio | 0.3318 |
Twin Oak Active Backtested Returns
At this stage we consider Twin Etf to be very steady. Twin Oak Active owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.33, which indicates the etf had a 0.33 % return per unit of risk over the last 3 months. We have found twenty-nine technical indicators for Twin Oak Active, which you can use to evaluate the volatility of the etf. Please validate Twin Oak's Downside Deviation of 0.5383, risk adjusted performance of 0.3061, and Standard Deviation of 0.5968 to confirm if the risk estimate we provide is consistent with the expected return of 0.17%. The entity has a beta of 0.59, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Twin Oak's returns are expected to increase less than the market. However, during the bear market, the loss of holding Twin Oak is expected to be smaller as well.
Auto-correlation | 0.92 |
Excellent predictability
Twin Oak Active has excellent predictability. Overlapping area represents the amount of predictability between Twin Oak time series from 24th of April 2025 to 8th of June 2025 and 8th of June 2025 to 23rd 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 Twin Oak Active price movement. The serial correlation of 0.92 indicates that approximately 92.0% of current Twin Oak price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.92 | |
| Spearman Rank Test | 0.83 | |
| Residual Average | 0.0 | |
| Price Variance | 0.15 |
Twin Oak Active lagged returns against current returns
Autocorrelation, which is Twin Oak 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 Twin Oak's etf expected returns. We can calculate the autocorrelation of Twin Oak returns to help us make a trade decision. For example, suppose you find that Twin Oak 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 |
Twin Oak 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 Twin Oak etf is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Twin Oak etf is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Twin Oak etf over time.
Current vs Lagged Prices |
| Timeline |
Twin Oak Lagged Returns
When evaluating Twin Oak's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Twin Oak etf have on its future price. Twin Oak 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, Twin Oak autocorrelation shows the relationship between Twin Oak etf current value and its past values and can show if there is a momentum factor associated with investing in Twin Oak Active.
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.When determining whether Twin Oak Active offers a strong return on investment in its stock, a comprehensive analysis is essential. The process typically begins with a thorough review of Twin Oak's financial statements, including income statements, balance sheets, and cash flow statements, to assess its financial health. Key financial ratios are used to gauge profitability, efficiency, and growth potential of Twin Oak Active Etf. Outlined below are crucial reports that will aid in making a well-informed decision on Twin Oak Active Etf:Check out Twin Oak Correlation, Twin Oak Volatility and Twin Oak Alpha and Beta module to complement your research on Twin Oak. You can also try the Equity Search module to search for actively traded equities including funds and ETFs from over 30 global markets.
Twin Oak 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.