Timothy Plan Correlations

TPHE Etf

USD 26.62 0.38 1.45%

The current 90-days correlation between Timothy Plan and Timothy Plan is 0.91 (i.e., Almost no diversification). The correlation of Timothy Plan is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Timothy Plan Correlation With Market

Very poor diversification

The correlation between Timothy Plan and DJI is 0.83 (i.e., Very poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Timothy Plan and DJI in the same portfolio, assuming nothing else is changed.

Check out World Market Map to better understand how to build diversified portfolios, which includes a position in Timothy Plan . Also, note that the market value of any etf could be closely tied with the direction of predictive economic indicators such as signals in rate.

Moving together with Timothy Etf

0.97	VOE	Vanguard Mid Cap	Pair Corr
0.79	SDY	SPDR SP Dividend	Pair Corr
0.97	IWS	iShares Russell Mid	Pair Corr
0.94	COWZ	Pacer Cash Cows	Pair Corr
0.92	IJJ	iShares SP Mid	Pair Corr
0.95	DON	WisdomTree MidCap	Pair Corr
0.92	MDYV	SPDR SP 400	Pair Corr
0.9	PEY	Invesco High Yield	Pair Corr
0.98	ONEY	SPDR Russell 1000	Pair Corr
0.92	IVOV	Vanguard SP Mid	Pair Corr
0.71	NVDL	GraniteShares 15x Long	Pair Corr
0.71	NVDX	T Rex 2X	Pair Corr
0.63	CONL	GraniteShares ETF Trust Trending	Pair Corr
0.71	NVDU	Direxion Daily NVDA	Pair Corr
0.71	BITX	Volatility Shares Trust Trending	Pair Corr
0.79	CRPT	First Trust SkyBridge	Pair Corr
0.77	DAPP	VanEck Digital Trans	Pair Corr
0.71	USD	ProShares Ultra Semi	Pair Corr
0.76	WGMI	Valkyrie Bitcoin Miners	Pair Corr
0.93	SPY	SPDR SP 500	Pair Corr
0.94	PPA	Invesco Aerospace Defense	Pair Corr
0.79	BAC	Bank of America Fiscal Year End 10th of January 2025	Pair Corr
0.82	HPQ	HP Inc	Pair Corr
0.88	CAT	Caterpillar Fiscal Year End 3rd of February 2025	Pair Corr
0.81	WMT	Walmart Aggressive Push	Pair Corr
0.88	CSCO	Cisco Systems	Pair Corr
0.76	DIS	Walt Disney Aggressive Push	Pair Corr
0.71	T	ATT Inc Aggressive Push	Pair Corr
0.65	JPM	JPMorgan Chase Fiscal Year End 10th of January 2025	Pair Corr
0.86	HD	Home Depot	Pair Corr

Moving against Timothy Etf

0.73	BA	Boeing Fiscal Year End 29th of January 2025	Pair Corr
0.61	JNJ	Johnson Johnson Fiscal Year End 28th of January 2025	Pair Corr
0.56	KO	Coca Cola Aggressive Push	Pair Corr
0.51	PFE	Pfizer Inc Fiscal Year End 4th of February 2025	Pair Corr
0.4	PG	Procter Gamble	Pair Corr

Related Correlations Analysis

	TPLE	TPHD	TPLC	TPSC	TPIF
TPLE		0.98	1.0	0.9	-0.26	TPLE
TPHD	0.98		0.98	0.88	-0.28	TPHD
TPLC	1.0	0.98		0.9	-0.27	TPLC
TPSC	0.9	0.88	0.9		-0.46	TPSC
TPIF	-0.26	-0.28	-0.27	-0.46		TPIF
	TPLE	TPHD	TPLC	TPSC	TPIF

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Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

TPLC	+ 1.0	TPLE
TPHD	+ 0.98	TPLE
TPLC	+ 0.98	TPHD
TPSC	+ 0.9	TPLE
TPSC	+ 0.9	TPLC
TPSC	+ 0.88	TPHD

High negative correlations

TPIF	- 0.46	TPSC
TPIF	- 0.28	TPHD
TPIF	- 0.27	TPLC
TPIF	- 0.26	TPLE

Timothy Plan Constituents Risk-Adjusted Indicators

There is a big difference between Timothy Etf performing well and Timothy Plan ETF doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Timothy Plan's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
TPLE	0.57	0.01	0.00	0.10	0.56	(0.62)	1.16	(0.96)	3.91
TPHD	0.52	0.03	0.00	0.13	0.42	(0.60)	0.93	(0.86)	3.49
TPLC	0.57	0.01	0.00	0.10	0.57	(0.63)	1.19	(1.02)	3.87
TPSC	0.87	0.01	0.06	0.09	0.73	(1.04)	2.00	(1.31)	7.51
TPIF	0.60	(0.08)	0.00	(0.12)	0.00	0.00	1.57	(1.44)	3.37

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