Timothy Aggressive Growth Fund Market Value
| TCAGX Fund | USD 10.40 0.04 0.39% |
| Symbol | Timothy |
Timothy Aggressive '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 Timothy Aggressive'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 Timothy Aggressive.
| 11/01/2024 |
| 12/01/2024 |
If you would invest 0.00 in Timothy Aggressive on November 1, 2024 and sell it all today you would earn a total of 0.00 from holding Timothy Aggressive Growth or generate 0.0% return on investment in Timothy Aggressive over 30 days. Timothy Aggressive is related to or competes with Timothy Fixed, Timothy Fixed, Timothy Plan, Timothy Plan, Timothy Israel, Timothy Plan, and Timothy Plan. The fund invests at least 80 percent of its total assets in stocks of small and mid-cap companies More
Timothy Aggressive 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 Timothy Aggressive'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 Timothy Aggressive Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 1.21 | |||
| Information Ratio | 0.0186 | |||
| Maximum Drawdown | 5.24 | |||
| Value At Risk | (1.40) | |||
| Potential Upside | 1.77 |
Timothy Aggressive Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Timothy Aggressive's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Timothy Aggressive's standard deviation. In reality, there are many statistical measures that can use Timothy Aggressive historical prices to predict the future Timothy Aggressive's volatility.| Risk Adjusted Performance | 0.1177 | |||
| Jensen Alpha | 0.0177 | |||
| Total Risk Alpha | (0.03) | |||
| Sortino Ratio | 0.016 | |||
| Treynor Ratio | 0.1451 |
Timothy Aggressive Growth Backtested Returns
At this stage we consider Timothy Mutual Fund to be very steady. Timothy Aggressive Growth owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.21, which indicates the fund had a 0.21% return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Timothy Aggressive Growth, which you can use to evaluate the volatility of the fund. Please validate Timothy Aggressive's Semi Deviation of 1.02, risk adjusted performance of 0.1177, and Coefficient Of Variation of 664.69 to confirm if the risk estimate we provide is consistent with the expected return of 0.19%. The entity has a beta of 1.01, which indicates a somewhat significant risk relative to the market. Timothy Aggressive returns are very sensitive to returns on the market. As the market goes up or down, Timothy Aggressive is expected to follow.
Auto-correlation | 0.97 |
Excellent predictability
Timothy Aggressive Growth has excellent predictability. Overlapping area represents the amount of predictability between Timothy Aggressive time series from 1st of November 2024 to 16th of November 2024 and 16th of November 2024 to 1st of December 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of Timothy Aggressive Growth price movement. The serial correlation of 0.97 indicates that 97.0% of current Timothy Aggressive price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.97 | |
| Spearman Rank Test | 0.81 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Timothy Aggressive Growth lagged returns against current returns
Autocorrelation, which is Timothy Aggressive 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 Timothy Aggressive's mutual fund expected returns. We can calculate the autocorrelation of Timothy Aggressive returns to help us make a trade decision. For example, suppose you find that Timothy Aggressive 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 |
Timothy Aggressive 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 Timothy Aggressive mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Timothy Aggressive mutual fund is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in Timothy Aggressive mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Timothy Aggressive Lagged Returns
When evaluating Timothy Aggressive's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Timothy Aggressive mutual fund have on its future price. Timothy Aggressive 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, Timothy Aggressive autocorrelation shows the relationship between Timothy Aggressive mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Timothy Aggressive Growth.
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 Timothy Mutual Fund
Timothy Aggressive financial ratios help investors to determine whether Timothy 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 Timothy with respect to the benefits of owning Timothy Aggressive security.
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