Timothy Largemid Cap Value Fund Market Value
| TLVAX Fund | USD 26.16 0.07 0.27% |
| Symbol | Timothy |
Timothy Large/mid-cap '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 Large/mid-cap'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 Large/mid-cap.
| 06/08/2023 |
| 11/29/2024 |
If you would invest 0.00 in Timothy Large/mid-cap on June 8, 2023 and sell it all today you would earn a total of 0.00 from holding Timothy Largemid Cap Value or generate 0.0% return on investment in Timothy Large/mid-cap over 540 days. Timothy Large/mid-cap is related to or competes with Vanguard Small, Vanguard Institutional, Vanguard Total, and Vanguard Institutional. The fund normally invests in U.S. common stocks More
Timothy Large/mid-cap 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 Large/mid-cap'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 Largemid Cap Value upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.8037 | |||
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 3.38 | |||
| Value At Risk | (1.25) | |||
| Potential Upside | 1.13 |
Timothy Large/mid-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Timothy Large/mid-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Timothy Large/mid-cap's standard deviation. In reality, there are many statistical measures that can use Timothy Large/mid-cap historical prices to predict the future Timothy Large/mid-cap's volatility.| Risk Adjusted Performance | 0.0255 | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.1) | |||
| Sortino Ratio | (0.13) | |||
| Treynor Ratio | 0.0185 |
Timothy Large/mid-cap Backtested Returns
At this stage we consider Timothy Mutual Fund to be very steady. Timothy Large/mid-cap owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0807, which indicates the fund had a 0.0807% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Timothy Largemid Cap Value, which you can use to evaluate the volatility of the fund. Please validate Timothy Large/mid-cap's Risk Adjusted Performance of 0.0255, semi deviation of 0.7454, and Coefficient Of Variation of 2956.14 to confirm if the risk estimate we provide is consistent with the expected return of 0.0562%. The entity has a beta of 0.8, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Timothy Large/mid-cap's returns are expected to increase less than the market. However, during the bear market, the loss of holding Timothy Large/mid-cap is expected to be smaller as well.
Auto-correlation | 0.47 |
Average predictability
Timothy Largemid Cap Value has average predictability. Overlapping area represents the amount of predictability between Timothy Large/mid-cap time series from 8th of June 2023 to 4th of March 2024 and 4th of March 2024 to 29th of November 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 Large/mid-cap price movement. The serial correlation of 0.47 indicates that about 47.0% of current Timothy Large/mid-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.47 | |
| Spearman Rank Test | 0.44 | |
| Residual Average | 0.0 | |
| Price Variance | 0.65 |
Timothy Large/mid-cap lagged returns against current returns
Autocorrelation, which is Timothy Large/mid-cap 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 Large/mid-cap's mutual fund expected returns. We can calculate the autocorrelation of Timothy Large/mid-cap returns to help us make a trade decision. For example, suppose you find that Timothy Large/mid-cap 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 Large/mid-cap 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 Large/mid-cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Timothy Large/mid-cap 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 Large/mid-cap mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Timothy Large/mid-cap Lagged Returns
When evaluating Timothy Large/mid-cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Timothy Large/mid-cap mutual fund have on its future price. Timothy Large/mid-cap 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 Large/mid-cap autocorrelation shows the relationship between Timothy Large/mid-cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Timothy Largemid Cap Value.
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 Large/mid-cap 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 Large/mid-cap security.
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