Timothy Plan Defensive Fund Market Value
| TPDIX Fund | USD 14.65 0.01 0.07% |
| Symbol | Timothy |
Timothy Plan '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 Plan'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 Plan.
| 06/04/2024 |
| 12/01/2024 |
If you would invest 0.00 in Timothy Plan on June 4, 2024 and sell it all today you would earn a total of 0.00 from holding Timothy Plan Defensive or generate 0.0% return on investment in Timothy Plan over 180 days. Timothy Plan is related to or competes with Timothy Fixed, Timothy Fixed, Timothy Plan, Timothy Large/mip-cap, Timothy Plan, Timothy Large/mid-cap, and Timothy Large/mid-cap. The fund invests varying percentages of its total assets in Real Estate Investment Trusts, Commodities-based securities,... More
Timothy Plan 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 Plan'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 Plan Defensive upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4273 | |||
| Information Ratio | (0.28) | |||
| Maximum Drawdown | 1.65 | |||
| Value At Risk | (0.69) | |||
| Potential Upside | 0.6186 |
Timothy Plan Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Timothy Plan's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Timothy Plan's standard deviation. In reality, there are many statistical measures that can use Timothy Plan historical prices to predict the future Timothy Plan's volatility.| Risk Adjusted Performance | 0.0421 | |||
| Jensen Alpha | 0.0115 | |||
| Total Risk Alpha | (0.05) | |||
| Sortino Ratio | (0.26) | |||
| Treynor Ratio | 0.4019 |
Timothy Plan Defensive Backtested Returns
At this stage we consider Timothy Mutual Fund to be very steady. Timothy Plan Defensive owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0853, which indicates the fund had a 0.0853% return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Timothy Plan Defensive, which you can use to evaluate the volatility of the fund. Please validate Timothy Plan's Coefficient Of Variation of 1495.13, semi deviation of 0.3634, and Risk Adjusted Performance of 0.0421 to confirm if the risk estimate we provide is consistent with the expected return of 0.0342%. The entity has a beta of 0.042, which indicates not very significant fluctuations relative to the market. As returns on the market increase, Timothy Plan's returns are expected to increase less than the market. However, during the bear market, the loss of holding Timothy Plan is expected to be smaller as well.
Auto-correlation | 0.02 |
Virtually no predictability
Timothy Plan Defensive has virtually no predictability. Overlapping area represents the amount of predictability between Timothy Plan time series from 4th of June 2024 to 2nd of September 2024 and 2nd of September 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 Plan Defensive price movement. The serial correlation of 0.02 indicates that only 2.0% of current Timothy Plan price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.02 | |
| Spearman Rank Test | -0.03 | |
| Residual Average | 0.0 | |
| Price Variance | 0.02 |
Timothy Plan Defensive lagged returns against current returns
Autocorrelation, which is Timothy Plan 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 Plan's mutual fund expected returns. We can calculate the autocorrelation of Timothy Plan returns to help us make a trade decision. For example, suppose you find that Timothy Plan 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 Plan 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 Plan mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Timothy Plan 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 Plan mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Timothy Plan Lagged Returns
When evaluating Timothy Plan's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Timothy Plan mutual fund have on its future price. Timothy Plan 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 Plan autocorrelation shows the relationship between Timothy Plan mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Timothy Plan Defensive.
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 Plan 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 Plan security.
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