Timothy Plan International Fund Market Value
| TPICX Fund | USD 12.47 0.15 1.22% |
| 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.
| 03/05/2024 |
| 11/30/2024 |
If you would invest 0.00 in Timothy Plan on March 5, 2024 and sell it all today you would earn a total of 0.00 from holding Timothy Plan International or generate 0.0% return on investment in Timothy Plan over 270 days. Timothy Plan is related to or competes with Ashmore Emerging. The fund normally invests at least 80 percent of its total assets in the securities of foreign companies , without regar... 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 International upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.21) | |||
| Maximum Drawdown | 3.75 | |||
| Value At Risk | (1.61) | |||
| Potential Upside | 1.22 |
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 | (0.03) | |||
| Jensen Alpha | (0.11) | |||
| Total Risk Alpha | (0.18) | |||
| Treynor Ratio | (0.08) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Timothy Plan's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
Timothy Plan Interna Backtested Returns
Timothy Plan Interna owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0214, which indicates the fund had a -0.0214% return per unit of risk over the last 3 months. Timothy Plan International exposes twenty-two different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Timothy Plan's Risk Adjusted Performance of (0.03), coefficient of variation of (2,468), and Variance of 0.6548 to confirm the risk estimate we provide. The entity has a beta of 0.56, which indicates possible diversification benefits within a given portfolio. 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 International has virtually no predictability. Overlapping area represents the amount of predictability between Timothy Plan time series from 5th of March 2024 to 18th of July 2024 and 18th of July 2024 to 30th 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 Plan Interna 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 | 0.09 | |
| Residual Average | 0.0 | |
| Price Variance | 0.1 |
Timothy Plan Interna 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 International.
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.
| My Watchlist Analysis Analyze my current watchlist and to refresh optimization strategy. Macroaxis watchlist is based on self-learning algorithm to remember stocks you like | |
| Balance Of Power Check stock momentum by analyzing Balance Of Power indicator and other technical ratios | |
| Idea Optimizer Use advanced portfolio builder with pre-computed micro ideas to build optimal portfolio | |
| Correlation Analysis Reduce portfolio risk simply by holding instruments which are not perfectly correlated |