Timothy Servative Growth Fund Volatility
| TCVCX Fund | USD 10.01 0.06 0.60% |
At this stage we consider Timothy Mutual Fund to be very steady. Timothy Servative Growth owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.27, which indicates the fund had a 0.27 % return per unit of risk over the last 3 months. We have found twenty-seven technical indicators for Timothy Servative Growth, which you can use to evaluate the volatility of the fund. Please validate Timothy Conservative's Semi Deviation of 0.2205, risk adjusted performance of 0.1521, and Coefficient Of Variation of 499.7 to confirm if the risk estimate we provide is consistent with the expected return of 0.11%.
Sharpe Ratio = 0.2728
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| Cash | TCVCX | Average Risk | High Risk | Huge Risk |
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Based on monthly moving average Timothy Conservative is performing at about 21% of its full potential. If added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Timothy Conservative by adding it to a well-diversified portfolio.
Key indicators related to Timothy Conservative's volatility include:90 Days Market Risk | Chance Of Distress | 90 Days Economic Sensitivity |
Timothy Conservative Mutual Fund volatility depicts how high the prices fluctuate around the mean (or its average) price. In other words, it is a statistical measure of the distribution of Timothy daily returns, and it is calculated using variance and standard deviation. We also use Timothy's beta, its sensitivity to the market, as well as its odds of financial distress to provide a more practical estimation of Timothy Conservative volatility.
Timothy |
Downward market volatility can be a perfect environment for investors who play the long game with Timothy Conservative. They may decide to buy additional shares of Timothy Conservative at lower prices to lower the average cost per share, thereby improving their portfolio's performance when markets normalize.
Moving together with Timothy Mutual Fund
| 0.73 | TFICX | Timothy Fixed Income | PairCorr |
| 0.81 | TFIAX | Timothy Fixed Income | PairCorr |
| 0.95 | TGCIX | Timothy Plan Growth | PairCorr |
| 0.94 | TGIAX | Timothy Plan Growth | PairCorr |
| 0.97 | TIAGX | Timothy Aggressive Growth | PairCorr |
| 0.94 | TICIX | Timothy Israel Mon | PairCorr |
| 0.97 | TIICX | Timothy Plan Conservative | PairCorr |
| 0.96 | TIGIX | Timothy Plan Growth | PairCorr |
| 0.97 | TISGX | Timothy Plan Strategic | PairCorr |
| 0.76 | TLGCX | Timothy Large/mip-cap | PairCorr |
| 0.86 | TLVCX | Timothy Large/mid-cap | PairCorr |
| 0.95 | TLVAX | Timothy Large/mid-cap | PairCorr |
| 0.92 | TMVIX | Timothy Largemid Cap | PairCorr |
| 0.94 | TPAIX | Timothy Israel Mon | PairCorr |
| 0.96 | TPDIX | Timothy Plan Defensive | PairCorr |
| 0.93 | TPCIX | Timothy Israel Mon | PairCorr |
| 0.94 | TPDCX | Timothy Plan Defensive | PairCorr |
| 0.94 | TPDAX | Timothy Plan Defensive | PairCorr |
| 0.85 | TPFIX | Timothy Fixed Income | PairCorr |
| 0.95 | TPICX | Timothy Plan Interna | PairCorr |
| 0.95 | TPIAX | Timothy Plan Interna | PairCorr |
| 0.98 | TPIIX | Timothy Plan Interna | PairCorr |
| 0.92 | TPHCX | Timothy Plan High | PairCorr |
| 0.92 | TPHAX | Timothy Plan High | PairCorr |
| 0.93 | TPHIX | Timothy Plan High | PairCorr |
| 0.67 | TPLIX | Timothy Largemip Cap | PairCorr |
| 0.92 | TPLNX | Timothy Small Cap | PairCorr |
| 0.94 | TPVIX | Timothy Small Cap | PairCorr |
| 0.94 | TAAGX | Timothy Aggressive Growth | PairCorr |
Timothy Conservative Market Sensitivity And Downside Risk
Timothy Conservative's beta coefficient measures the volatility of Timothy mutual fund compared to the systematic risk of the entire market represented by your selected benchmark. In mathematical terms, beta represents the slope of the line through a regression of data points where each of these points represents Timothy mutual fund's returns against your selected market. In other words, Timothy Conservative's beta of 0.43 provides an investor with an approximation of how much risk Timothy Conservative mutual fund can potentially add to one of your existing portfolios. Timothy Servative Growth exhibits very low volatility with skewness of 0.14 and kurtosis of 0.33. Understanding different market volatility trends often help investors to time the market. Properly using volatility indicators enable traders to measure Timothy Conservative's mutual fund risk against market volatility during both bullish and bearish trends. The higher level of volatility that comes with bear markets can directly impact Timothy Conservative's mutual fund price while adding stress to investors as they watch their shares' value plummet. This usually forces investors to rebalance their portfolios by buying different financial instruments as prices fall.
| α | 0.05 | β | 0.43 | Check current 90 days Timothy Conservative correlation with market (Dow Jones Industrial)
Timothy Conservative Volatility and Downside Risk
Timothy standard deviation measures the daily dispersion of prices over your selected time horizon relative to its mean. A typical volatile entity has a high standard deviation, while the deviation of a stable instrument is usually low. As a downside, the standard deviation calculates all uncertainty as risk, even when it is in your favor, such as above-average returns.
Timothy Servative Growth Mutual Fund Volatility Analysis
Volatility refers to the frequency at which Timothy Conservative fund price increases or decreases within a specified period. These fluctuations usually indicate the level of risk that's associated with Timothy Conservative's price changes. Investors will then calculate the volatility of Timothy Conservative's mutual fund to predict their future moves. A fund that has erratic price changes quickly hits new highs, and lows are considered highly volatile. A mutual fund with relatively stable price changes has low volatility. A highly volatile fund is riskier, but the risk cuts both ways. Investing in highly volatile security can either be highly successful, or you may experience significant failure. There are two main types of Timothy Conservative's volatility:
Historical Volatility
This type of fund volatility measures Timothy Conservative's fluctuations based on previous trends. It's commonly used to predict Timothy Conservative's future behavior based on its past. However, it cannot conclusively determine the future direction of the mutual fund.Implied Volatility
This type of volatility provides a positive outlook on future price fluctuations for Timothy Conservative's current market price. This means that the fund will return to its initially predicted market price. This type of volatility can be derived from derivative instruments written on Timothy Conservative's to be redeemed at a future date.Transformation |
The output start index for this execution was zero with a total number of output elements of sixty-one. Timothy Servative Growth Average Price is the average of the sum of open, high, low and close daily prices of a bar. It can be used to smooth an indicator that normally takes just the closing price as input.
Timothy Conservative Projected Return Density Against Market
Assuming the 90 days horizon Timothy Conservative has a beta of 0.43 . This usually implies as returns on the market go up, Timothy Conservative average returns are expected to increase less than the benchmark. However, during the bear market, the loss on holding Timothy Servative Growth will be expected to be much smaller as well.Most traded equities are subject to two types of risk - systematic (i.e., market) and unsystematic (i.e., nonmarket or company-specific) risk. Unsystematic risk is the risk that events specific to Timothy Conservative or Timothy Plan sector will adversely affect the stock's price. This type of risk can be diversified away by owning several different stocks in different industries whose stock prices have shown a small correlation to each other. On the other hand, systematic risk is the risk that Timothy Conservative's price will be affected by overall mutual fund market movements and cannot be diversified away. So, no matter how many positions you have, you cannot eliminate market risk. However, you can measure a Timothy fund's historical response to market movements and buy it if you are comfortable with its volatility direction. Beta and standard deviation are two commonly used measures to help you make the right decision.
Predicted Return Density |
| Returns |
What Drives a Timothy Conservative Price Volatility?
Several factors can influence a fund's market volatility:Industry
Specific events can influence volatility within a particular industry. For instance, a significant weather upheaval in a crucial oil-production site may cause oil prices to increase in the oil sector. The direct result will be the rise in the stock price of oil distribution companies. Similarly, any government regulation in a specific industry could negatively influence stock prices due to increased regulations on compliance that may impact the company's future earnings and growth.Political and Economic environment
When governments make significant decisions regarding trade agreements, policies, and legislation regarding specific industries, they will influence stock prices. Everything from speeches to elections may influence investors, who can directly influence the stock prices in any particular industry. The prevailing economic situation also plays a significant role in stock prices. When the economy is doing well, investors will have a positive reaction and hence, better stock prices and vice versa.The Company's Performance
Sometimes volatility will only affect an individual company. For example, a revolutionary product launch or strong earnings report may attract investor attention to the company. This positive attention may impact the company's stock price. In contrast, product recalls and data breaches may negatively influence a company's stock prices.Timothy Conservative Mutual Fund Risk Measures
Assuming the 90 days horizon the coefficient of variation of Timothy Conservative is 366.52. The daily returns are distributed with a variance of 0.16 and standard deviation of 0.4. The mean deviation of Timothy Servative Growth is currently at 0.31. For similar time horizon, the selected benchmark (Dow Jones Industrial) has volatility of 0.81
α | Alpha over Dow Jones | 0.05 | |
β | Beta against Dow Jones | 0.43 | |
σ | Overall volatility | 0.40 | |
Ir | Information ratio | 0.03 |
Timothy Conservative Mutual Fund Return Volatility
Timothy Conservative historical daily return volatility represents how much of Timothy Conservative fund's daily returns swing around its mean - it is a statistical measure of its dispersion of returns. The fund shows 0.4% volatility of returns over 90 . By contrast, Dow Jones Industrial accepts 0.7702% volatility on return distribution over the 90 days horizon. Performance |
| Timeline |
Related Correlations Analysis
Risk-Adjusted Indicators
There is a big difference between Timothy Mutual Fund performing well and Timothy Conservative Mutual Fund 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 Conservative'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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| TFICX | 0.14 | 0.01 | (0.22) | 0.16 | 0.09 | 0.23 | 0.68 | |||
| TFIAX | 0.14 | 0.01 | (0.22) | 0.18 | 0.05 | 0.32 | 0.76 | |||
| TGCIX | 0.31 | 0.07 | 0.07 | 0.28 | 0.00 | 0.76 | 1.70 | |||
| TGIAX | 0.31 | 0.08 | 0.06 | 3.94 | 0.00 | 0.82 | 1.81 | |||
| TIAGX | 1.15 | 0.15 | 0.11 | 0.19 | 1.21 | 2.81 | 7.30 | |||
| TICIX | 0.90 | 0.24 | 0.16 | 0.46 | 0.99 | 1.82 | 5.31 | |||
| TIICX | 0.33 | 0.09 | 0.08 | 2.75 | 0.09 | 0.92 | 1.94 | |||
| TIGIX | 0.32 | 0.07 | 0.08 | 0.28 | 0.00 | 0.81 | 1.71 | |||
| TLGCX | 1.31 | 0.40 | 0.23 | (1.04) | 0.97 | 1.65 | 27.19 | |||
| TLGAX | 0.95 | 0.03 | (0.03) | (0.46) | 1.29 | 1.54 | 5.37 |
About Timothy Conservative Volatility
Volatility is a rate at which the price of Timothy Conservative or any other equity instrument increases or decreases for a given set of returns. It is measured by calculating the standard deviation of the annualized returns over a given period of time and shows the range to which the price of Timothy Conservative may increase or decrease. In other words, similar to Timothy's beta indicator, it measures the risk of Timothy Conservative and helps estimate the fluctuations that may happen in a short period of time. So if prices of Timothy Conservative fluctuate rapidly in a short time span, it is termed to have high volatility, and if it swings slowly in a more extended period, it is understood to have low volatility.
Please read more on our technical analysis page.The fund normally will invest at least 75 percent of its total assets in the traditional funds. The advisor will determine the specific asset allocation program on a continuous basis, based on its forecast of the overall market. On each day that the fund is open for business, the advisor will review the asset allocation program and reallocate and will reallocate for any new underlying funds in which the fund may elect to invest. The advisor also will reallocate the funds investments in the traditional funds at the end of each fiscal quarter to maintain the asset allocation program.
Timothy Conservative's stock volatility refers to the amount of uncertainty or risk involved with the size of changes in its stock's price. It is a statistical measure of the dispersion of returns on Timothy Mutual Fund over a specified period of time, often expressed as the standard deviation of daily returns. In other words, it measures how much Timothy Conservative's price varies over time.
3 ways to utilize Timothy Conservative's volatility to invest better
Higher Timothy Conservative's fund volatility means that the price of its stock is changing rapidly and unpredictably, while lower stock volatility indicates that the price of Timothy Servative Growth fund is relatively stable. Investors and traders use stock volatility as an indicator of risk and potential reward, as stocks with higher volatility can offer the potential for more significant returns but also come with a greater risk of losses. Timothy Servative Growth fund volatility can provide helpful information for making investment decisions in the following ways:- Measuring Risk: Volatility can be used as a measure of risk, which can help you determine the potential fluctuations in the value of Timothy Servative Growth investment. A higher volatility means higher risk and potentially larger changes in value.
- Identifying Opportunities: High volatility in Timothy Conservative's fund can indicate that there is potential for significant price movements, either up or down, which could present investment opportunities.
- Diversification: Understanding how the volatility of Timothy Conservative's fund relates to your other investments can help you create a well-diversified portfolio of assets with varying levels of risk.
Timothy Conservative Investment Opportunity
Dow Jones Industrial has a standard deviation of returns of 0.77 and is 1.93 times more volatile than Timothy Servative Growth. 3 percent of all equities and portfolios are less risky than Timothy Conservative. You can use Timothy Servative Growth to enhance the returns of your portfolios. The mutual fund experiences a moderate upward volatility. Check odds of Timothy Conservative to be traded at $11.01 in 90 days.Almost no diversification
The correlation between Timothy Servative Growth and DJI is 0.92 (i.e., Almost no diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Timothy Servative Growth and DJI in the same portfolio, assuming nothing else is changed.
Timothy Conservative Additional Risk Indicators
The analysis of Timothy Conservative's secondary risk indicators is one of the essential steps in making a buy or sell decision. The process involves identifying the amount of risk involved in Timothy Conservative's investment and either accepting that risk or mitigating it. Along with some common measures of Timothy Conservative mutual fund's risk such as standard deviation, beta, or value at risk, we also provide a set of secondary indicators that can assist in the individual investment decision or help in hedging the risk of your existing portfolios.
| Risk Adjusted Performance | 0.1521 | |||
| Market Risk Adjusted Performance | 0.1805 | |||
| Mean Deviation | 0.325 | |||
| Semi Deviation | 0.2205 | |||
| Downside Deviation | 0.3954 | |||
| Coefficient Of Variation | 499.7 | |||
| Standard Deviation | 0.4163 |
Please note, the risk measures we provide can be used independently or collectively to perform a risk assessment. When comparing two potential mutual funds, we recommend comparing similar funds with homogenous growth potential and valuation from related markets to determine which investment holds the most risk.
Timothy Conservative Suggested Diversification Pairs
Pair trading is one of the very effective strategies used by professional day traders and hedge funds capitalizing on short-time and mid-term market inefficiencies. The approach is based on the fact that the ratio of prices of two correlating shares is long-term stable and oscillates around the average value. If the correlation ratio comes outside the common area, you can speculate with a high success rate that the ratio will return to the mean value and collect a profit.
The effect of pair diversification on risk is to reduce it, but we should note this doesn't apply to all risk types. When we trade pairs against Timothy Conservative as a counterpart, there is always some inherent risk that will never be diversified away no matter what. This volatility limits the effect of tactical diversification using pair trading. Timothy Conservative's systematic risk is the inherent uncertainty of the entire market, and therefore cannot be mitigated even by pair-trading it against the equity that is not highly correlated to it. On the other hand, Timothy Conservative's unsystematic risk describes the types of risk that we can protect against, at least to some degree, by selecting a matching pair that is not perfectly correlated to Timothy Servative Growth.
Other Information on Investing in Timothy Mutual Fund
Timothy Conservative 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 Conservative security.
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