Timothy Servative Growth Fund Market Value
| TCGAX Fund | USD 10.32 0.06 0.58% |
| Symbol | Timothy |
Timothy Conservative '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 Conservative'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 Conservative.
| 12/18/2024 |
| 03/18/2025 |
If you would invest 0.00 in Timothy Conservative on December 18, 2024 and sell it all today you would earn a total of 0.00 from holding Timothy Servative Growth or generate 0.0% return on investment in Timothy Conservative over 90 days. Timothy Conservative is related to or competes with Shelton Emerging, Barings Emerging, Calvert Developed, Ep Emerging, Rbc Emerging, Investec Emerging, and Ab All. The fund normally will invest at least 75 percent of its total assets in the traditional funds More
Timothy Conservative 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 Conservative'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 Servative Growth upside and downside potential and time the market with a certain degree of confidence.
| Downside Deviation | 0.4271 | |||
| Information Ratio | 0.2609 | |||
| Maximum Drawdown | 1.67 | |||
| Value At Risk | (0.68) | |||
| Potential Upside | 0.7797 |
Timothy Conservative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Timothy Conservative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Timothy Conservative's standard deviation. In reality, there are many statistical measures that can use Timothy Conservative historical prices to predict the future Timothy Conservative's volatility.| Risk Adjusted Performance | 0.0607 | |||
| Jensen Alpha | 0.0533 | |||
| Total Risk Alpha | 0.0721 | |||
| Sortino Ratio | 0.2733 | |||
| Treynor Ratio | 0.0856 |
Timothy Servative Growth Backtested Returns
At this stage we consider Timothy Mutual Fund to be very steady. Timothy Servative Growth owns Efficiency Ratio (i.e., Sharpe Ratio) of 0.0801, which indicates the fund had a 0.0801 % return per unit of risk over the last 3 months. We have found twenty-eight technical indicators for Timothy Servative Growth, which you can use to evaluate the volatility of the fund. Please validate Timothy Conservative's Risk Adjusted Performance of 0.0607, semi deviation of 0.3406, and Coefficient Of Variation of 1248.16 to confirm if the risk estimate we provide is consistent with the expected return of 0.0358%. The entity has a beta of 0.3, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Timothy Conservative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Timothy Conservative is expected to be smaller as well.
Auto-correlation | -0.57 |
Good reverse predictability
Timothy Servative Growth has good reverse predictability. Overlapping area represents the amount of predictability between Timothy Conservative time series from 18th of December 2024 to 1st of February 2025 and 1st of February 2025 to 18th of March 2025. 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 Servative Growth price movement. The serial correlation of -0.57 indicates that roughly 57.0% of current Timothy Conservative price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.57 | |
| Spearman Rank Test | -0.19 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
Timothy Servative Growth lagged returns against current returns
Autocorrelation, which is Timothy Conservative 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 Conservative's mutual fund expected returns. We can calculate the autocorrelation of Timothy Conservative returns to help us make a trade decision. For example, suppose you find that Timothy Conservative 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 Conservative 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 Conservative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Timothy Conservative 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 Conservative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Timothy Conservative Lagged Returns
When evaluating Timothy Conservative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Timothy Conservative mutual fund have on its future price. Timothy Conservative 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 Conservative autocorrelation shows the relationship between Timothy Conservative mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Timothy Servative 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 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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