Timothy Servative Growth Fund Market Value
| TCVCX Fund | USD 8.91 0.01 0.11% |
| Symbol | Timothy |
Timothy Servative '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 Servative'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 Servative.
| 11/15/2024 |
| 12/15/2024 |
If you would invest 0.00 in Timothy Servative on November 15, 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 Servative over 30 days. Timothy Servative is related to or competes with Ab Small, Foundry Partners, Fpa Queens, Fidelity Small, Great West, Pace Smallmedium, and Victory Rs. The fund normally will invest at least 75 percent of its total assets in the traditional funds More
Timothy Servative 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 Servative'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.
| Information Ratio | (0.25) | |||
| Maximum Drawdown | 4.43 | |||
| Value At Risk | (0.65) | |||
| Potential Upside | 0.5459 |
Timothy Servative Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Timothy Servative's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Timothy Servative's standard deviation. In reality, there are many statistical measures that can use Timothy Servative historical prices to predict the future Timothy Servative's volatility.| Risk Adjusted Performance | (0.05) | |||
| Jensen Alpha | (0.08) | |||
| Total Risk Alpha | (0.12) | |||
| Treynor Ratio | (0.13) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Timothy Servative'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 Servative Growth Backtested Returns
Timothy Servative Growth owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.0962, which indicates the fund had a -0.0962% return per unit of risk over the last 3 months. Timothy Servative Growth exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Timothy Servative's Variance of 0.3216, coefficient of variation of (1,407), and Risk Adjusted Performance of (0.05) to confirm the risk estimate we provide. The entity has a beta of 0.38, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Timothy Servative's returns are expected to increase less than the market. However, during the bear market, the loss of holding Timothy Servative is expected to be smaller as well.
Auto-correlation | -0.72 |
Almost perfect reverse predictability
Timothy Servative Growth has almost perfect reverse predictability. Overlapping area represents the amount of predictability between Timothy Servative time series from 15th of November 2024 to 30th of November 2024 and 30th of November 2024 to 15th 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 Servative Growth price movement. The serial correlation of -0.72 indicates that around 72.0% of current Timothy Servative price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.72 | |
| Spearman Rank Test | -0.82 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Timothy Servative Growth lagged returns against current returns
Autocorrelation, which is Timothy Servative 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 Servative's mutual fund expected returns. We can calculate the autocorrelation of Timothy Servative returns to help us make a trade decision. For example, suppose you find that Timothy Servative 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 Servative 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 Servative mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Timothy Servative 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 Servative mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Timothy Servative Lagged Returns
When evaluating Timothy Servative's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Timothy Servative mutual fund have on its future price. Timothy Servative 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 Servative autocorrelation shows the relationship between Timothy Servative 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 Servative 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 Servative security.
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