Timothy Fixed Income Fund Market Value
| TFICX Fund | USD 8.68 0.03 0.34% |
| Symbol | Timothy |
Timothy Fixed '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 Fixed'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 Fixed.
| 12/24/2022 |
| 12/13/2024 |
If you would invest 0.00 in Timothy Fixed on December 24, 2022 and sell it all today you would earn a total of 0.00 from holding Timothy Fixed Income or generate 0.0% return on investment in Timothy Fixed over 720 days. Timothy Fixed is related to or competes with Timothy Plan, Timothy Plan, Timothy Aggressive, Timothy Israel, Timothy Plan, and Timothy Plan. The fund normally invests at least 80 percent of its assets in a diversified portfolio of corporate bonds, U.S More
Timothy Fixed 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 Fixed'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 Fixed Income upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.53) | |||
| Maximum Drawdown | 1.61 | |||
| Value At Risk | (0.68) | |||
| Potential Upside | 0.3468 |
Timothy Fixed Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Timothy Fixed's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Timothy Fixed's standard deviation. In reality, there are many statistical measures that can use Timothy Fixed historical prices to predict the future Timothy Fixed's volatility.| Risk Adjusted Performance | (0.14) | |||
| Jensen Alpha | (0.06) | |||
| Total Risk Alpha | (0.10) | |||
| Treynor Ratio | 1.89 |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Timothy Fixed'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 Fixed Income Backtested Returns
Timothy Fixed Income owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.19, which indicates the fund had a -0.19% return per unit of risk over the last 3 months. Timothy Fixed Income exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Timothy Fixed's Risk Adjusted Performance of (0.14), coefficient of variation of (598.01), and Variance of 0.0931 to confirm the risk estimate we provide. The entity has a beta of -0.0322, which indicates not very significant fluctuations relative to the market. As returns on the market increase, returns on owning Timothy Fixed are expected to decrease at a much lower rate. During the bear market, Timothy Fixed is likely to outperform the market.
Auto-correlation | -0.65 |
Very good reverse predictability
Timothy Fixed Income has very good reverse predictability. Overlapping area represents the amount of predictability between Timothy Fixed time series from 24th of December 2022 to 19th of December 2023 and 19th of December 2023 to 13th 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 Fixed Income price movement. The serial correlation of -0.65 indicates that roughly 65.0% of current Timothy Fixed price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.65 | |
| Spearman Rank Test | -0.33 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Timothy Fixed Income lagged returns against current returns
Autocorrelation, which is Timothy Fixed 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 Fixed's mutual fund expected returns. We can calculate the autocorrelation of Timothy Fixed returns to help us make a trade decision. For example, suppose you find that Timothy Fixed 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 Fixed 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 Fixed mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Timothy Fixed 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 Fixed mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Timothy Fixed Lagged Returns
When evaluating Timothy Fixed's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Timothy Fixed mutual fund have on its future price. Timothy Fixed 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 Fixed autocorrelation shows the relationship between Timothy Fixed mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Timothy Fixed Income.
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 Fixed 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 Fixed security.
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