Timothy Largemid Cap Value Fund Market Value
| TLVCX Fund | USD 15.91 0.11 0.70% |
| Symbol | Timothy |
Timothy Large/mid-cap '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 Large/mid-cap'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 Large/mid-cap.
| 12/19/2024 |
| 01/18/2025 |
If you would invest 0.00 in Timothy Large/mid-cap on December 19, 2024 and sell it all today you would earn a total of 0.00 from holding Timothy Largemid Cap Value or generate 0.0% return on investment in Timothy Large/mid-cap over 30 days. Timothy Large/mid-cap is related to or competes with Small Pany, Needham Aggressive, Ftfa Franklin, Morningstar Aggressive, T Rowe, and Calamos Growth. The fund normally invests in U.S. common stocks More
Timothy Large/mid-cap 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 Large/mid-cap'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 Largemid Cap Value upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.16) | |||
| Maximum Drawdown | 13.68 | |||
| Value At Risk | (1.67) | |||
| Potential Upside | 1.05 |
Timothy Large/mid-cap Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for Timothy Large/mid-cap's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as Timothy Large/mid-cap's standard deviation. In reality, there are many statistical measures that can use Timothy Large/mid-cap historical prices to predict the future Timothy Large/mid-cap's volatility.| Risk Adjusted Performance | (0.11) | |||
| Jensen Alpha | (0.24) | |||
| Total Risk Alpha | (0.27) | |||
| Treynor Ratio | (0.43) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of Timothy Large/mid-cap'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 Large/mid-cap Backtested Returns
Timothy Large/mid-cap owns Efficiency Ratio (i.e., Sharpe Ratio) of -0.13, which indicates the fund had a -0.13% return per unit of risk over the last 3 months. Timothy Largemid Cap Value exposes twenty-one different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please validate Timothy Large/mid-cap's Variance of 2.65, coefficient of variation of (726.16), and Risk Adjusted Performance of (0.11) to confirm the risk estimate we provide. The entity has a beta of 0.54, which indicates possible diversification benefits within a given portfolio. As returns on the market increase, Timothy Large/mid-cap's returns are expected to increase less than the market. However, during the bear market, the loss of holding Timothy Large/mid-cap is expected to be smaller as well.
Auto-correlation | -0.37 |
Poor reverse predictability
Timothy Largemid Cap Value has poor reverse predictability. Overlapping area represents the amount of predictability between Timothy Large/mid-cap time series from 19th of December 2024 to 3rd of January 2025 and 3rd of January 2025 to 18th of January 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 Large/mid-cap price movement. The serial correlation of -0.37 indicates that just about 37.0% of current Timothy Large/mid-cap price fluctuation can be explain by its past prices.
| Correlation Coefficient | -0.37 | |
| Spearman Rank Test | 0.02 | |
| Residual Average | 0.0 | |
| Price Variance | 0.03 |
Timothy Large/mid-cap lagged returns against current returns
Autocorrelation, which is Timothy Large/mid-cap 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 Large/mid-cap's mutual fund expected returns. We can calculate the autocorrelation of Timothy Large/mid-cap returns to help us make a trade decision. For example, suppose you find that Timothy Large/mid-cap 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 Large/mid-cap 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 Large/mid-cap mutual fund is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if Timothy Large/mid-cap 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 Large/mid-cap mutual fund over time.
Current vs Lagged Prices |
| Timeline |
Timothy Large/mid-cap Lagged Returns
When evaluating Timothy Large/mid-cap's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of Timothy Large/mid-cap mutual fund have on its future price. Timothy Large/mid-cap 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 Large/mid-cap autocorrelation shows the relationship between Timothy Large/mid-cap mutual fund current value and its past values and can show if there is a momentum factor associated with investing in Timothy Largemid Cap Value.
Regressed Prices |
| Timeline |
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Other Information on Investing in Timothy Mutual Fund
Timothy Large/mid-cap 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 Large/mid-cap security.
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